NYMEX Light Sweet Crude Oil Future October 2020


Trading Metrics calculated at close of trading on 24-Aug-2020
Day Change Summary
Previous Current
21-Aug-2020 24-Aug-2020 Change Change % Previous Week
Open 42.75 42.48 -0.27 -0.6% 42.45
High 42.96 42.89 -0.07 -0.2% 43.29
Low 41.46 42.23 0.77 1.9% 41.46
Close 42.34 42.62 0.28 0.7% 42.34
Range 1.50 0.66 -0.84 -56.0% 1.83
ATR 1.27 1.23 -0.04 -3.4% 0.00
Volume 345,368 294,731 -50,637 -14.7% 1,505,628
Daily Pivots for day following 24-Aug-2020
Classic Woodie Camarilla DeMark
R4 44.56 44.25 42.98
R3 43.90 43.59 42.80
R2 43.24 43.24 42.74
R1 42.93 42.93 42.68 43.09
PP 42.58 42.58 42.58 42.66
S1 42.27 42.27 42.56 42.43
S2 41.92 41.92 42.50
S3 41.26 41.61 42.44
S4 40.60 40.95 42.26
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% 1.01 2.4% 63% False False 321,450
10 43.29 41.46 1.83 4.3% 1.06 2.5% 63% False False 251,864
20 43.68 39.00 4.68 11.0% 1.22 2.9% 77% False False 195,296
40 43.68 37.89 5.79 13.6% 1.25 2.9% 82% False False 135,915
60 43.68 35.25 8.43 19.8% 1.50 3.5% 87% False False 102,800
80 43.68 25.73 17.95 42.1% 1.66 3.9% 94% False False 86,465
100 43.68 23.26 20.42 47.9% 1.85 4.3% 95% False False 76,721
120 48.15 23.26 24.89 58.4% 2.03 4.8% 78% False False 69,895
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.24
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 45.70
2.618 44.62
1.618 43.96
1.000 43.55
0.618 43.30
HIGH 42.89
0.618 42.64
0.500 42.56
0.382 42.48
LOW 42.23
0.618 41.82
1.000 41.57
1.618 41.16
2.618 40.50
4.250 39.43
Fisher Pivots for day following 24-Aug-2020
Pivot 1 day 3 day
R1 42.60 42.49
PP 42.58 42.35
S1 42.56 42.22

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

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