NYMEX Light Sweet Crude Oil Future October 2020


Trading Metrics calculated at close of trading on 11-Aug-2020
Day Change Summary
Previous Current
10-Aug-2020 11-Aug-2020 Change Change % Previous Week
Open 41.63 42.21 0.58 1.4% 40.70
High 42.54 43.14 0.60 1.4% 43.68
Low 41.43 41.75 0.32 0.8% 39.89
Close 42.17 41.87 -0.30 -0.7% 41.49
Range 1.11 1.39 0.28 25.2% 3.79
ATR 1.40 1.40 0.00 -0.1% 0.00
Volume 142,801 160,192 17,391 12.2% 795,239
Daily Pivots for day following 11-Aug-2020
Classic Woodie Camarilla DeMark
R4 46.42 45.54 42.63
R3 45.03 44.15 42.25
R2 43.64 43.64 42.12
R1 42.76 42.76 42.00 42.51
PP 42.25 42.25 42.25 42.13
S1 41.37 41.37 41.74 41.12
S2 40.86 40.86 41.62
S3 39.47 39.98 41.49
S4 38.08 38.59 41.11
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 41.33 2.35 5.6% 1.32 3.2% 23% False False 157,168
10 43.68 39.00 4.68 11.2% 1.42 3.4% 61% False False 147,347
20 43.68 39.00 4.68 11.2% 1.26 3.0% 61% False False 114,072
40 43.68 37.24 6.44 15.4% 1.46 3.5% 72% False False 86,033
60 43.68 31.30 12.38 29.6% 1.67 4.0% 85% False False 68,411
80 43.68 23.26 20.42 48.8% 1.88 4.5% 91% False False 62,606
100 43.68 23.26 20.42 48.8% 1.93 4.6% 91% False False 55,598
120 53.32 23.26 30.06 71.8% 2.10 5.0% 62% False False 51,662
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.33
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 49.05
2.618 46.78
1.618 45.39
1.000 44.53
0.618 44.00
HIGH 43.14
0.618 42.61
0.500 42.45
0.382 42.28
LOW 41.75
0.618 40.89
1.000 40.36
1.618 39.50
2.618 38.11
4.250 35.84
Fisher Pivots for day following 11-Aug-2020
Pivot 1 day 3 day
R1 42.45 42.24
PP 42.25 42.11
S1 42.06 41.99

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

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