NYMEX Light Sweet Crude Oil Future October 2020


Trading Metrics calculated at close of trading on 08-Sep-2020
Day Change Summary
Previous Current
04-Sep-2020 08-Sep-2020 Change Change % Previous Week
Open 41.25 39.48 -1.77 -4.3% 42.91
High 41.87 39.59 -2.28 -5.4% 43.57
Low 39.35 36.13 -3.22 -8.2% 39.35
Close 39.77 36.76 -3.01 -7.6% 39.77
Range 2.52 3.46 0.94 37.3% 4.22
ATR 1.31 1.47 0.17 12.7% 0.00
Volume 444,184 720,975 276,791 62.3% 1,805,612
Daily Pivots for day following 08-Sep-2020
Classic Woodie Camarilla DeMark
R4 47.87 45.78 38.66
R3 44.41 42.32 37.71
R2 40.95 40.95 37.39
R1 38.86 38.86 37.08 38.18
PP 37.49 37.49 37.49 37.15
S1 35.40 35.40 36.44 34.72
S2 34.03 34.03 36.13
S3 30.57 31.94 35.81
S4 27.11 28.48 34.86
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 43.43 36.13 7.30 19.9% 2.05 5.6% 9% False True 457,942
10 43.78 36.13 7.65 20.8% 1.52 4.1% 8% False True 371,339
20 43.78 36.13 7.65 20.8% 1.29 3.5% 8% False True 311,601
40 43.78 36.13 7.65 20.8% 1.28 3.5% 8% False True 210,487
60 43.78 35.28 8.50 23.1% 1.42 3.9% 17% False False 159,029
80 43.78 29.67 14.11 38.4% 1.58 4.3% 50% False False 127,631
100 43.78 23.26 20.52 55.8% 1.76 4.8% 66% False False 110,968
120 43.78 23.26 20.52 55.8% 1.85 5.0% 66% False False 97,310
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.23
Widest range in 96 trading days
Fibonacci Retracements and Extensions
4.250 54.30
2.618 48.65
1.618 45.19
1.000 43.05
0.618 41.73
HIGH 39.59
0.618 38.27
0.500 37.86
0.382 37.45
LOW 36.13
0.618 33.99
1.000 32.67
1.618 30.53
2.618 27.07
4.250 21.43
Fisher Pivots for day following 08-Sep-2020
Pivot 1 day 3 day
R1 37.86 39.00
PP 37.49 38.25
S1 37.13 37.51

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

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