NYMEX Light Sweet Crude Oil Future December 2020


Trading Metrics calculated at close of trading on 15-Oct-2020
Day Change Summary
Previous Current
14-Oct-2020 15-Oct-2020 Change Change % Previous Week
Open 40.49 41.43 0.94 2.3% 37.34
High 41.43 41.57 0.14 0.3% 41.74
Low 40.12 39.52 -0.60 -1.5% 37.32
Close 41.34 41.24 -0.10 -0.2% 40.91
Range 1.31 2.05 0.74 56.5% 4.42
ATR 1.55 1.58 0.04 2.3% 0.00
Volume 264,494 281,940 17,446 6.6% 1,028,992
Daily Pivots for day following 15-Oct-2020
Classic Woodie Camarilla DeMark
R4 46.93 46.13 42.37
R3 44.88 44.08 41.80
R2 42.83 42.83 41.62
R1 42.03 42.03 41.43 41.41
PP 40.78 40.78 40.78 40.46
S1 39.98 39.98 41.05 39.36
S2 38.73 38.73 40.86
S3 36.68 37.93 40.68
S4 34.63 35.88 40.11
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% 1.39 3.4% 79% False False 231,034
10 41.74 36.93 4.81 11.7% 1.59 3.9% 90% False False 217,336
20 42.02 36.93 5.09 12.3% 1.60 3.9% 85% False False 162,383
40 44.33 36.93 7.40 17.9% 1.50 3.6% 58% False False 142,069
60 44.33 36.93 7.40 17.9% 1.39 3.4% 58% False False 121,001
80 44.33 36.93 7.40 17.9% 1.37 3.3% 58% False False 108,256
100 44.33 33.53 10.80 26.2% 1.49 3.6% 71% False False 101,995
120 44.33 26.91 17.42 42.2% 1.57 3.8% 82% False False 100,132
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.18
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 50.28
2.618 46.94
1.618 44.89
1.000 43.62
0.618 42.84
HIGH 41.57
0.618 40.79
0.500 40.55
0.382 40.30
LOW 39.52
0.618 38.25
1.000 37.47
1.618 36.20
2.618 34.15
4.250 30.81
Fisher Pivots for day following 15-Oct-2020
Pivot 1 day 3 day
R1 41.01 41.01
PP 40.78 40.78
S1 40.55 40.55

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

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