NYMEX Light Sweet Crude Oil Future December 2020


Trading Metrics calculated at close of trading on 12-Oct-2020
Day Change Summary
Previous Current
09-Oct-2020 12-Oct-2020 Change Change % Previous Week
Open 41.60 40.72 -0.88 -2.1% 37.34
High 41.74 40.75 -0.99 -2.4% 41.74
Low 40.68 39.36 -1.32 -3.2% 37.32
Close 40.91 39.73 -1.18 -2.9% 40.91
Range 1.06 1.39 0.33 31.1% 4.42
ATR 1.60 1.60 0.00 -0.2% 0.00
Volume 173,375 186,653 13,278 7.7% 1,028,992
Daily Pivots for day following 12-Oct-2020
Classic Woodie Camarilla DeMark
R4 44.12 43.31 40.49
R3 42.73 41.92 40.11
R2 41.34 41.34 39.98
R1 40.53 40.53 39.86 40.24
PP 39.95 39.95 39.95 39.80
S1 39.14 39.14 39.60 38.85
S2 38.56 38.56 39.48
S3 37.17 37.75 39.35
S4 35.78 36.36 38.97
Weekly Pivots for week ending 09-Oct-2020
Classic Woodie Camarilla DeMark
R4 53.25 51.50 43.34
R3 48.83 47.08 42.13
R2 44.41 44.41 41.72
R1 42.66 42.66 41.32 43.54
PP 39.99 39.99 39.99 40.43
S1 38.24 38.24 40.50 39.12
S2 35.57 35.57 40.10
S3 31.15 33.82 39.69
S4 26.73 29.40 38.48
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 41.74 39.36 2.38 6.0% 1.35 3.4% 16% False True 210,372
10 41.74 36.93 4.81 12.1% 1.81 4.6% 58% False False 185,749
20 42.02 36.93 5.09 12.8% 1.63 4.1% 55% False False 148,287
40 44.33 36.93 7.40 18.6% 1.45 3.6% 38% False False 127,409
60 44.33 36.93 7.40 18.6% 1.37 3.4% 38% False False 111,001
80 44.33 36.93 7.40 18.6% 1.38 3.5% 38% False False 100,898
100 44.33 33.12 11.21 28.2% 1.50 3.8% 59% False False 96,260
120 44.33 26.91 17.42 43.8% 1.58 4.0% 74% False False 95,755
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.23
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 46.66
2.618 44.39
1.618 43.00
1.000 42.14
0.618 41.61
HIGH 40.75
0.618 40.22
0.500 40.06
0.382 39.89
LOW 39.36
0.618 38.50
1.000 37.97
1.618 37.11
2.618 35.72
4.250 33.45
Fisher Pivots for day following 12-Oct-2020
Pivot 1 day 3 day
R1 40.06 40.55
PP 39.95 40.28
S1 39.84 40.00

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

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