NYMEX Light Sweet Crude Oil Future October 2020


Trading Metrics calculated at close of trading on 01-Sep-2020
Day Change Summary
Previous Current
31-Aug-2020 01-Sep-2020 Change Change % Previous Week
Open 42.91 42.83 -0.08 -0.2% 42.48
High 43.57 43.43 -0.14 -0.3% 43.78
Low 42.56 42.72 0.16 0.4% 42.23
Close 42.61 42.76 0.15 0.4% 42.97
Range 1.01 0.71 -0.30 -29.7% 1.55
ATR 1.15 1.13 -0.02 -2.0% 0.00
Volume 236,877 285,146 48,269 20.4% 1,481,542
Daily Pivots for day following 01-Sep-2020
Classic Woodie Camarilla DeMark
R4 45.10 44.64 43.15
R3 44.39 43.93 42.96
R2 43.68 43.68 42.89
R1 43.22 43.22 42.83 43.10
PP 42.97 42.97 42.97 42.91
S1 42.51 42.51 42.69 42.39
S2 42.26 42.26 42.63
S3 41.55 41.80 42.56
S4 40.84 41.09 42.37
Weekly Pivots for week ending 28-Aug-2020
Classic Woodie Camarilla DeMark
R4 47.64 46.86 43.82
R3 46.09 45.31 43.40
R2 44.54 44.54 43.25
R1 43.76 43.76 43.11 44.15
PP 42.99 42.99 42.99 43.19
S1 42.21 42.21 42.83 42.60
S2 41.44 41.44 42.69
S3 39.89 40.66 42.54
S4 38.34 39.11 42.12
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 43.78 42.36 1.42 3.3% 0.87 2.0% 28% False False 275,606
10 43.78 41.46 2.32 5.4% 0.98 2.3% 56% False False 303,094
20 43.78 41.33 2.45 5.7% 1.07 2.5% 58% False False 242,656
40 43.78 39.00 4.78 11.2% 1.18 2.8% 79% False False 167,020
60 43.78 35.25 8.53 19.9% 1.42 3.3% 88% False False 127,935
80 43.78 28.25 15.53 36.3% 1.54 3.6% 93% False False 104,777
100 43.78 23.26 20.52 48.0% 1.75 4.1% 95% False False 91,814
120 43.78 23.26 20.52 48.0% 1.89 4.4% 95% False False 81,609
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.20
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 46.45
2.618 45.29
1.618 44.58
1.000 44.14
0.618 43.87
HIGH 43.43
0.618 43.16
0.500 43.08
0.382 42.99
LOW 42.72
0.618 42.28
1.000 42.01
1.618 41.57
2.618 40.86
4.250 39.70
Fisher Pivots for day following 01-Sep-2020
Pivot 1 day 3 day
R1 43.08 43.07
PP 42.97 42.96
S1 42.87 42.86

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

View Archives - Comment on this page... - Back to Index of Symbols