NYMEX Light Sweet Crude Oil Future December 2020

Trading Metrics calculated at close of trading on 24-Mar-2020

Day Change Summary
	Previous	Current
	23-Mar-2020	24-Mar-2020	Change	Change %	Previous Week
Open	30.48	32.07	1.59	5.2%	37.06
High	32.08	33.25	1.17	3.6%	37.06
Low	29.10	31.61	2.51	8.6%	28.06
Close	31.50	32.21	0.71	2.3%	30.16
Range	2.98	1.64	-1.34	-45.0%	9.00
ATR	3.50	3.37	-0.12	-3.6%	0.00
Volume	68,082	70,977	2,895	4.3%	591,652

Daily Pivots for day following 24-Mar-2020
	Classic	Woodie	Camarilla	DeMark
R4	37.28	36.38	33.11
R3	35.64	34.74	32.66
R2	34.00	34.00	32.51
R1	33.10	33.10	32.36	33.55
PP	32.36	32.36	32.36	32.58
S1	31.46	31.46	32.06	31.91
S2	30.72	30.72	31.91
S3	29.08	29.82	31.76
S4	27.44	28.18	31.31

Weekly Pivots for week ending 20-Mar-2020
	Classic	Woodie	Camarilla	DeMark
R4	58.76	53.46	35.11
R3	49.76	44.46	32.64
R2	40.76	40.76	31.81
R1	35.46	35.46	30.99	33.61
PP	31.76	31.76	31.76	30.84
S1	26.46	26.46	29.34	24.61
S2	22.76	22.76	28.51
S3	13.76	17.46	27.69
S4	4.76	8.46	25.21

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	34.45	28.06	6.39	19.8%	3.72	11.6%	65%	False	False	105,622
10	40.05	28.06	11.99	37.2%	3.32	10.3%	35%	False	False	120,318
20	50.43	28.06	22.37	69.5%	3.11	9.7%	19%	False	False	114,368

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.85
Narrowest range in 14 trading days

Fibonacci Retracements and Extensions
4.250	40.22
2.618	37.54
1.618	35.90
1.000	34.89
0.618	34.26
HIGH	33.25
0.618	32.62
0.500	32.43
0.382	32.24
LOW	31.61
0.618	30.60
1.000	29.97
1.618	28.96
2.618	27.32
4.250	24.64

Fisher Pivots for day following 24-Mar-2020
Pivot	1 day	3 day
R1	32.43	32.07
PP	32.36	31.92
S1	32.28	31.78

Download as Excel Spreadsheet

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

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