NYMEX Light Sweet Crude Oil Future December 2020

Trading Metrics calculated at close of trading on 01-Apr-2020

Day Change Summary
	Previous	Current
	31-Mar-2020	01-Apr-2020	Change	Change %	Previous Week
Open	33.73	33.35	-0.38	-1.1%	30.48
High	35.00	33.65	-1.35	-3.9%	33.92
Low	33.17	31.67	-1.50	-4.5%	29.10
Close	33.58	32.14	-1.44	-4.3%	33.45
Range	1.83	1.98	0.15	8.2%	4.82
ATR	2.80	2.75	-0.06	-2.1%	0.00
Volume	71,986	120,213	48,227	67.0%	376,643

Daily Pivots for day following 01-Apr-2020
	Classic	Woodie	Camarilla	DeMark
R4	38.43	37.26	33.23
R3	36.45	35.28	32.68
R2	34.47	34.47	32.50
R1	33.30	33.30	32.32	32.90
PP	32.49	32.49	32.49	32.28
S1	31.32	31.32	31.96	30.92
S2	30.51	30.51	31.78
S3	28.53	29.34	31.60
S4	26.55	27.36	31.05

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	31.67	3.33	10.4%	1.59	5.0%	14%	False	True	92,857
10	35.00	29.06	5.94	18.5%	2.31	7.2%	52%	False	False	89,437
20	48.33	28.06	20.27	63.1%	2.93	9.1%	20%	False	False	115,633

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.71
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	42.07
2.618	38.83
1.618	36.85
1.000	35.63
0.618	34.87
HIGH	33.65
0.618	32.89
0.500	32.66
0.382	32.43
LOW	31.67
0.618	30.45
1.000	29.69
1.618	28.47
2.618	26.49
4.250	23.26

Fisher Pivots for day following 01-Apr-2020
Pivot	1 day	3 day
R1	32.66	33.34
PP	32.49	32.94
S1	32.31	32.54

Download as Excel Spreadsheet

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

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