NYMEX Light Sweet Crude Oil Future October 2020


Trading Metrics calculated at close of trading on 28-Aug-2020
Day Change Summary
Previous Current
27-Aug-2020 28-Aug-2020 Change Change % Previous Week
Open 43.45 42.98 -0.47 -1.1% 42.48
High 43.50 43.42 -0.08 -0.2% 43.78
Low 42.36 42.69 0.33 0.8% 42.23
Close 43.04 42.97 -0.07 -0.2% 42.97
Range 1.14 0.73 -0.41 -36.0% 1.55
ATR 1.19 1.16 -0.03 -2.8% 0.00
Volume 320,968 272,800 -48,168 -15.0% 1,481,542
Daily Pivots for day following 28-Aug-2020
Classic Woodie Camarilla DeMark
R4 45.22 44.82 43.37
R3 44.49 44.09 43.17
R2 43.76 43.76 43.10
R1 43.36 43.36 43.04 43.20
PP 43.03 43.03 43.03 42.94
S1 42.63 42.63 42.90 42.47
S2 42.30 42.30 42.84
S3 41.57 41.90 42.77
S4 40.84 41.17 42.57
Weekly Pivots for week ending 28-Aug-2020
Classic Woodie Camarilla DeMark
R4 47.64 46.86 43.82
R3 46.09 45.31 43.40
R2 44.54 44.54 43.25
R1 43.76 43.76 43.11 44.15
PP 42.99 42.99 42.99 43.19
S1 42.21 42.21 42.83 42.60
S2 41.44 41.44 42.69
S3 39.89 40.66 42.54
S4 38.34 39.11 42.12
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 43.78 42.23 1.55 3.6% 0.91 2.1% 48% False False 296,308
10 43.78 41.46 2.32 5.4% 1.01 2.4% 65% False False 298,717
20 43.78 39.89 3.89 9.1% 1.16 2.7% 79% False False 232,174
40 43.78 39.00 4.78 11.1% 1.19 2.8% 83% False False 157,195
60 43.78 35.25 8.53 19.9% 1.47 3.4% 91% False False 120,612
80 43.78 28.20 15.58 36.3% 1.57 3.7% 95% False False 99,176
100 43.78 23.26 20.52 47.8% 1.77 4.1% 96% False False 87,147
120 43.78 23.26 20.52 47.8% 1.92 4.5% 96% False False 78,371
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.21
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 46.52
2.618 45.33
1.618 44.60
1.000 44.15
0.618 43.87
HIGH 43.42
0.618 43.14
0.500 43.06
0.382 42.97
LOW 42.69
0.618 42.24
1.000 41.96
1.618 41.51
2.618 40.78
4.250 39.59
Fisher Pivots for day following 28-Aug-2020
Pivot 1 day 3 day
R1 43.06 43.07
PP 43.03 43.04
S1 43.00 43.00

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

View Archives - Comment on this page... - Back to Index of Symbols