NYMEX Light Sweet Crude Oil Future October 2020


Trading Metrics calculated at close of trading on 17-Sep-2020
Day Change Summary
Previous Current
16-Sep-2020 17-Sep-2020 Change Change % Previous Week
Open 38.35 40.19 1.84 4.8% 39.48
High 40.34 41.22 0.88 2.2% 39.59
Low 38.35 39.42 1.07 2.8% 36.13
Close 40.16 40.97 0.81 2.0% 37.33
Range 1.99 1.80 -0.19 -9.5% 3.46
ATR 1.49 1.51 0.02 1.5% 0.00
Volume 367,612 280,669 -86,943 -23.7% 1,907,673
Daily Pivots for day following 17-Sep-2020
Classic Woodie Camarilla DeMark
R4 45.94 45.25 41.96
R3 44.14 43.45 41.47
R2 42.34 42.34 41.30
R1 41.65 41.65 41.14 42.00
PP 40.54 40.54 40.54 40.71
S1 39.85 39.85 40.81 40.20
S2 38.74 38.74 40.64
S3 36.94 38.05 40.48
S4 35.14 36.25 39.98
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 41.22 36.67 4.55 11.1% 1.46 3.6% 95% True False 341,698
10 41.87 36.13 5.74 14.0% 1.84 4.5% 84% False False 411,419
20 43.78 36.13 7.65 18.7% 1.48 3.6% 63% False False 363,098
40 43.78 36.13 7.65 18.7% 1.36 3.3% 63% False False 261,448
60 43.78 36.13 7.65 18.7% 1.37 3.4% 63% False False 197,197
80 43.78 32.66 11.12 27.1% 1.55 3.8% 75% False False 156,357
100 43.78 24.78 19.00 46.4% 1.64 4.0% 85% False False 133,223
120 43.78 23.26 20.52 50.1% 1.80 4.4% 86% False False 116,731
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
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 0.36
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 48.87
2.618 45.93
1.618 44.13
1.000 43.02
0.618 42.33
HIGH 41.22
0.618 40.53
0.500 40.32
0.382 40.11
LOW 39.42
0.618 38.31
1.000 37.62
1.618 36.51
2.618 34.71
4.250 31.77
Fisher Pivots for day following 17-Sep-2020
Pivot 1 day 3 day
R1 40.75 40.36
PP 40.54 39.75
S1 40.32 39.14

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

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