NYMEX Light Sweet Crude Oil Future December 2020


Trading Metrics calculated at close of trading on 07-Oct-2020
Day Change Summary
Previous Current
06-Oct-2020 07-Oct-2020 Change Change % Previous Week
Open 39.62 40.12 0.50 1.3% 40.24
High 41.11 40.61 -0.50 -1.2% 41.06
Low 39.37 39.57 0.20 0.5% 36.93
Close 40.93 40.23 -0.70 -1.7% 37.34
Range 1.74 1.04 -0.70 -40.2% 4.13
ATR 1.67 1.65 -0.02 -1.3% 0.00
Volume 198,236 229,625 31,389 15.8% 703,243
Daily Pivots for day following 07-Oct-2020
Classic Woodie Camarilla DeMark
R4 43.26 42.78 40.80
R3 42.22 41.74 40.52
R2 41.18 41.18 40.42
R1 40.70 40.70 40.33 40.94
PP 40.14 40.14 40.14 40.26
S1 39.66 39.66 40.13 39.90
S2 39.10 39.10 40.04
S3 38.06 38.62 39.94
S4 37.02 37.58 39.66
Weekly Pivots for week ending 02-Oct-2020
Classic Woodie Camarilla DeMark
R4 50.83 48.22 39.61
R3 46.70 44.09 38.48
R2 42.57 42.57 38.10
R1 39.96 39.96 37.72 39.20
PP 38.44 38.44 38.44 38.07
S1 35.83 35.83 36.96 35.07
S2 34.31 34.31 36.58
S3 30.18 31.70 36.20
S4 26.05 27.57 35.07
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 41.11 36.93 4.18 10.4% 2.04 5.1% 79% False False 185,085
10 41.11 36.93 4.18 10.4% 1.72 4.3% 79% False False 145,243
20 42.02 36.93 5.09 12.7% 1.59 4.0% 65% False False 135,904
40 44.33 36.93 7.40 18.4% 1.42 3.5% 45% False False 117,905
60 44.33 36.93 7.40 18.4% 1.34 3.3% 45% False False 103,318
80 44.33 36.93 7.40 18.4% 1.39 3.5% 45% False False 95,789
100 44.33 32.13 12.20 30.3% 1.52 3.8% 66% False False 92,365
120 44.33 25.31 19.02 47.3% 1.67 4.1% 78% False False 94,568
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.29
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 45.03
2.618 43.33
1.618 42.29
1.000 41.65
0.618 41.25
HIGH 40.61
0.618 40.21
0.500 40.09
0.382 39.97
LOW 39.57
0.618 38.93
1.000 38.53
1.618 37.89
2.618 36.85
4.250 35.15
Fisher Pivots for day following 07-Oct-2020
Pivot 1 day 3 day
R1 40.18 39.89
PP 40.14 39.55
S1 40.09 39.22

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

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