NYMEX Light Sweet Crude Oil Future December 2020

Trading Metrics calculated at close of trading on 18-Mar-2020

Day Change Summary
	Previous	Current
	17-Mar-2020	18-Mar-2020	Change	Change %	Previous Week
Open	33.72	32.77	-0.95	-2.8%	38.47
High	35.01	33.25	-1.76	-5.0%	40.05
Low	32.46	28.06	-4.40	-13.6%	32.44
Close	32.93	28.27	-4.66	-14.2%	36.17
Range	2.55	5.19	2.64	103.5%	7.61
ATR	3.20	3.34	0.14	4.5%	0.00
Volume	93,048	169,701	76,653	82.4%	849,457

Daily Pivots for day following 18-Mar-2020
	Classic	Woodie	Camarilla	DeMark
R4	45.43	42.04	31.12
R3	40.24	36.85	29.70
R2	35.05	35.05	29.22
R1	31.66	31.66	28.75	30.76
PP	29.86	29.86	29.86	29.41
S1	26.47	26.47	27.79	25.57
S2	24.67	24.67	27.32
S3	19.48	21.28	26.84
S4	14.29	16.09	25.42

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	38.23	28.06	10.17	36.0%	3.31	11.7%	2%	False	True	142,610
10	48.33	28.06	20.27	71.7%	3.56	12.6%	1%	False	True	141,829

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.47
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	55.31
2.618	46.84
1.618	41.65
1.000	38.44
0.618	36.46
HIGH	33.25
0.618	31.27
0.500	30.66
0.382	30.04
LOW	28.06
0.618	24.85
1.000	22.87
1.618	19.66
2.618	14.47
4.250	6.00

Fisher Pivots for day following 18-Mar-2020
Pivot	1 day	3 day
R1	30.66	32.56
PP	29.86	31.13
S1	29.07	29.70

Download as Excel Spreadsheet

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

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