NYMEX Light Sweet Crude Oil Future October 2020


Trading Metrics calculated at close of trading on 20-Aug-2020
Day Change Summary
Previous Current
19-Aug-2020 20-Aug-2020 Change Change % Previous Week
Open 42.81 42.95 0.14 0.3% 41.63
High 43.21 42.98 -0.23 -0.5% 43.17
Low 42.55 41.63 -0.92 -2.2% 41.43
Close 43.11 42.82 -0.29 -0.7% 42.31
Range 0.66 1.35 0.69 104.5% 1.74
ATR 1.23 1.25 0.02 1.4% 0.00
Volume 304,944 377,070 72,126 23.7% 861,083
Daily Pivots for day following 20-Aug-2020
Classic Woodie Camarilla DeMark
R4 46.53 46.02 43.56
R3 45.18 44.67 43.19
R2 43.83 43.83 43.07
R1 43.32 43.32 42.94 42.90
PP 42.48 42.48 42.48 42.27
S1 41.97 41.97 42.70 41.55
S2 41.13 41.13 42.57
S3 39.78 40.62 42.45
S4 38.43 39.27 42.08
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 41.63 1.66 3.9% 0.99 2.3% 72% False True 268,126
10 43.29 41.33 1.96 4.6% 1.07 2.5% 76% False False 216,474
20 43.68 39.00 4.68 10.9% 1.23 2.9% 82% False False 173,417
40 43.68 37.56 6.12 14.3% 1.28 3.0% 86% False False 122,330
60 43.68 32.66 11.02 25.7% 1.56 3.6% 92% False False 93,091
80 43.68 25.00 18.68 43.6% 1.68 3.9% 95% False False 79,787
100 43.68 23.26 20.42 47.7% 1.86 4.3% 96% False False 70,897
120 49.00 23.26 25.74 60.1% 2.04 4.8% 76% False False 64,766
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.24
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 48.72
2.618 46.51
1.618 45.16
1.000 44.33
0.618 43.81
HIGH 42.98
0.618 42.46
0.500 42.31
0.382 42.15
LOW 41.63
0.618 40.80
1.000 40.28
1.618 39.45
2.618 38.10
4.250 35.89
Fisher Pivots for day following 20-Aug-2020
Pivot 1 day 3 day
R1 42.65 42.70
PP 42.48 42.58
S1 42.31 42.46

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

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