NYMEX Light Sweet Crude Oil Future October 2020


Trading Metrics calculated at close of trading on 11-Feb-2020
Day Change Summary
Previous Current
10-Feb-2020 11-Feb-2020 Change Change % Previous Week
Open 51.06 50.93 -0.13 -0.3% 50.71
High 51.42 51.54 0.12 0.2% 52.26
Low 50.60 50.92 0.32 0.6% 49.91
Close 50.75 51.11 0.36 0.7% 51.31
Range 0.82 0.62 -0.20 -24.4% 2.35
ATR 1.20 1.17 -0.03 -2.4% 0.00
Volume 25,475 16,561 -8,914 -35.0% 97,886
Daily Pivots for day following 11-Feb-2020
Classic Woodie Camarilla DeMark
R4 53.05 52.70 51.45
R3 52.43 52.08 51.28
R2 51.81 51.81 51.22
R1 51.46 51.46 51.17 51.64
PP 51.19 51.19 51.19 51.28
S1 50.84 50.84 51.05 51.02
S2 50.57 50.57 51.00
S3 49.95 50.22 50.94
S4 49.33 49.60 50.77
Weekly Pivots for week ending 07-Feb-2020
Classic Woodie Camarilla DeMark
R4 58.21 57.11 52.60
R3 55.86 54.76 51.96
R2 53.51 53.51 51.74
R1 52.41 52.41 51.53 52.96
PP 51.16 51.16 51.16 51.44
S1 50.06 50.06 51.09 50.61
S2 48.81 48.81 50.88
S3 46.46 47.71 50.66
S4 44.11 45.36 50.02
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 52.26 50.04 2.22 4.3% 1.15 2.3% 48% False False 21,515
10 52.70 49.91 2.79 5.5% 1.26 2.5% 43% False False 17,793
20 56.82 49.91 6.91 13.5% 1.16 2.3% 17% False False 13,412
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.22
Narrowest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 54.18
2.618 53.16
1.618 52.54
1.000 52.16
0.618 51.92
HIGH 51.54
0.618 51.30
0.500 51.23
0.382 51.16
LOW 50.92
0.618 50.54
1.000 50.30
1.618 49.92
2.618 49.30
4.250 48.29
Fisher Pivots for day following 11-Feb-2020
Pivot 1 day 3 day
R1 51.23 51.31
PP 51.19 51.24
S1 51.15 51.18

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

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