NYMEX Light Sweet Crude Oil Future October 2020


Trading Metrics calculated at close of trading on 28-Feb-2020
Day Change Summary
Previous Current
27-Feb-2020 28-Feb-2020 Change Change % Previous Week
Open 48.79 47.20 -1.59 -3.3% 52.35
High 48.79 47.60 -1.19 -2.4% 52.35
Low 46.78 44.86 -1.92 -4.1% 44.86
Close 47.80 45.58 -2.22 -4.6% 45.58
Range 2.01 2.74 0.73 36.3% 7.49
ATR 1.36 1.47 0.11 8.3% 0.00
Volume 32,432 23,594 -8,838 -27.3% 105,355
Daily Pivots for day following 28-Feb-2020
Classic Woodie Camarilla DeMark
R4 54.23 52.65 47.09
R3 51.49 49.91 46.33
R2 48.75 48.75 46.08
R1 47.17 47.17 45.83 46.59
PP 46.01 46.01 46.01 45.73
S1 44.43 44.43 45.33 43.85
S2 43.27 43.27 45.08
S3 40.53 41.69 44.83
S4 37.79 38.95 44.07
Weekly Pivots for week ending 28-Feb-2020
Classic Woodie Camarilla DeMark
R4 70.07 65.31 49.70
R3 62.58 57.82 47.64
R2 55.09 55.09 46.95
R1 50.33 50.33 46.27 48.97
PP 47.60 47.60 47.60 46.91
S1 42.84 42.84 44.89 41.48
S2 40.11 40.11 44.21
S3 32.62 35.35 43.52
S4 25.13 27.86 41.46
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 52.35 44.86 7.49 16.4% 2.09 4.6% 10% False True 21,071
10 54.30 44.86 9.44 20.7% 1.47 3.2% 8% False True 15,805
20 54.30 44.86 9.44 20.7% 1.37 3.0% 8% False True 17,962
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 0.12
Widest range in 35 trading days
Fibonacci Retracements and Extensions
4.250 59.25
2.618 54.77
1.618 52.03
1.000 50.34
0.618 49.29
HIGH 47.60
0.618 46.55
0.500 46.23
0.382 45.91
LOW 44.86
0.618 43.17
1.000 42.12
1.618 40.43
2.618 37.69
4.250 33.22
Fisher Pivots for day following 28-Feb-2020
Pivot 1 day 3 day
R1 46.23 47.65
PP 46.01 46.96
S1 45.80 46.27

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

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