NYMEX Light Sweet Crude Oil Future October 2020

Trading Metrics calculated at close of trading on 19-Aug-2020

Day Change Summary
	Previous	Current
	18-Aug-2020	19-Aug-2020	Change	Change %	Previous Week
Open	43.05	42.81	-0.24	-0.6%	41.63
High	43.29	43.21	-0.08	-0.2%	43.17
Low	42.40	42.55	0.15	0.4%	41.43
Close	43.12	43.11	-0.01	0.0%	42.31
Range	0.89	0.66	-0.23	-25.8%	1.74
ATR	1.28	1.23	-0.04	-3.5%	0.00
Volume	285,141	304,944	19,803	6.9%	861,083

Daily Pivots for day following 19-Aug-2020
	Classic	Woodie	Camarilla	DeMark
R4	44.94	44.68	43.47
R3	44.28	44.02	43.29
R2	43.62	43.62	43.23
R1	43.36	43.36	43.17	43.49
PP	42.96	42.96	42.96	43.02
S1	42.70	42.70	43.05	42.83
S2	42.30	42.30	42.99
S3	41.64	42.04	42.93
S4	40.98	41.38	42.75

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	41.93	1.36	3.2%	0.87	2.0%	87%	False	False	228,618
10	43.29	41.33	1.96	4.5%	1.03	2.4%	91%	False	False	190,283
20	43.68	39.00	4.68	10.9%	1.24	2.9%	88%	False	False	159,798
40	43.68	37.56	6.12	14.2%	1.32	3.1%	91%	False	False	114,246
60	43.68	32.66	11.02	25.6%	1.57	3.6%	95%	False	False	87,443
80	43.68	24.78	18.90	43.8%	1.69	3.9%	97%	False	False	75,754
100	43.68	23.26	20.42	47.4%	1.86	4.3%	97%	False	False	67,458
120	49.00	23.26	25.74	59.7%	2.06	4.8%	77%	False	False	61,823

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	True
3BNR	True
4BNR	True
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.28
Narrowest range in 15 trading days

Fibonacci Retracements and Extensions
4.250	46.02
2.618	44.94
1.618	44.28
1.000	43.87
0.618	43.62
HIGH	43.21
0.618	42.96
0.500	42.88
0.382	42.80
LOW	42.55
0.618	42.14
1.000	41.89
1.618	41.48
2.618	40.82
4.250	39.75

Fisher Pivots for day following 19-Aug-2020
Pivot	1 day	3 day
R1	43.03	42.97
PP	42.96	42.83
S1	42.88	42.69

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols