NYMEX Light Sweet Crude Oil Future December 2020

Trading Metrics calculated at close of trading on 26-Mar-2020

Day Change Summary
	Previous	Current
	25-Mar-2020	26-Mar-2020	Change	Change %	Previous Week
Open	32.59	33.43	0.84	2.6%	37.06
High	33.77	33.86	0.09	0.3%	37.06
Low	32.09	32.42	0.33	1.0%	28.06
Close	33.43	32.79	-0.64	-1.9%	30.16
Range	1.68	1.44	-0.24	-14.3%	9.00
ATR	3.25	3.12	-0.13	-4.0%	0.00
Volume	71,676	76,986	5,310	7.4%	591,652

Daily Pivots for day following 26-Mar-2020
	Classic	Woodie	Camarilla	DeMark
R4	37.34	36.51	33.58
R3	35.90	35.07	33.19
R2	34.46	34.46	33.05
R1	33.63	33.63	32.92	33.33
PP	33.02	33.02	33.02	32.87
S1	32.19	32.19	32.66	31.89
S2	31.58	31.58	32.53
S3	30.14	30.75	32.39
S4	28.70	29.31	32.00

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	29.10	5.35	16.3%	2.44	7.4%	69%	False	False	79,559
10	38.23	28.06	10.17	31.0%	3.07	9.3%	47%	False	False	99,340
20	49.09	28.06	21.03	64.1%	3.08	9.4%	22%	False	False	113,053

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	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.73
Narrowest range in 23 trading days

Fibonacci Retracements and Extensions
4.250	39.98
2.618	37.63
1.618	36.19
1.000	35.30
0.618	34.75
HIGH	33.86
0.618	33.31
0.500	33.14
0.382	32.97
LOW	32.42
0.618	31.53
1.000	30.98
1.618	30.09
2.618	28.65
4.250	26.30

Fisher Pivots for day following 26-Mar-2020
Pivot	1 day	3 day
R1	33.14	32.77
PP	33.02	32.75
S1	32.91	32.74

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