NYMEX Light Sweet Crude Oil Future December 2020


Trading Metrics calculated at close of trading on 13-Oct-2020
Day Change Summary
Previous Current
12-Oct-2020 13-Oct-2020 Change Change % Previous Week
Open 40.72 39.80 -0.92 -2.3% 37.34
High 40.75 40.79 0.04 0.1% 41.74
Low 39.36 39.65 0.29 0.7% 37.32
Close 39.73 40.49 0.76 1.9% 40.91
Range 1.39 1.14 -0.25 -18.0% 4.42
ATR 1.60 1.56 -0.03 -2.0% 0.00
Volume 186,653 248,708 62,055 33.2% 1,028,992
Daily Pivots for day following 13-Oct-2020
Classic Woodie Camarilla DeMark
R4 43.73 43.25 41.12
R3 42.59 42.11 40.80
R2 41.45 41.45 40.70
R1 40.97 40.97 40.59 41.21
PP 40.31 40.31 40.31 40.43
S1 39.83 39.83 40.39 40.07
S2 39.17 39.17 40.28
S3 38.03 38.69 40.18
S4 36.89 37.55 39.86
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 5.9% 1.23 3.0% 47% False False 220,466
10 41.74 36.93 4.81 11.9% 1.70 4.2% 74% False False 195,367
20 42.02 36.93 5.09 12.6% 1.62 4.0% 70% False False 153,712
40 44.33 36.93 7.40 18.3% 1.45 3.6% 48% False False 131,740
60 44.33 36.93 7.40 18.3% 1.37 3.4% 48% False False 114,322
80 44.33 36.93 7.40 18.3% 1.37 3.4% 48% False False 102,789
100 44.33 33.12 11.21 27.7% 1.50 3.7% 66% False False 97,922
120 44.33 26.91 17.42 43.0% 1.57 3.9% 78% False False 96,999
Crabel Price Patterns
NR True
NR4 False
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 0.23
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 45.64
2.618 43.77
1.618 42.63
1.000 41.93
0.618 41.49
HIGH 40.79
0.618 40.35
0.500 40.22
0.382 40.09
LOW 39.65
0.618 38.95
1.000 38.51
1.618 37.81
2.618 36.67
4.250 34.81
Fisher Pivots for day following 13-Oct-2020
Pivot 1 day 3 day
R1 40.40 40.55
PP 40.31 40.53
S1 40.22 40.51

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

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