NYMEX Light Sweet Crude Oil Future October 2020


Trading Metrics calculated at close of trading on 25-Aug-2020
Day Change Summary
Previous Current
24-Aug-2020 25-Aug-2020 Change Change % Previous Week
Open 42.48 42.36 -0.12 -0.3% 42.45
High 42.89 43.57 0.68 1.6% 43.29
Low 42.23 42.31 0.08 0.2% 41.46
Close 42.62 43.35 0.73 1.7% 42.34
Range 0.66 1.26 0.60 90.9% 1.83
ATR 1.23 1.23 0.00 0.2% 0.00
Volume 294,731 330,800 36,069 12.2% 1,505,628
Daily Pivots for day following 25-Aug-2020
Classic Woodie Camarilla DeMark
R4 46.86 46.36 44.04
R3 45.60 45.10 43.70
R2 44.34 44.34 43.58
R1 43.84 43.84 43.47 44.09
PP 43.08 43.08 43.08 43.20
S1 42.58 42.58 43.23 42.83
S2 41.82 41.82 43.12
S3 40.56 41.32 43.00
S4 39.30 40.06 42.66
Weekly Pivots for week ending 21-Aug-2020
Classic Woodie Camarilla DeMark
R4 47.85 46.93 43.35
R3 46.02 45.10 42.84
R2 44.19 44.19 42.68
R1 43.27 43.27 42.51 42.82
PP 42.36 42.36 42.36 42.14
S1 41.44 41.44 42.17 40.99
S2 40.53 40.53 42.00
S3 38.70 39.61 41.84
S4 36.87 37.78 41.33
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 43.57 41.46 2.11 4.9% 1.09 2.5% 90% True False 330,582
10 43.57 41.46 2.11 4.9% 1.05 2.4% 90% True False 268,924
20 43.68 39.00 4.68 10.8% 1.24 2.9% 93% False False 208,136
40 43.68 39.00 4.68 10.8% 1.22 2.8% 93% False False 142,932
60 43.68 35.25 8.43 19.4% 1.50 3.5% 96% False False 107,875
80 43.68 25.73 17.95 41.4% 1.64 3.8% 98% False False 90,050
100 43.68 23.26 20.42 47.1% 1.83 4.2% 98% False False 79,431
120 46.84 23.26 23.58 54.4% 2.03 4.7% 85% False False 72,544
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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.20
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 48.93
2.618 46.87
1.618 45.61
1.000 44.83
0.618 44.35
HIGH 43.57
0.618 43.09
0.500 42.94
0.382 42.79
LOW 42.31
0.618 41.53
1.000 41.05
1.618 40.27
2.618 39.01
4.250 36.96
Fisher Pivots for day following 25-Aug-2020
Pivot 1 day 3 day
R1 43.21 43.07
PP 43.08 42.79
S1 42.94 42.52

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

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