NYMEX Light Sweet Crude Oil Future October 2020


Trading Metrics calculated at close of trading on 09-Sep-2020
Day Change Summary
Previous Current
08-Sep-2020 09-Sep-2020 Change Change % Previous Week
Open 39.48 36.79 -2.69 -6.8% 42.91
High 39.59 38.45 -1.14 -2.9% 43.57
Low 36.13 36.16 0.03 0.1% 39.35
Close 36.76 38.05 1.29 3.5% 39.77
Range 3.46 2.29 -1.17 -33.8% 4.22
ATR 1.47 1.53 0.06 4.0% 0.00
Volume 720,975 455,356 -265,619 -36.8% 1,805,612
Daily Pivots for day following 09-Sep-2020
Classic Woodie Camarilla DeMark
R4 44.42 43.53 39.31
R3 42.13 41.24 38.68
R2 39.84 39.84 38.47
R1 38.95 38.95 38.26 39.40
PP 37.55 37.55 37.55 37.78
S1 36.66 36.66 37.84 37.11
S2 35.26 35.26 37.63
S3 32.97 34.37 37.42
S4 30.68 32.08 36.79
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 43.21 36.13 7.08 18.6% 2.36 6.2% 27% False False 491,984
10 43.78 36.13 7.65 20.1% 1.62 4.3% 25% False False 383,795
20 43.78 36.13 7.65 20.1% 1.33 3.5% 25% False False 326,360
40 43.78 36.13 7.65 20.1% 1.30 3.4% 25% False False 220,216
60 43.78 36.13 7.65 20.1% 1.42 3.7% 25% False False 166,142
80 43.78 31.30 12.48 32.8% 1.59 4.2% 54% False False 132,898
100 43.78 23.26 20.52 53.9% 1.77 4.7% 72% False False 115,357
120 43.78 23.26 20.52 53.9% 1.83 4.8% 72% False False 100,725
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.29
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 48.18
2.618 44.45
1.618 42.16
1.000 40.74
0.618 39.87
HIGH 38.45
0.618 37.58
0.500 37.31
0.382 37.03
LOW 36.16
0.618 34.74
1.000 33.87
1.618 32.45
2.618 30.16
4.250 26.43
Fisher Pivots for day following 09-Sep-2020
Pivot 1 day 3 day
R1 37.80 39.00
PP 37.55 38.68
S1 37.31 38.37

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

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