NYMEX Light Sweet Crude Oil Future December 2020


Trading Metrics calculated at close of trading on 22-Oct-2020
Day Change Summary
Previous Current
21-Oct-2020 22-Oct-2020 Change Change % Previous Week
Open 41.22 40.04 -1.18 -2.9% 40.72
High 41.59 41.02 -0.57 -1.4% 41.57
Low 39.78 39.71 -0.07 -0.2% 39.36
Close 40.03 40.64 0.61 1.5% 41.12
Range 1.81 1.31 -0.50 -27.6% 2.21
ATR 1.51 1.49 -0.01 -0.9% 0.00
Volume 366,899 307,494 -59,405 -16.2% 1,238,335
Daily Pivots for day following 22-Oct-2020
Classic Woodie Camarilla DeMark
R4 44.39 43.82 41.36
R3 43.08 42.51 41.00
R2 41.77 41.77 40.88
R1 41.20 41.20 40.76 41.49
PP 40.46 40.46 40.46 40.60
S1 39.89 39.89 40.52 40.18
S2 39.15 39.15 40.40
S3 37.84 38.58 40.28
S4 36.53 37.27 39.92
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 41.90 39.71 2.19 5.4% 1.24 3.1% 42% False True 321,230
10 41.90 39.36 2.54 6.3% 1.32 3.2% 50% False False 276,132
20 41.90 36.93 4.97 12.2% 1.54 3.8% 75% False False 219,965
40 44.19 36.93 7.26 17.9% 1.52 3.8% 51% False False 170,726
60 44.33 36.93 7.40 18.2% 1.40 3.5% 50% False False 142,235
80 44.33 36.93 7.40 18.2% 1.33 3.3% 50% False False 123,776
100 44.33 35.72 8.61 21.2% 1.45 3.6% 57% False False 114,101
120 44.33 29.30 15.03 37.0% 1.53 3.8% 75% False False 108,892
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 3 trading days
Fibonacci Retracements and Extensions
4.250 46.59
2.618 44.45
1.618 43.14
1.000 42.33
0.618 41.83
HIGH 41.02
0.618 40.52
0.500 40.37
0.382 40.21
LOW 39.71
0.618 38.90
1.000 38.40
1.618 37.59
2.618 36.28
4.250 34.14
Fisher Pivots for day following 22-Oct-2020
Pivot 1 day 3 day
R1 40.55 40.81
PP 40.46 40.75
S1 40.37 40.70

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

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