NYMEX Light Sweet Crude Oil Future October 2020


Trading Metrics calculated at close of trading on 16-Sep-2020
Day Change Summary
Previous Current
15-Sep-2020 16-Sep-2020 Change Change % Previous Week
Open 37.28 38.35 1.07 2.9% 39.48
High 38.57 40.34 1.77 4.6% 39.59
Low 37.06 38.35 1.29 3.5% 36.13
Close 38.28 40.16 1.88 4.9% 37.33
Range 1.51 1.99 0.48 31.8% 3.46
ATR 1.45 1.49 0.04 3.0% 0.00
Volume 348,861 367,612 18,751 5.4% 1,907,673
Daily Pivots for day following 16-Sep-2020
Classic Woodie Camarilla DeMark
R4 45.59 44.86 41.25
R3 43.60 42.87 40.71
R2 41.61 41.61 40.52
R1 40.88 40.88 40.34 41.25
PP 39.62 39.62 39.62 39.80
S1 38.89 38.89 39.98 39.26
S2 37.63 37.63 39.80
S3 35.64 36.90 39.61
S4 33.65 34.91 39.07
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 40.34 36.67 3.67 9.1% 1.35 3.4% 95% True False 359,075
10 43.21 36.13 7.08 17.6% 1.86 4.6% 57% False False 425,529
20 43.78 36.13 7.65 19.0% 1.42 3.5% 53% False False 364,312
40 43.78 36.13 7.65 19.0% 1.33 3.3% 53% False False 256,780
60 43.78 36.13 7.65 19.0% 1.37 3.4% 53% False False 193,074
80 43.78 32.66 11.12 27.7% 1.55 3.9% 67% False False 153,376
100 43.78 24.78 19.00 47.3% 1.65 4.1% 81% False False 130,785
120 43.78 23.26 20.52 51.1% 1.79 4.5% 82% False False 114,656
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.30
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 48.80
2.618 45.55
1.618 43.56
1.000 42.33
0.618 41.57
HIGH 40.34
0.618 39.58
0.500 39.35
0.382 39.11
LOW 38.35
0.618 37.12
1.000 36.36
1.618 35.13
2.618 33.14
4.250 29.89
Fisher Pivots for day following 16-Sep-2020
Pivot 1 day 3 day
R1 39.89 39.63
PP 39.62 39.11
S1 39.35 38.58

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

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