NYMEX Light Sweet Crude Oil Future October 2020


Trading Metrics calculated at close of trading on 12-Aug-2020
Day Change Summary
Previous Current
11-Aug-2020 12-Aug-2020 Change Change % Previous Week
Open 42.21 41.92 -0.29 -0.7% 40.70
High 43.14 43.17 0.03 0.1% 43.68
Low 41.75 41.80 0.05 0.1% 39.89
Close 41.87 42.95 1.08 2.6% 41.49
Range 1.39 1.37 -0.02 -1.4% 3.79
ATR 1.40 1.40 0.00 -0.2% 0.00
Volume 160,192 198,189 37,997 23.7% 795,239
Daily Pivots for day following 12-Aug-2020
Classic Woodie Camarilla DeMark
R4 46.75 46.22 43.70
R3 45.38 44.85 43.33
R2 44.01 44.01 43.20
R1 43.48 43.48 43.08 43.75
PP 42.64 42.64 42.64 42.77
S1 42.11 42.11 42.82 42.38
S2 41.27 41.27 42.70
S3 39.90 40.74 42.57
S4 38.53 39.37 42.20
Weekly Pivots for week ending 07-Aug-2020
Classic Woodie Camarilla DeMark
R4 53.06 51.06 43.57
R3 49.27 47.27 42.53
R2 45.48 45.48 42.18
R1 43.48 43.48 41.84 44.48
PP 41.69 41.69 41.69 42.19
S1 39.69 39.69 41.14 40.69
S2 37.90 37.90 40.80
S3 34.11 35.90 40.45
S4 30.32 32.11 39.41
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 43.17 41.33 1.84 4.3% 1.19 2.8% 88% True False 151,948
10 43.68 39.00 4.68 10.9% 1.50 3.5% 84% False False 156,170
20 43.68 39.00 4.68 10.9% 1.27 3.0% 84% False False 120,339
40 43.68 37.56 6.12 14.2% 1.43 3.3% 88% False False 90,285
60 43.68 32.33 11.35 26.4% 1.65 3.8% 94% False False 70,976
80 43.68 23.26 20.42 47.5% 1.87 4.3% 96% False False 64,561
100 43.68 23.26 20.42 47.5% 1.90 4.4% 96% False False 57,192
120 52.35 23.26 29.09 67.7% 2.11 4.9% 68% False False 53,175
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.33
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 48.99
2.618 46.76
1.618 45.39
1.000 44.54
0.618 44.02
HIGH 43.17
0.618 42.65
0.500 42.49
0.382 42.32
LOW 41.80
0.618 40.95
1.000 40.43
1.618 39.58
2.618 38.21
4.250 35.98
Fisher Pivots for day following 12-Aug-2020
Pivot 1 day 3 day
R1 42.80 42.73
PP 42.64 42.52
S1 42.49 42.30

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

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