NYMEX Light Sweet Crude Oil Future October 2020


Trading Metrics calculated at close of trading on 22-Sep-2020
Day Change Summary
Previous Current
21-Sep-2020 22-Sep-2020 Change Change % Previous Week
Open 40.98 39.63 -1.35 -3.3% 37.32
High 41.27 40.02 -1.25 -3.0% 41.49
Low 38.66 39.00 0.34 0.9% 36.82
Close 39.31 39.60 0.29 0.7% 41.11
Range 2.61 1.02 -1.59 -60.9% 4.67
ATR 1.57 1.53 -0.04 -2.5% 0.00
Volume 66,195 15,651 -50,544 -76.4% 1,430,611
Daily Pivots for day following 22-Sep-2020
Classic Woodie Camarilla DeMark
R4 42.60 42.12 40.16
R3 41.58 41.10 39.88
R2 40.56 40.56 39.79
R1 40.08 40.08 39.69 39.81
PP 39.54 39.54 39.54 39.41
S1 39.06 39.06 39.51 38.79
S2 38.52 38.52 39.41
S3 37.50 38.04 39.32
S4 36.48 37.02 39.04
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 38.35 3.14 7.9% 1.72 4.3% 40% False False 163,206
10 41.49 36.16 5.33 13.5% 1.57 4.0% 65% False False 269,915
20 43.78 36.13 7.65 19.3% 1.54 3.9% 45% False False 320,627
40 43.78 36.13 7.65 19.3% 1.38 3.5% 45% False False 257,961
60 43.78 36.13 7.65 19.3% 1.34 3.4% 45% False False 197,486
80 43.78 35.25 8.53 21.5% 1.51 3.8% 51% False False 157,257
100 43.78 25.73 18.05 45.6% 1.63 4.1% 77% False False 133,298
120 43.78 23.26 20.52 51.8% 1.80 4.5% 80% False False 117,372
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.39
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 44.36
2.618 42.69
1.618 41.67
1.000 41.04
0.618 40.65
HIGH 40.02
0.618 39.63
0.500 39.51
0.382 39.39
LOW 39.00
0.618 38.37
1.000 37.98
1.618 37.35
2.618 36.33
4.250 34.67
Fisher Pivots for day following 22-Sep-2020
Pivot 1 day 3 day
R1 39.57 40.08
PP 39.54 39.92
S1 39.51 39.76

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

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