NYMEX Light Sweet Crude Oil Future October 2020


Trading Metrics calculated at close of trading on 27-Feb-2020
Day Change Summary
Previous Current
26-Feb-2020 27-Feb-2020 Change Change % Previous Week
Open 50.23 48.79 -1.44 -2.9% 52.69
High 50.44 48.79 -1.65 -3.3% 54.30
Low 48.59 46.78 -1.81 -3.7% 51.87
Close 48.99 47.80 -1.19 -2.4% 53.04
Range 1.85 2.01 0.16 8.6% 2.43
ATR 1.29 1.36 0.07 5.1% 0.00
Volume 15,385 32,432 17,047 110.8% 45,567
Daily Pivots for day following 27-Feb-2020
Classic Woodie Camarilla DeMark
R4 53.82 52.82 48.91
R3 51.81 50.81 48.35
R2 49.80 49.80 48.17
R1 48.80 48.80 47.98 48.30
PP 47.79 47.79 47.79 47.54
S1 46.79 46.79 47.62 46.29
S2 45.78 45.78 47.43
S3 43.77 44.78 47.25
S4 41.76 42.77 46.69
Weekly Pivots for week ending 21-Feb-2020
Classic Woodie Camarilla DeMark
R4 60.36 59.13 54.38
R3 57.93 56.70 53.71
R2 55.50 55.50 53.49
R1 54.27 54.27 53.26 54.89
PP 53.07 53.07 53.07 53.38
S1 51.84 51.84 52.82 52.46
S2 50.64 50.64 52.59
S3 48.21 49.41 52.37
S4 45.78 46.98 51.70
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 53.32 46.78 6.54 13.7% 1.70 3.6% 16% False True 19,693
10 54.30 46.78 7.52 15.7% 1.29 2.7% 14% False True 15,528
20 54.30 46.78 7.52 15.7% 1.28 2.7% 14% False True 17,254
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.10
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 57.33
2.618 54.05
1.618 52.04
1.000 50.80
0.618 50.03
HIGH 48.79
0.618 48.02
0.500 47.79
0.382 47.55
LOW 46.78
0.618 45.54
1.000 44.77
1.618 43.53
2.618 41.52
4.250 38.24
Fisher Pivots for day following 27-Feb-2020
Pivot 1 day 3 day
R1 47.80 49.40
PP 47.79 48.87
S1 47.79 48.33

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

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