NYMEX Light Sweet Crude Oil Future October 2020


Trading Metrics calculated at close of trading on 14-Aug-2020
Day Change Summary
Previous Current
13-Aug-2020 14-Aug-2020 Change Change % Previous Week
Open 42.88 42.62 -0.26 -0.6% 41.63
High 43.10 42.84 -0.26 -0.6% 43.17
Low 42.37 41.93 -0.44 -1.0% 41.43
Close 42.52 42.31 -0.21 -0.5% 42.31
Range 0.73 0.91 0.18 24.7% 1.74
ATR 1.35 1.32 -0.03 -2.3% 0.00
Volume 179,530 180,371 841 0.5% 861,083
Daily Pivots for day following 14-Aug-2020
Classic Woodie Camarilla DeMark
R4 45.09 44.61 42.81
R3 44.18 43.70 42.56
R2 43.27 43.27 42.48
R1 42.79 42.79 42.39 42.58
PP 42.36 42.36 42.36 42.25
S1 41.88 41.88 42.23 41.67
S2 41.45 41.45 42.14
S3 40.54 40.97 42.06
S4 39.63 40.06 41.81
Weekly Pivots for week ending 14-Aug-2020
Classic Woodie Camarilla DeMark
R4 47.52 46.66 43.27
R3 45.78 44.92 42.79
R2 44.04 44.04 42.63
R1 43.18 43.18 42.47 43.61
PP 42.30 42.30 42.30 42.52
S1 41.44 41.44 42.15 41.87
S2 40.56 40.56 41.99
S3 38.82 39.70 41.83
S4 37.08 37.96 41.35
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 43.17 41.43 1.74 4.1% 1.10 2.6% 51% False False 172,216
10 43.68 39.89 3.79 9.0% 1.31 3.1% 64% False False 165,632
20 43.68 39.00 4.68 11.1% 1.28 3.0% 71% False False 132,847
40 43.68 37.56 6.12 14.5% 1.39 3.3% 78% False False 97,709
60 43.68 32.33 11.35 26.8% 1.63 3.8% 88% False False 76,041
80 43.68 24.78 18.90 44.7% 1.73 4.1% 93% False False 67,150
100 43.68 23.26 20.42 48.3% 1.88 4.4% 93% False False 60,426
120 50.44 23.26 27.18 64.2% 2.09 4.9% 70% False False 55,891
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.35
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 46.71
2.618 45.22
1.618 44.31
1.000 43.75
0.618 43.40
HIGH 42.84
0.618 42.49
0.500 42.39
0.382 42.28
LOW 41.93
0.618 41.37
1.000 41.02
1.618 40.46
2.618 39.55
4.250 38.06
Fisher Pivots for day following 14-Aug-2020
Pivot 1 day 3 day
R1 42.39 42.49
PP 42.36 42.43
S1 42.34 42.37

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

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