NYMEX Light Sweet Crude Oil Future December 2020


Trading Metrics calculated at close of trading on 19-Oct-2020
Day Change Summary
Previous Current
16-Oct-2020 19-Oct-2020 Change Change % Previous Week
Open 41.16 40.92 -0.24 -0.6% 40.72
High 41.30 41.46 0.16 0.4% 41.57
Low 40.34 40.77 0.43 1.1% 39.36
Close 41.12 41.06 -0.06 -0.1% 41.12
Range 0.96 0.69 -0.27 -28.1% 2.21
ATR 1.54 1.48 -0.06 -3.9% 0.00
Volume 256,540 314,646 58,106 22.6% 1,238,335
Daily Pivots for day following 19-Oct-2020
Classic Woodie Camarilla DeMark
R4 43.17 42.80 41.44
R3 42.48 42.11 41.25
R2 41.79 41.79 41.19
R1 41.42 41.42 41.12 41.61
PP 41.10 41.10 41.10 41.19
S1 40.73 40.73 41.00 40.92
S2 40.41 40.41 40.93
S3 39.72 40.04 40.87
S4 39.03 39.35 40.68
Weekly Pivots for week ending 16-Oct-2020
Classic Woodie Camarilla DeMark
R4 47.31 46.43 42.34
R3 45.10 44.22 41.73
R2 42.89 42.89 41.53
R1 42.01 42.01 41.32 42.45
PP 40.68 40.68 40.68 40.91
S1 39.80 39.80 40.92 40.24
S2 38.47 38.47 40.71
S3 36.26 37.59 40.51
S4 34.05 35.38 39.90
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 41.57 39.52 2.05 5.0% 1.23 3.0% 75% False False 273,265
10 41.74 39.36 2.38 5.8% 1.29 3.1% 71% False False 241,818
20 41.74 36.93 4.81 11.7% 1.50 3.6% 86% False False 179,650
40 44.33 36.93 7.40 18.0% 1.47 3.6% 56% False False 151,815
60 44.33 36.93 7.40 18.0% 1.37 3.3% 56% False False 128,029
80 44.33 36.93 7.40 18.0% 1.33 3.2% 56% False False 113,352
100 44.33 34.45 9.88 24.1% 1.46 3.6% 67% False False 106,267
120 44.33 27.57 16.76 40.8% 1.56 3.8% 80% False False 103,130
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.20
Narrowest range in 33 trading days
Fibonacci Retracements and Extensions
4.250 44.39
2.618 43.27
1.618 42.58
1.000 42.15
0.618 41.89
HIGH 41.46
0.618 41.20
0.500 41.12
0.382 41.03
LOW 40.77
0.618 40.34
1.000 40.08
1.618 39.65
2.618 38.96
4.250 37.84
Fisher Pivots for day following 19-Oct-2020
Pivot 1 day 3 day
R1 41.12 40.89
PP 41.10 40.72
S1 41.08 40.55

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

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