NYMEX Light Sweet Crude Oil Future December 2020


Trading Metrics calculated at close of trading on 19-Mar-2020
Day Change Summary
Previous Current
18-Mar-2020 19-Mar-2020 Change Change % Previous Week
Open 32.77 29.75 -3.02 -9.2% 38.47
High 33.25 33.41 0.16 0.5% 40.05
Low 28.06 29.06 1.00 3.6% 32.44
Close 28.27 31.92 3.65 12.9% 36.17
Range 5.19 4.35 -0.84 -16.2% 7.61
ATR 3.34 3.47 0.13 3.9% 0.00
Volume 169,701 109,275 -60,426 -35.6% 849,457
Daily Pivots for day following 19-Mar-2020
Classic Woodie Camarilla DeMark
R4 44.51 42.57 34.31
R3 40.16 38.22 33.12
R2 35.81 35.81 32.72
R1 33.87 33.87 32.32 34.84
PP 31.46 31.46 31.46 31.95
S1 29.52 29.52 31.52 30.49
S2 27.11 27.11 31.12
S3 22.76 25.17 30.72
S4 18.41 20.82 29.53
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 31.9% 3.69 11.6% 38% False False 119,121
10 47.28 28.06 19.22 60.2% 3.83 12.0% 20% False False 146,794
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.51
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 51.90
2.618 44.80
1.618 40.45
1.000 37.76
0.618 36.10
HIGH 33.41
0.618 31.75
0.500 31.24
0.382 30.72
LOW 29.06
0.618 26.37
1.000 24.71
1.618 22.02
2.618 17.67
4.250 10.57
Fisher Pivots for day following 19-Mar-2020
Pivot 1 day 3 day
R1 31.69 31.79
PP 31.46 31.66
S1 31.24 31.54

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

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