NYMEX Light Sweet Crude Oil Future December 2020


Trading Metrics calculated at close of trading on 14-Oct-2020
Day Change Summary
Previous Current
13-Oct-2020 14-Oct-2020 Change Change % Previous Week
Open 39.80 40.49 0.69 1.7% 37.34
High 40.79 41.43 0.64 1.6% 41.74
Low 39.65 40.12 0.47 1.2% 37.32
Close 40.49 41.34 0.85 2.1% 40.91
Range 1.14 1.31 0.17 14.9% 4.42
ATR 1.56 1.55 -0.02 -1.2% 0.00
Volume 248,708 264,494 15,786 6.3% 1,028,992
Daily Pivots for day following 14-Oct-2020
Classic Woodie Camarilla DeMark
R4 44.89 44.43 42.06
R3 43.58 43.12 41.70
R2 42.27 42.27 41.58
R1 41.81 41.81 41.46 42.04
PP 40.96 40.96 40.96 41.08
S1 40.50 40.50 41.22 40.73
S2 39.65 39.65 41.10
S3 38.34 39.19 40.98
S4 37.03 37.88 40.62
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 5.8% 1.29 3.1% 83% False False 227,440
10 41.74 36.93 4.81 11.6% 1.66 4.0% 92% False False 206,262
20 42.02 36.93 5.09 12.3% 1.59 3.8% 87% False False 155,942
40 44.33 36.93 7.40 17.9% 1.46 3.5% 60% False False 136,725
60 44.33 36.93 7.40 17.9% 1.36 3.3% 60% False False 117,121
80 44.33 36.93 7.40 17.9% 1.36 3.3% 60% False False 105,469
100 44.33 33.53 10.80 26.1% 1.49 3.6% 72% False False 99,883
120 44.33 26.91 17.42 42.1% 1.57 3.8% 83% False False 98,611
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 0.22
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 47.00
2.618 44.86
1.618 43.55
1.000 42.74
0.618 42.24
HIGH 41.43
0.618 40.93
0.500 40.78
0.382 40.62
LOW 40.12
0.618 39.31
1.000 38.81
1.618 38.00
2.618 36.69
4.250 34.55
Fisher Pivots for day following 14-Oct-2020
Pivot 1 day 3 day
R1 41.15 41.03
PP 40.96 40.71
S1 40.78 40.40

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

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