NYMEX Light Sweet Crude Oil Future October 2020

Trading Metrics calculated at close of trading on 18-Aug-2020

Day Change Summary
	Previous	Current
	17-Aug-2020	18-Aug-2020	Change	Change %	Previous Week
Open	42.45	43.05	0.60	1.4%	41.63
High	43.25	43.29	0.04	0.1%	43.17
Low	42.09	42.40	0.31	0.7%	41.43
Close	43.17	43.12	-0.05	-0.1%	42.31
Range	1.16	0.89	-0.27	-23.3%	1.74
ATR	1.31	1.28	-0.03	-2.3%	0.00
Volume	193,105	285,141	92,036	47.7%	861,083

Daily Pivots for day following 18-Aug-2020
	Classic	Woodie	Camarilla	DeMark
R4	45.61	45.25	43.61
R3	44.72	44.36	43.36
R2	43.83	43.83	43.28
R1	43.47	43.47	43.20	43.65
PP	42.94	42.94	42.94	43.03
S1	42.58	42.58	43.04	42.76
S2	42.05	42.05	42.96
S3	41.16	41.69	42.88
S4	40.27	40.80	42.63

Weekly Pivots for week ending 14-Aug-2020
	Classic	Woodie	Camarilla	DeMark
R4	47.52	46.66	43.27
R3	45.78	44.92	42.79
R2	44.04	44.04	42.63
R1	43.18	43.18	42.47	43.61
PP	42.30	42.30	42.30	42.52
S1	41.44	41.44	42.15	41.87
S2	40.56	40.56	41.99
S3	38.82	39.70	41.83
S4	37.08	37.96	41.35

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	43.29	41.80	1.49	3.5%	1.01	2.3%	89%	True	False	207,267
10	43.68	41.33	2.35	5.4%	1.17	2.7%	76%	False	False	182,217
20	43.68	39.00	4.68	10.9%	1.25	2.9%	88%	False	False	149,248
40	43.68	37.56	6.12	14.2%	1.35	3.1%	91%	False	False	107,455
60	43.68	32.66	11.02	25.6%	1.59	3.7%	95%	False	False	83,064
80	43.68	24.78	18.90	43.8%	1.70	4.0%	97%	False	False	72,403
100	43.68	23.26	20.42	47.4%	1.87	4.3%	97%	False	False	64,725
120	49.00	23.26	25.74	59.7%	2.08	4.8%	77%	False	False	59,478

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	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.27
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	47.07
2.618	45.62
1.618	44.73
1.000	44.18
0.618	43.84
HIGH	43.29
0.618	42.95
0.500	42.85
0.382	42.74
LOW	42.40
0.618	41.85
1.000	41.51
1.618	40.96
2.618	40.07
4.250	38.62

Fisher Pivots for day following 18-Aug-2020
Pivot	1 day	3 day
R1	43.03	42.95
PP	42.94	42.78
S1	42.85	42.61

Download as Excel Spreadsheet

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

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