NYMEX Light Sweet Crude Oil Future December 2020

Trading Metrics calculated at close of trading on 25-Mar-2020

Day Change Summary
	Previous	Current
	24-Mar-2020	25-Mar-2020	Change	Change %	Previous Week
Open	32.07	32.59	0.52	1.6%	37.06
High	33.25	33.77	0.52	1.6%	37.06
Low	31.61	32.09	0.48	1.5%	28.06
Close	32.21	33.43	1.22	3.8%	30.16
Range	1.64	1.68	0.04	2.4%	9.00
ATR	3.37	3.25	-0.12	-3.6%	0.00
Volume	70,977	71,676	699	1.0%	591,652

Daily Pivots for day following 25-Mar-2020
	Classic	Woodie	Camarilla	DeMark
R4	38.14	37.46	34.35
R3	36.46	35.78	33.89
R2	34.78	34.78	33.74
R1	34.10	34.10	33.58	34.44
PP	33.10	33.10	33.10	33.27
S1	32.42	32.42	33.28	32.76
S2	31.42	31.42	33.12
S3	29.74	30.74	32.97
S4	28.06	29.06	32.51

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	29.06	5.39	16.1%	3.02	9.0%	81%	False	False	86,017
10	38.23	28.06	10.17	30.4%	3.16	9.5%	53%	False	False	114,314
20	49.09	28.06	21.03	62.9%	3.11	9.3%	26%	False	False	114,531

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.75
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	40.91
2.618	38.17
1.618	36.49
1.000	35.45
0.618	34.81
HIGH	33.77
0.618	33.13
0.500	32.93
0.382	32.73
LOW	32.09
0.618	31.05
1.000	30.41
1.618	29.37
2.618	27.69
4.250	24.95

Fisher Pivots for day following 25-Mar-2020
Pivot	1 day	3 day
R1	33.26	32.77
PP	33.10	32.10
S1	32.93	31.44

Download as Excel Spreadsheet

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

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