NYMEX Light Sweet Crude Oil Future December 2020


Trading Metrics calculated at close of trading on 31-Mar-2020
Day Change Summary
Previous Current
30-Mar-2020 31-Mar-2020 Change Change % Previous Week
Open 33.10 33.73 0.63 1.9% 30.48
High 34.12 35.00 0.88 2.6% 33.92
Low 32.56 33.17 0.61 1.9% 29.10
Close 33.58 33.58 0.00 0.0% 33.45
Range 1.56 1.83 0.27 17.3% 4.82
ATR 2.88 2.80 -0.07 -2.6% 0.00
Volume 106,179 71,986 -34,193 -32.2% 376,643
Daily Pivots for day following 31-Mar-2020
Classic Woodie Camarilla DeMark
R4 39.41 38.32 34.59
R3 37.58 36.49 34.08
R2 35.75 35.75 33.92
R1 34.66 34.66 33.75 34.29
PP 33.92 33.92 33.92 33.73
S1 32.83 32.83 33.41 32.46
S2 32.09 32.09 33.24
S3 30.26 31.00 33.08
S4 28.43 29.17 32.57
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 35.00 32.09 2.91 8.7% 1.53 4.6% 51% True False 83,149
10 35.00 28.06 6.94 20.7% 2.63 7.8% 80% True False 94,386
20 48.98 28.06 20.92 62.3% 2.91 8.7% 26% False False 112,761
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.73
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 42.78
2.618 39.79
1.618 37.96
1.000 36.83
0.618 36.13
HIGH 35.00
0.618 34.30
0.500 34.09
0.382 33.87
LOW 33.17
0.618 32.04
1.000 31.34
1.618 30.21
2.618 28.38
4.250 25.39
Fisher Pivots for day following 31-Mar-2020
Pivot 1 day 3 day
R1 34.09 33.78
PP 33.92 33.71
S1 33.75 33.65

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

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