NYMEX Light Sweet Crude Oil Future December 2020

Trading Metrics calculated at close of trading on 12-Mar-2020

Day Change Summary
	Previous	Current
	11-Mar-2020	12-Mar-2020	Change	Change %	Previous Week
Open	38.30	37.29	-1.01	-2.6%	45.45
High	40.05	37.87	-2.18	-5.4%	49.09
Low	36.80	35.45	-1.35	-3.7%	43.41
Close	37.32	36.47	-0.85	-2.3%	43.56
Range	3.25	2.42	-0.83	-25.5%	5.68
ATR
Volume	131,716	226,719	95,003	72.1%	422,320

Daily Pivots for day following 12-Mar-2020
	Classic	Woodie	Camarilla	DeMark
R4	43.86	42.58	37.80
R3	41.44	40.16	37.14
R2	39.02	39.02	36.91
R1	37.74	37.74	36.69	37.17
PP	36.60	36.60	36.60	36.31
S1	35.32	35.32	36.25	34.75
S2	34.18	34.18	36.03
S3	31.76	32.90	35.80
S4	29.34	30.48	35.14

Weekly Pivots for week ending 06-Mar-2020
	Classic	Woodie	Camarilla	DeMark
R4	62.39	58.66	46.68
R3	56.71	52.98	45.12
R2	51.03	51.03	44.60
R1	47.30	47.30	44.08	46.33
PP	45.35	45.35	45.35	44.87
S1	41.62	41.62	43.04	40.65
S2	39.67	39.67	42.52
S3	33.99	35.94	42.00
S4	28.31	30.26	40.44

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	47.28	32.44	14.84	40.7%	3.96	10.9%	27%	False	False	174,467
10	49.09	32.44	16.65	45.7%	3.09	8.5%	24%	False	False	126,767

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.46
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	48.16
2.618	44.21
1.618	41.79
1.000	40.29
0.618	39.37
HIGH	37.87
0.618	36.95
0.500	36.66
0.382	36.37
LOW	35.45
0.618	33.95
1.000	33.03
1.618	31.53
2.618	29.11
4.250	25.17

Fisher Pivots for day following 12-Mar-2020
Pivot	1 day	3 day
R1	36.66	37.36
PP	36.60	37.06
S1	36.53	36.77

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

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