NYMEX Light Sweet Crude Oil Future October 2020


Trading Metrics calculated at close of trading on 17-Aug-2020
Day Change Summary
Previous Current
14-Aug-2020 17-Aug-2020 Change Change % Previous Week
Open 42.62 42.45 -0.17 -0.4% 41.63
High 42.84 43.25 0.41 1.0% 43.17
Low 41.93 42.09 0.16 0.4% 41.43
Close 42.31 43.17 0.86 2.0% 42.31
Range 0.91 1.16 0.25 27.5% 1.74
ATR 1.32 1.31 -0.01 -0.9% 0.00
Volume 180,371 193,105 12,734 7.1% 861,083
Daily Pivots for day following 17-Aug-2020
Classic Woodie Camarilla DeMark
R4 46.32 45.90 43.81
R3 45.16 44.74 43.49
R2 44.00 44.00 43.38
R1 43.58 43.58 43.28 43.79
PP 42.84 42.84 42.84 42.94
S1 42.42 42.42 43.06 42.63
S2 41.68 41.68 42.96
S3 40.52 41.26 42.85
S4 39.36 40.10 42.53
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 43.25 41.75 1.50 3.5% 1.11 2.6% 95% True False 182,277
10 43.68 40.43 3.25 7.5% 1.26 2.9% 84% False False 172,883
20 43.68 39.00 4.68 10.8% 1.29 3.0% 89% False False 139,858
40 43.68 37.56 6.12 14.2% 1.37 3.2% 92% False False 101,286
60 43.68 32.33 11.35 26.3% 1.63 3.8% 96% False False 78,623
80 43.68 24.78 18.90 43.8% 1.71 4.0% 97% False False 69,199
100 43.68 23.26 20.42 47.3% 1.87 4.3% 98% False False 62,130
120 49.00 23.26 25.74 59.6% 2.09 4.8% 77% False False 57,372
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 True
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.31
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 48.18
2.618 46.29
1.618 45.13
1.000 44.41
0.618 43.97
HIGH 43.25
0.618 42.81
0.500 42.67
0.382 42.53
LOW 42.09
0.618 41.37
1.000 40.93
1.618 40.21
2.618 39.05
4.250 37.16
Fisher Pivots for day following 17-Aug-2020
Pivot 1 day 3 day
R1 43.00 42.98
PP 42.84 42.78
S1 42.67 42.59

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

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