NYMEX Light Sweet Crude Oil Future December 2020

Trading Metrics calculated at close of trading on 16-Mar-2020

Day Change Summary
	Previous	Current
	13-Mar-2020	16-Mar-2020	Change	Change %	Previous Week
Open	35.91	37.06	1.15	3.2%	38.47
High	38.23	37.06	-1.17	-3.1%	40.05
Low	35.57	33.35	-2.22	-6.2%	32.44
Close	36.17	33.59	-2.58	-7.1%	36.17
Range	2.66	3.71	1.05	39.5%	7.61
ATR	3.21	3.25	0.04	1.1%	0.00
Volume	114,034	109,550	-4,484	-3.9%	849,457

Daily Pivots for day following 16-Mar-2020
	Classic	Woodie	Camarilla	DeMark
R4	45.80	43.40	35.63
R3	42.09	39.69	34.61
R2	38.38	38.38	34.27
R1	35.98	35.98	33.93	35.33
PP	34.67	34.67	34.67	34.34
S1	32.27	32.27	33.25	31.62
S2	30.96	30.96	32.91
S3	27.25	28.56	32.57
S4	23.54	24.85	31.55

Weekly Pivots for week ending 13-Mar-2020
	Classic	Woodie	Camarilla	DeMark
R4	59.05	55.22	40.36
R3	51.44	47.61	38.26
R2	43.83	43.83	37.57
R1	40.00	40.00	36.87	38.11
PP	36.22	36.22	36.22	35.28
S1	32.39	32.39	35.47	30.50
S2	28.61	28.61	34.77
S3	21.00	24.78	34.08
S4	13.39	17.17	31.98

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	40.05	33.35	6.70	19.9%	3.26	9.7%	4%	False	True	143,022
10	49.09	32.44	16.65	49.6%	3.13	9.3%	7%	False	False	130,136

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.39
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	52.83
2.618	46.77
1.618	43.06
1.000	40.77
0.618	39.35
HIGH	37.06
0.618	35.64
0.500	35.21
0.382	34.77
LOW	33.35
0.618	31.06
1.000	29.64
1.618	27.35
2.618	23.64
4.250	17.58

Fisher Pivots for day following 16-Mar-2020
Pivot	1 day	3 day
R1	35.21	35.79
PP	34.67	35.06
S1	34.13	34.32

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols