NYMEX Light Sweet Crude Oil Future December 2020


Trading Metrics calculated at close of trading on 26-Oct-2020
Day Change Summary
Previous Current
23-Oct-2020 26-Oct-2020 Change Change % Previous Week
Open 40.61 39.69 -0.92 -2.3% 40.92
High 40.92 39.74 -1.18 -2.9% 41.90
Low 39.57 38.28 -1.29 -3.3% 39.57
Close 39.85 38.56 -1.29 -3.2% 39.85
Range 1.35 1.46 0.11 8.1% 2.33
ATR 1.48 1.49 0.01 0.4% 0.00
Volume 268,931 360,184 91,253 33.9% 1,618,544
Daily Pivots for day following 26-Oct-2020
Classic Woodie Camarilla DeMark
R4 43.24 42.36 39.36
R3 41.78 40.90 38.96
R2 40.32 40.32 38.83
R1 39.44 39.44 38.69 39.15
PP 38.86 38.86 38.86 38.72
S1 37.98 37.98 38.43 37.69
S2 37.40 37.40 38.29
S3 35.94 36.52 38.16
S4 34.48 35.06 37.76
Weekly Pivots for week ending 23-Oct-2020
Classic Woodie Camarilla DeMark
R4 47.43 45.97 41.13
R3 45.10 43.64 40.49
R2 42.77 42.77 40.28
R1 41.31 41.31 40.06 40.88
PP 40.44 40.44 40.44 40.22
S1 38.98 38.98 39.64 38.55
S2 38.11 38.11 39.42
S3 35.78 36.65 39.21
S4 33.45 34.32 38.57
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 41.90 38.28 3.62 9.4% 1.47 3.8% 8% False True 332,816
10 41.90 38.28 3.62 9.4% 1.35 3.5% 8% False True 303,041
20 41.90 36.93 4.97 12.9% 1.58 4.1% 33% False False 244,395
40 44.19 36.93 7.26 18.8% 1.55 4.0% 22% False False 182,199
60 44.33 36.93 7.40 19.2% 1.39 3.6% 22% False False 150,081
80 44.33 36.93 7.40 19.2% 1.33 3.5% 22% False False 129,497
100 44.33 35.72 8.61 22.3% 1.45 3.8% 33% False False 118,970
120 44.33 29.63 14.70 38.1% 1.51 3.9% 61% False False 112,262
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 0.25
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 45.95
2.618 43.56
1.618 42.10
1.000 41.20
0.618 40.64
HIGH 39.74
0.618 39.18
0.500 39.01
0.382 38.84
LOW 38.28
0.618 37.38
1.000 36.82
1.618 35.92
2.618 34.46
4.250 32.08
Fisher Pivots for day following 26-Oct-2020
Pivot 1 day 3 day
R1 39.01 39.65
PP 38.86 39.29
S1 38.71 38.92

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

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