NYMEX Light Sweet Crude Oil Future October 2020

Trading Metrics calculated at close of trading on 25-Aug-2020

Day Change Summary
	Previous	Current
	24-Aug-2020	25-Aug-2020	Change	Change %	Previous Week
Open	42.48	42.36	-0.12	-0.3%	42.45
High	42.89	43.57	0.68	1.6%	43.29
Low	42.23	42.31	0.08	0.2%	41.46
Close	42.62	43.35	0.73	1.7%	42.34
Range	0.66	1.26	0.60	90.9%	1.83
ATR	1.23	1.23	0.00	0.2%	0.00
Volume	294,731	330,800	36,069	12.2%	1,505,628

Daily Pivots for day following 25-Aug-2020
	Classic	Woodie	Camarilla	DeMark
R4	46.86	46.36	44.04
R3	45.60	45.10	43.70
R2	44.34	44.34	43.58
R1	43.84	43.84	43.47	44.09
PP	43.08	43.08	43.08	43.20
S1	42.58	42.58	43.23	42.83
S2	41.82	41.82	43.12
S3	40.56	41.32	43.00
S4	39.30	40.06	42.66

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	43.57	41.46	2.11	4.9%	1.09	2.5%	90%	True	False	330,582
10	43.57	41.46	2.11	4.9%	1.05	2.4%	90%	True	False	268,924
20	43.68	39.00	4.68	10.8%	1.24	2.9%	93%	False	False	208,136
40	43.68	39.00	4.68	10.8%	1.22	2.8%	93%	False	False	142,932
60	43.68	35.25	8.43	19.4%	1.50	3.5%	96%	False	False	107,875
80	43.68	25.73	17.95	41.4%	1.64	3.8%	98%	False	False	90,050
100	43.68	23.26	20.42	47.1%	1.83	4.2%	98%	False	False	79,431
120	46.84	23.26	23.58	54.4%	2.03	4.7%	85%	False	False	72,544

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.20
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	48.93
2.618	46.87
1.618	45.61
1.000	44.83
0.618	44.35
HIGH	43.57
0.618	43.09
0.500	42.94
0.382	42.79
LOW	42.31
0.618	41.53
1.000	41.05
1.618	40.27
2.618	39.01
4.250	36.96

Fisher Pivots for day following 25-Aug-2020
Pivot	1 day	3 day
R1	43.21	43.07
PP	43.08	42.79
S1	42.94	42.52

Download as Excel Spreadsheet

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

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