NYMEX Light Sweet Crude Oil Future October 2020


Trading Metrics calculated at close of trading on 27-Aug-2020
Day Change Summary
Previous Current
26-Aug-2020 27-Aug-2020 Change Change % Previous Week
Open 43.39 43.45 0.06 0.1% 42.45
High 43.78 43.50 -0.28 -0.6% 43.29
Low 43.00 42.36 -0.64 -1.5% 41.46
Close 43.39 43.04 -0.35 -0.8% 42.34
Range 0.78 1.14 0.36 46.2% 1.83
ATR 1.20 1.19 0.00 -0.3% 0.00
Volume 262,243 320,968 58,725 22.4% 1,505,628
Daily Pivots for day following 27-Aug-2020
Classic Woodie Camarilla DeMark
R4 46.39 45.85 43.67
R3 45.25 44.71 43.35
R2 44.11 44.11 43.25
R1 43.57 43.57 43.14 43.27
PP 42.97 42.97 42.97 42.82
S1 42.43 42.43 42.94 42.13
S2 41.83 41.83 42.83
S3 40.69 41.29 42.73
S4 39.55 40.15 42.41
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 5.4% 1.07 2.5% 68% False False 310,822
10 43.78 41.46 2.32 5.4% 1.03 2.4% 68% False False 289,474
20 43.78 39.89 3.89 9.0% 1.17 2.7% 81% False False 223,662
40 43.78 39.00 4.78 11.1% 1.20 2.8% 85% False False 152,086
60 43.78 35.25 8.53 19.8% 1.47 3.4% 91% False False 116,448
80 43.78 28.20 15.58 36.2% 1.60 3.7% 95% False False 96,192
100 43.78 23.26 20.52 47.7% 1.78 4.1% 96% False False 84,573
120 43.78 23.26 20.52 47.7% 1.94 4.5% 96% False False 76,371
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 0.21
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 48.35
2.618 46.48
1.618 45.34
1.000 44.64
0.618 44.20
HIGH 43.50
0.618 43.06
0.500 42.93
0.382 42.80
LOW 42.36
0.618 41.66
1.000 41.22
1.618 40.52
2.618 39.38
4.250 37.52
Fisher Pivots for day following 27-Aug-2020
Pivot 1 day 3 day
R1 43.00 43.05
PP 42.97 43.04
S1 42.93 43.04

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

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