NYMEX Light Sweet Crude Oil Future October 2020


Trading Metrics calculated at close of trading on 18-Aug-2020
Day Change Summary
Previous Current
17-Aug-2020 18-Aug-2020 Change Change % Previous Week
Open 42.45 43.05 0.60 1.4% 41.63
High 43.25 43.29 0.04 0.1% 43.17
Low 42.09 42.40 0.31 0.7% 41.43
Close 43.17 43.12 -0.05 -0.1% 42.31
Range 1.16 0.89 -0.27 -23.3% 1.74
ATR 1.31 1.28 -0.03 -2.3% 0.00
Volume 193,105 285,141 92,036 47.7% 861,083
Daily Pivots for day following 18-Aug-2020
Classic Woodie Camarilla DeMark
R4 45.61 45.25 43.61
R3 44.72 44.36 43.36
R2 43.83 43.83 43.28
R1 43.47 43.47 43.20 43.65
PP 42.94 42.94 42.94 43.03
S1 42.58 42.58 43.04 42.76
S2 42.05 42.05 42.96
S3 41.16 41.69 42.88
S4 40.27 40.80 42.63
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 43.29 41.80 1.49 3.5% 1.01 2.3% 89% True False 207,267
10 43.68 41.33 2.35 5.4% 1.17 2.7% 76% False False 182,217
20 43.68 39.00 4.68 10.9% 1.25 2.9% 88% False False 149,248
40 43.68 37.56 6.12 14.2% 1.35 3.1% 91% False False 107,455
60 43.68 32.66 11.02 25.6% 1.59 3.7% 95% False False 83,064
80 43.68 24.78 18.90 43.8% 1.70 4.0% 97% False False 72,403
100 43.68 23.26 20.42 47.4% 1.87 4.3% 97% False False 64,725
120 49.00 23.26 25.74 59.7% 2.08 4.8% 77% False False 59,478
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.27
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 47.07
2.618 45.62
1.618 44.73
1.000 44.18
0.618 43.84
HIGH 43.29
0.618 42.95
0.500 42.85
0.382 42.74
LOW 42.40
0.618 41.85
1.000 41.51
1.618 40.96
2.618 40.07
4.250 38.62
Fisher Pivots for day following 18-Aug-2020
Pivot 1 day 3 day
R1 43.03 42.95
PP 42.94 42.78
S1 42.85 42.61

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

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