NYMEX Light Sweet Crude Oil Future October 2020

Trading Metrics calculated at close of trading on 21-Aug-2020

Day Change Summary
	Previous	Current
	20-Aug-2020	21-Aug-2020	Change	Change %	Previous Week
Open	42.95	42.75	-0.20	-0.5%	42.45
High	42.98	42.96	-0.02	0.0%	43.29
Low	41.63	41.46	-0.17	-0.4%	41.46
Close	42.82	42.34	-0.48	-1.1%	42.34
Range	1.35	1.50	0.15	11.1%	1.83
ATR	1.25	1.27	0.02	1.4%	0.00
Volume	377,070	345,368	-31,702	-8.4%	1,505,628

Daily Pivots for day following 21-Aug-2020
	Classic	Woodie	Camarilla	DeMark
R4	46.75	46.05	43.17
R3	45.25	44.55	42.75
R2	43.75	43.75	42.62
R1	43.05	43.05	42.48	42.65
PP	42.25	42.25	42.25	42.06
S1	41.55	41.55	42.20	41.15
S2	40.75	40.75	42.07
S3	39.25	40.05	41.93
S4	37.75	38.55	41.52

Weekly Pivots for week ending 21-Aug-2020
	Classic	Woodie	Camarilla	DeMark
R4	47.85	46.93	43.35
R3	46.02	45.10	42.84
R2	44.19	44.19	42.68
R1	43.27	43.27	42.51	42.82
PP	42.36	42.36	42.36	42.14
S1	41.44	41.44	42.17	40.99
S2	40.53	40.53	42.00
S3	38.70	39.61	41.84
S4	36.87	37.78	41.33

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	43.29	41.46	1.83	4.3%	1.11	2.6%	48%	False	True	301,125
10	43.29	41.43	1.86	4.4%	1.11	2.6%	49%	False	False	236,671
20	43.68	39.00	4.68	11.1%	1.26	3.0%	71%	False	False	186,533
40	43.68	37.89	5.79	13.7%	1.27	3.0%	77%	False	False	129,532
60	43.68	33.65	10.03	23.7%	1.54	3.6%	87%	False	False	98,342
80	43.68	25.68	18.00	42.5%	1.68	4.0%	93%	False	False	83,424
100	43.68	23.26	20.42	48.2%	1.86	4.4%	93%	False	False	74,183
120	48.81	23.26	25.55	60.3%	2.04	4.8%	75%	False	False	67,547

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.23
Widest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	49.34
2.618	46.89
1.618	45.39
1.000	44.46
0.618	43.89
HIGH	42.96
0.618	42.39
0.500	42.21
0.382	42.03
LOW	41.46
0.618	40.53
1.000	39.96
1.618	39.03
2.618	37.53
4.250	35.09

Fisher Pivots for day following 21-Aug-2020
Pivot	1 day	3 day
R1	42.30	42.34
PP	42.25	42.34
S1	42.21	42.34

Download as Excel Spreadsheet

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

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