NYMEX Light Sweet Crude Oil Future October 2020


Trading Metrics calculated at close of trading on 10-Sep-2020
Day Change Summary
Previous Current
09-Sep-2020 10-Sep-2020 Change Change % Previous Week
Open 36.79 37.80 1.01 2.7% 42.91
High 38.45 38.18 -0.27 -0.7% 43.57
Low 36.16 36.93 0.77 2.1% 39.35
Close 38.05 37.30 -0.75 -2.0% 39.77
Range 2.29 1.25 -1.04 -45.4% 4.22
ATR 1.53 1.51 -0.02 -1.3% 0.00
Volume 455,356 367,555 -87,801 -19.3% 1,805,612
Daily Pivots for day following 10-Sep-2020
Classic Woodie Camarilla DeMark
R4 41.22 40.51 37.99
R3 39.97 39.26 37.64
R2 38.72 38.72 37.53
R1 38.01 38.01 37.41 37.74
PP 37.47 37.47 37.47 37.34
S1 36.76 36.76 37.19 36.49
S2 36.22 36.22 37.07
S3 34.97 35.51 36.96
S4 33.72 34.26 36.61
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 41.87 36.13 5.74 15.4% 2.22 5.9% 20% False False 481,140
10 43.57 36.13 7.44 19.9% 1.67 4.5% 16% False False 394,326
20 43.78 36.13 7.65 20.5% 1.33 3.6% 15% False False 334,828
40 43.78 36.13 7.65 20.5% 1.30 3.5% 15% False False 227,584
60 43.78 36.13 7.65 20.5% 1.39 3.7% 15% False False 171,799
80 43.78 32.33 11.45 30.7% 1.57 4.2% 43% False False 136,939
100 43.78 23.26 20.52 55.0% 1.76 4.7% 68% False False 118,615
120 43.78 23.26 20.52 55.0% 1.81 4.8% 68% False False 103,465
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.29
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 43.49
2.618 41.45
1.618 40.20
1.000 39.43
0.618 38.95
HIGH 38.18
0.618 37.70
0.500 37.56
0.382 37.41
LOW 36.93
0.618 36.16
1.000 35.68
1.618 34.91
2.618 33.66
4.250 31.62
Fisher Pivots for day following 10-Sep-2020
Pivot 1 day 3 day
R1 37.56 37.86
PP 37.47 37.67
S1 37.39 37.49

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

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