NYMEX Light Sweet Crude Oil Future October 2020


Trading Metrics calculated at close of trading on 15-Sep-2020
Day Change Summary
Previous Current
14-Sep-2020 15-Sep-2020 Change Change % Previous Week
Open 37.32 37.28 -0.04 -0.1% 39.48
High 37.68 38.57 0.89 2.4% 39.59
Low 36.82 37.06 0.24 0.7% 36.13
Close 37.26 38.28 1.02 2.7% 37.33
Range 0.86 1.51 0.65 75.6% 3.46
ATR 1.44 1.45 0.00 0.3% 0.00
Volume 347,563 348,861 1,298 0.4% 1,907,673
Daily Pivots for day following 15-Sep-2020
Classic Woodie Camarilla DeMark
R4 42.50 41.90 39.11
R3 40.99 40.39 38.70
R2 39.48 39.48 38.56
R1 38.88 38.88 38.42 39.18
PP 37.97 37.97 37.97 38.12
S1 37.37 37.37 38.14 37.67
S2 36.46 36.46 38.00
S3 34.95 35.86 37.86
S4 33.44 34.35 37.45
Weekly Pivots for week ending 11-Sep-2020
Classic Woodie Camarilla DeMark
R4 48.06 46.16 39.23
R3 44.60 42.70 38.28
R2 41.14 41.14 37.96
R1 39.24 39.24 37.65 38.46
PP 37.68 37.68 37.68 37.30
S1 35.78 35.78 37.01 35.00
S2 34.22 34.22 36.70
S3 30.76 32.32 36.38
S4 27.30 28.86 35.43
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 38.57 36.16 2.41 6.3% 1.41 3.7% 88% True False 376,624
10 43.43 36.13 7.30 19.1% 1.73 4.5% 29% False False 417,283
20 43.78 36.13 7.65 20.0% 1.36 3.6% 28% False False 360,188
40 43.78 36.13 7.65 20.0% 1.33 3.5% 28% False False 250,023
60 43.78 36.13 7.65 20.0% 1.37 3.6% 28% False False 187,587
80 43.78 32.33 11.45 29.9% 1.56 4.1% 52% False False 149,015
100 43.78 24.78 19.00 49.6% 1.64 4.3% 71% False False 127,397
120 43.78 23.26 20.52 53.6% 1.78 4.7% 73% False False 111,806
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.31
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 44.99
2.618 42.52
1.618 41.01
1.000 40.08
0.618 39.50
HIGH 38.57
0.618 37.99
0.500 37.82
0.382 37.64
LOW 37.06
0.618 36.13
1.000 35.55
1.618 34.62
2.618 33.11
4.250 30.64
Fisher Pivots for day following 15-Sep-2020
Pivot 1 day 3 day
R1 38.13 38.06
PP 37.97 37.84
S1 37.82 37.62

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

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