NYMEX Light Sweet Crude Oil Future October 2020


Trading Metrics calculated at close of trading on 26-Aug-2020
Day Change Summary
Previous Current
25-Aug-2020 26-Aug-2020 Change Change % Previous Week
Open 42.36 43.39 1.03 2.4% 42.45
High 43.57 43.78 0.21 0.5% 43.29
Low 42.31 43.00 0.69 1.6% 41.46
Close 43.35 43.39 0.04 0.1% 42.34
Range 1.26 0.78 -0.48 -38.1% 1.83
ATR 1.23 1.20 -0.03 -2.6% 0.00
Volume 330,800 262,243 -68,557 -20.7% 1,505,628
Daily Pivots for day following 26-Aug-2020
Classic Woodie Camarilla DeMark
R4 45.73 45.34 43.82
R3 44.95 44.56 43.60
R2 44.17 44.17 43.53
R1 43.78 43.78 43.46 43.78
PP 43.39 43.39 43.39 43.39
S1 43.00 43.00 43.32 43.00
S2 42.61 42.61 43.25
S3 41.83 42.22 43.18
S4 41.05 41.44 42.96
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 43.78 41.46 2.32 5.3% 1.11 2.6% 83% True False 322,042
10 43.78 41.46 2.32 5.3% 0.99 2.3% 83% True False 275,330
20 43.78 39.00 4.78 11.0% 1.24 2.9% 92% True False 215,750
40 43.78 39.00 4.78 11.0% 1.21 2.8% 92% True False 146,213
60 43.78 35.25 8.53 19.7% 1.49 3.4% 95% True False 111,723
80 43.78 27.67 16.11 37.1% 1.62 3.7% 98% True False 92,809
100 43.78 23.26 20.52 47.3% 1.80 4.1% 98% True False 81,660
120 43.78 23.26 20.52 47.3% 2.00 4.6% 98% True False 74,351
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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.22
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 47.10
2.618 45.82
1.618 45.04
1.000 44.56
0.618 44.26
HIGH 43.78
0.618 43.48
0.500 43.39
0.382 43.30
LOW 43.00
0.618 42.52
1.000 42.22
1.618 41.74
2.618 40.96
4.250 39.69
Fisher Pivots for day following 26-Aug-2020
Pivot 1 day 3 day
R1 43.39 43.26
PP 43.39 43.13
S1 43.39 43.01

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

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