NYMEX Light Sweet Crude Oil Future October 2020


Trading Metrics calculated at close of trading on 18-Sep-2020
Day Change Summary
Previous Current
17-Sep-2020 18-Sep-2020 Change Change % Previous Week
Open 40.19 40.97 0.78 1.9% 37.32
High 41.22 41.49 0.27 0.7% 41.49
Low 39.42 40.30 0.88 2.2% 36.82
Close 40.97 41.11 0.14 0.3% 41.11
Range 1.80 1.19 -0.61 -33.9% 4.67
ATR 1.51 1.49 -0.02 -1.5% 0.00
Volume 280,669 85,906 -194,763 -69.4% 1,430,611
Daily Pivots for day following 18-Sep-2020
Classic Woodie Camarilla DeMark
R4 44.54 44.01 41.76
R3 43.35 42.82 41.44
R2 42.16 42.16 41.33
R1 41.63 41.63 41.22 41.90
PP 40.97 40.97 40.97 41.10
S1 40.44 40.44 41.00 40.71
S2 39.78 39.78 40.89
S3 38.59 39.25 40.78
S4 37.40 38.06 40.46
Weekly Pivots for week ending 18-Sep-2020
Classic Woodie Camarilla DeMark
R4 53.82 52.13 43.68
R3 49.15 47.46 42.39
R2 44.48 44.48 41.97
R1 42.79 42.79 41.54 43.64
PP 39.81 39.81 39.81 40.23
S1 38.12 38.12 40.68 38.97
S2 35.14 35.14 40.25
S3 30.47 33.45 39.83
S4 25.80 28.78 38.54
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 41.49 36.82 4.67 11.4% 1.47 3.6% 92% True False 286,122
10 41.87 36.13 5.74 14.0% 1.80 4.4% 87% False False 378,246
20 43.78 36.13 7.65 18.6% 1.47 3.6% 65% False False 348,540
40 43.78 36.13 7.65 18.6% 1.35 3.3% 65% False False 260,978
60 43.78 36.13 7.65 18.6% 1.34 3.3% 65% False False 197,733
80 43.78 32.66 11.12 27.0% 1.53 3.7% 76% False False 156,953
100 43.78 25.00 18.78 45.7% 1.64 4.0% 86% False False 133,537
120 43.78 23.26 20.52 49.9% 1.80 4.4% 87% False False 117,171
Crabel Price Patterns
NR True
NR4 True
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 0.40
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 46.55
2.618 44.61
1.618 43.42
1.000 42.68
0.618 42.23
HIGH 41.49
0.618 41.04
0.500 40.90
0.382 40.75
LOW 40.30
0.618 39.56
1.000 39.11
1.618 38.37
2.618 37.18
4.250 35.24
Fisher Pivots for day following 18-Sep-2020
Pivot 1 day 3 day
R1 41.04 40.71
PP 40.97 40.32
S1 40.90 39.92

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

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