NYMEX Light Sweet Crude Oil Future October 2020


Trading Metrics calculated at close of trading on 19-Aug-2020
Day Change Summary
Previous Current
18-Aug-2020 19-Aug-2020 Change Change % Previous Week
Open 43.05 42.81 -0.24 -0.6% 41.63
High 43.29 43.21 -0.08 -0.2% 43.17
Low 42.40 42.55 0.15 0.4% 41.43
Close 43.12 43.11 -0.01 0.0% 42.31
Range 0.89 0.66 -0.23 -25.8% 1.74
ATR 1.28 1.23 -0.04 -3.5% 0.00
Volume 285,141 304,944 19,803 6.9% 861,083
Daily Pivots for day following 19-Aug-2020
Classic Woodie Camarilla DeMark
R4 44.94 44.68 43.47
R3 44.28 44.02 43.29
R2 43.62 43.62 43.23
R1 43.36 43.36 43.17 43.49
PP 42.96 42.96 42.96 43.02
S1 42.70 42.70 43.05 42.83
S2 42.30 42.30 42.99
S3 41.64 42.04 42.93
S4 40.98 41.38 42.75
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 41.93 1.36 3.2% 0.87 2.0% 87% False False 228,618
10 43.29 41.33 1.96 4.5% 1.03 2.4% 91% False False 190,283
20 43.68 39.00 4.68 10.9% 1.24 2.9% 88% False False 159,798
40 43.68 37.56 6.12 14.2% 1.32 3.1% 91% False False 114,246
60 43.68 32.66 11.02 25.6% 1.57 3.6% 95% False False 87,443
80 43.68 24.78 18.90 43.8% 1.69 3.9% 97% False False 75,754
100 43.68 23.26 20.42 47.4% 1.86 4.3% 97% False False 67,458
120 49.00 23.26 25.74 59.7% 2.06 4.8% 77% False False 61,823
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR True
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.28
Narrowest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 46.02
2.618 44.94
1.618 44.28
1.000 43.87
0.618 43.62
HIGH 43.21
0.618 42.96
0.500 42.88
0.382 42.80
LOW 42.55
0.618 42.14
1.000 41.89
1.618 41.48
2.618 40.82
4.250 39.75
Fisher Pivots for day following 19-Aug-2020
Pivot 1 day 3 day
R1 43.03 42.97
PP 42.96 42.83
S1 42.88 42.69

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

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