NYMEX Light Sweet Crude Oil Future December 2020

Trading Metrics calculated at close of trading on 30-Mar-2020

Day Change Summary
	Previous	Current
	27-Mar-2020	30-Mar-2020	Change	Change %	Previous Week
Open	33.21	33.10	-0.11	-0.3%	30.48
High	33.92	34.12	0.20	0.6%	33.92
Low	32.77	32.56	-0.21	-0.6%	29.10
Close	33.45	33.58	0.13	0.4%	33.45
Range	1.15	1.56	0.41	35.7%	4.82
ATR	2.98	2.88	-0.10	-3.4%	0.00
Volume	88,922	106,179	17,257	19.4%	376,643

Daily Pivots for day following 30-Mar-2020
	Classic	Woodie	Camarilla	DeMark
R4	38.10	37.40	34.44
R3	36.54	35.84	34.01
R2	34.98	34.98	33.87
R1	34.28	34.28	33.72	34.63
PP	33.42	33.42	33.42	33.60
S1	32.72	32.72	33.44	33.07
S2	31.86	31.86	33.29
S3	30.30	31.16	33.15
S4	28.74	29.60	32.72

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	34.12	31.61	2.51	7.5%	1.49	4.4%	78%	True	False	82,948
10	35.01	28.06	6.95	20.7%	2.70	8.0%	79%	False	False	96,492
20	49.09	28.06	21.03	62.6%	2.91	8.7%	26%	False	False	113,314

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.80
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	40.75
2.618	38.20
1.618	36.64
1.000	35.68
0.618	35.08
HIGH	34.12
0.618	33.52
0.500	33.34
0.382	33.16
LOW	32.56
0.618	31.60
1.000	31.00
1.618	30.04
2.618	28.48
4.250	25.93

Fisher Pivots for day following 30-Mar-2020
Pivot	1 day	3 day
R1	33.50	33.48
PP	33.42	33.37
S1	33.34	33.27

Download as Excel Spreadsheet

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

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