NYMEX Light Sweet Crude Oil Future October 2020


Trading Metrics calculated at close of trading on 04-Sep-2020
Day Change Summary
Previous Current
03-Sep-2020 04-Sep-2020 Change Change % Previous Week
Open 41.63 41.25 -0.38 -0.9% 42.91
High 41.79 41.87 0.08 0.2% 43.57
Low 40.22 39.35 -0.87 -2.2% 39.35
Close 41.37 39.77 -1.60 -3.9% 39.77
Range 1.57 2.52 0.95 60.5% 4.22
ATR 1.21 1.31 0.09 7.7% 0.00
Volume 417,634 444,184 26,550 6.4% 1,805,612
Daily Pivots for day following 04-Sep-2020
Classic Woodie Camarilla DeMark
R4 47.89 46.35 41.16
R3 45.37 43.83 40.46
R2 42.85 42.85 40.23
R1 41.31 41.31 40.00 40.82
PP 40.33 40.33 40.33 40.09
S1 38.79 38.79 39.54 38.30
S2 37.81 37.81 39.31
S3 35.29 36.27 39.08
S4 32.77 33.75 38.38
Weekly Pivots for week ending 04-Sep-2020
Classic Woodie Camarilla DeMark
R4 53.56 50.88 42.09
R3 49.34 46.66 40.93
R2 45.12 45.12 40.54
R1 42.44 42.44 40.16 41.67
PP 40.90 40.90 40.90 40.51
S1 38.22 38.22 39.38 37.45
S2 36.68 36.68 39.00
S3 32.46 34.00 38.61
S4 28.24 29.78 37.45
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 43.57 39.35 4.22 10.6% 1.56 3.9% 10% False True 361,122
10 43.78 39.35 4.43 11.1% 1.24 3.1% 9% False True 328,715
20 43.78 39.35 4.43 11.1% 1.17 2.9% 9% False True 282,693
40 43.78 39.00 4.78 12.0% 1.22 3.1% 16% False False 194,410
60 43.78 35.25 8.53 21.4% 1.41 3.5% 53% False False 147,535
80 43.78 28.30 15.48 38.9% 1.56 3.9% 74% False False 119,093
100 43.78 23.26 20.52 51.6% 1.75 4.4% 80% False False 103,934
120 43.78 23.26 20.52 51.6% 1.87 4.7% 80% False False 91,641
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.25
Widest range in 26 trading days
Fibonacci Retracements and Extensions
4.250 52.58
2.618 48.47
1.618 45.95
1.000 44.39
0.618 43.43
HIGH 41.87
0.618 40.91
0.500 40.61
0.382 40.31
LOW 39.35
0.618 37.79
1.000 36.83
1.618 35.27
2.618 32.75
4.250 28.64
Fisher Pivots for day following 04-Sep-2020
Pivot 1 day 3 day
R1 40.61 41.28
PP 40.33 40.78
S1 40.05 40.27

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

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