NYMEX Light Sweet Crude Oil Future October 2020


Trading Metrics calculated at close of trading on 13-Aug-2020
Day Change Summary
Previous Current
12-Aug-2020 13-Aug-2020 Change Change % Previous Week
Open 41.92 42.88 0.96 2.3% 40.70
High 43.17 43.10 -0.07 -0.2% 43.68
Low 41.80 42.37 0.57 1.4% 39.89
Close 42.95 42.52 -0.43 -1.0% 41.49
Range 1.37 0.73 -0.64 -46.7% 3.79
ATR 1.40 1.35 -0.05 -3.4% 0.00
Volume 198,189 179,530 -18,659 -9.4% 795,239
Daily Pivots for day following 13-Aug-2020
Classic Woodie Camarilla DeMark
R4 44.85 44.42 42.92
R3 44.12 43.69 42.72
R2 43.39 43.39 42.65
R1 42.96 42.96 42.59 42.81
PP 42.66 42.66 42.66 42.59
S1 42.23 42.23 42.45 42.08
S2 41.93 41.93 42.39
S3 41.20 41.50 42.32
S4 40.47 40.77 42.12
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 43.17 41.33 1.84 4.3% 1.14 2.7% 65% False False 164,822
10 43.68 39.89 3.79 8.9% 1.31 3.1% 69% False False 157,851
20 43.68 39.00 4.68 11.0% 1.28 3.0% 75% False False 126,766
40 43.68 37.56 6.12 14.4% 1.41 3.3% 81% False False 94,063
60 43.68 32.33 11.35 26.7% 1.64 3.9% 90% False False 73,511
80 43.68 23.26 20.42 48.0% 1.78 4.2% 94% False False 65,442
100 43.68 23.26 20.42 48.0% 1.88 4.4% 94% False False 58,781
120 52.02 23.26 28.76 67.6% 2.10 4.9% 67% False False 54,470
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.35
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 46.20
2.618 45.01
1.618 44.28
1.000 43.83
0.618 43.55
HIGH 43.10
0.618 42.82
0.500 42.74
0.382 42.65
LOW 42.37
0.618 41.92
1.000 41.64
1.618 41.19
2.618 40.46
4.250 39.27
Fisher Pivots for day following 13-Aug-2020
Pivot 1 day 3 day
R1 42.74 42.50
PP 42.66 42.48
S1 42.59 42.46

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

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