NYMEX Light Sweet Crude Oil Future October 2020


Trading Metrics calculated at close of trading on 21-Sep-2020
Day Change Summary
Previous Current
18-Sep-2020 21-Sep-2020 Change Change % Previous Week
Open 40.97 40.98 0.01 0.0% 37.32
High 41.49 41.27 -0.22 -0.5% 41.49
Low 40.30 38.66 -1.64 -4.1% 36.82
Close 41.11 39.31 -1.80 -4.4% 41.11
Range 1.19 2.61 1.42 119.3% 4.67
ATR 1.49 1.57 0.08 5.4% 0.00
Volume 85,906 66,195 -19,711 -22.9% 1,430,611
Daily Pivots for day following 21-Sep-2020
Classic Woodie Camarilla DeMark
R4 47.58 46.05 40.75
R3 44.97 43.44 40.03
R2 42.36 42.36 39.79
R1 40.83 40.83 39.55 40.29
PP 39.75 39.75 39.75 39.48
S1 38.22 38.22 39.07 37.68
S2 37.14 37.14 38.83
S3 34.53 35.61 38.59
S4 31.92 33.00 37.87
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 37.06 4.43 11.3% 1.82 4.6% 51% False False 229,848
10 41.49 36.13 5.36 13.6% 1.81 4.6% 59% False False 340,447
20 43.78 36.13 7.65 19.5% 1.52 3.9% 42% False False 334,581
40 43.78 36.13 7.65 19.5% 1.39 3.5% 42% False False 260,557
60 43.78 36.13 7.65 19.5% 1.35 3.4% 42% False False 197,882
80 43.78 33.65 10.13 25.8% 1.53 3.9% 56% False False 157,401
100 43.78 25.68 18.10 46.0% 1.65 4.2% 75% False False 133,656
120 43.78 23.26 20.52 52.2% 1.80 4.6% 78% False False 117,583
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.36
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 52.36
2.618 48.10
1.618 45.49
1.000 43.88
0.618 42.88
HIGH 41.27
0.618 40.27
0.500 39.97
0.382 39.66
LOW 38.66
0.618 37.05
1.000 36.05
1.618 34.44
2.618 31.83
4.250 27.57
Fisher Pivots for day following 21-Sep-2020
Pivot 1 day 3 day
R1 39.97 40.08
PP 39.75 39.82
S1 39.53 39.57

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

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