NYMEX Light Sweet Crude Oil Future October 2020


Trading Metrics calculated at close of trading on 10-Aug-2020
Day Change Summary
Previous Current
07-Aug-2020 10-Aug-2020 Change Change % Previous Week
Open 42.19 41.63 -0.56 -1.3% 40.70
High 42.44 42.54 0.10 0.2% 43.68
Low 41.33 41.43 0.10 0.2% 39.89
Close 41.49 42.17 0.68 1.6% 41.49
Range 1.11 1.11 0.00 0.0% 3.79
ATR 1.43 1.40 -0.02 -1.6% 0.00
Volume 143,399 142,801 -598 -0.4% 795,239
Daily Pivots for day following 10-Aug-2020
Classic Woodie Camarilla DeMark
R4 45.38 44.88 42.78
R3 44.27 43.77 42.48
R2 43.16 43.16 42.37
R1 42.66 42.66 42.27 42.91
PP 42.05 42.05 42.05 42.17
S1 41.55 41.55 42.07 41.80
S2 40.94 40.94 41.97
S3 39.83 40.44 41.86
S4 38.72 39.33 41.56
Weekly Pivots for week ending 07-Aug-2020
Classic Woodie Camarilla DeMark
R4 53.06 51.06 43.57
R3 49.27 47.27 42.53
R2 45.48 45.48 42.18
R1 43.48 43.48 41.84 44.48
PP 41.69 41.69 41.69 42.19
S1 39.69 39.69 41.14 40.69
S2 37.90 37.90 40.80
S3 34.11 35.90 40.45
S4 30.32 32.11 39.41
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 43.68 40.43 3.25 7.7% 1.41 3.4% 54% False False 163,489
10 43.68 39.00 4.68 11.1% 1.39 3.3% 68% False False 138,727
20 43.68 39.00 4.68 11.1% 1.26 3.0% 68% False False 109,373
40 43.68 35.28 8.40 19.9% 1.49 3.5% 82% False False 82,742
60 43.68 29.67 14.01 33.2% 1.68 4.0% 89% False False 66,307
80 43.68 23.26 20.42 48.4% 1.88 4.5% 93% False False 60,809
100 43.68 23.26 20.42 48.4% 1.97 4.7% 93% False False 54,451
120 54.30 23.26 31.04 73.6% 2.10 5.0% 61% False False 50,410
Crabel Price Patterns
NR False
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 0.31
Fibonacci Retracements and Extensions
4.250 47.26
2.618 45.45
1.618 44.34
1.000 43.65
0.618 43.23
HIGH 42.54
0.618 42.12
0.500 41.99
0.382 41.85
LOW 41.43
0.618 40.74
1.000 40.32
1.618 39.63
2.618 38.52
4.250 36.71
Fisher Pivots for day following 10-Aug-2020
Pivot 1 day 3 day
R1 42.11 42.15
PP 42.05 42.12
S1 41.99 42.10

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

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