NYMEX Light Sweet Crude Oil Future December 2020

Trading Metrics calculated at close of trading on 27-Mar-2020

Day Change Summary
	Previous	Current
	26-Mar-2020	27-Mar-2020	Change	Change %	Previous Week
Open	33.43	33.21	-0.22	-0.7%	30.48
High	33.86	33.92	0.06	0.2%	33.92
Low	32.42	32.77	0.35	1.1%	29.10
Close	32.79	33.45	0.66	2.0%	33.45
Range	1.44	1.15	-0.29	-20.1%	4.82
ATR	3.12	2.98	-0.14	-4.5%	0.00
Volume	76,986	88,922	11,936	15.5%	376,643

Daily Pivots for day following 27-Mar-2020
	Classic	Woodie	Camarilla	DeMark
R4	36.83	36.29	34.08
R3	35.68	35.14	33.77
R2	34.53	34.53	33.66
R1	33.99	33.99	33.56	34.26
PP	33.38	33.38	33.38	33.52
S1	32.84	32.84	33.34	33.11
S2	32.23	32.23	33.24
S3	31.08	31.69	33.13
S4	29.93	30.54	32.82

Weekly Pivots for week ending 27-Mar-2020
	Classic	Woodie	Camarilla	DeMark
R4	46.62	44.85	36.10
R3	41.80	40.03	34.78
R2	36.98	36.98	34.33
R1	35.21	35.21	33.89	36.10
PP	32.16	32.16	32.16	32.60
S1	30.39	30.39	33.01	31.28
S2	27.34	27.34	32.57
S3	22.52	25.57	32.12
S4	17.70	20.75	30.80

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	33.92	29.10	4.82	14.4%	1.78	5.3%	90%	True	False	75,328
10	37.06	28.06	9.00	26.9%	2.91	8.7%	60%	False	False	96,829
20	49.09	28.06	21.03	62.9%	3.01	9.0%	26%	False	False	112,003

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	0.74
Narrowest range in 24 trading days

Fibonacci Retracements and Extensions
4.250	38.81
2.618	36.93
1.618	35.78
1.000	35.07
0.618	34.63
HIGH	33.92
0.618	33.48
0.500	33.35
0.382	33.21
LOW	32.77
0.618	32.06
1.000	31.62
1.618	30.91
2.618	29.76
4.250	27.88

Fisher Pivots for day following 27-Mar-2020
Pivot	1 day	3 day
R1	33.42	33.30
PP	33.38	33.15
S1	33.35	33.01

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