NYMEX Light Sweet Crude Oil Future October 2020


Trading Metrics calculated at close of trading on 31-Aug-2020
Day Change Summary
Previous Current
28-Aug-2020 31-Aug-2020 Change Change % Previous Week
Open 42.98 42.91 -0.07 -0.2% 42.48
High 43.42 43.57 0.15 0.3% 43.78
Low 42.69 42.56 -0.13 -0.3% 42.23
Close 42.97 42.61 -0.36 -0.8% 42.97
Range 0.73 1.01 0.28 38.4% 1.55
ATR 1.16 1.15 -0.01 -0.9% 0.00
Volume 272,800 236,877 -35,923 -13.2% 1,481,542
Daily Pivots for day following 31-Aug-2020
Classic Woodie Camarilla DeMark
R4 45.94 45.29 43.17
R3 44.93 44.28 42.89
R2 43.92 43.92 42.80
R1 43.27 43.27 42.70 43.09
PP 42.91 42.91 42.91 42.83
S1 42.26 42.26 42.52 42.08
S2 41.90 41.90 42.42
S3 40.89 41.25 42.33
S4 39.88 40.24 42.05
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 42.31 1.47 3.4% 0.98 2.3% 20% False False 284,737
10 43.78 41.46 2.32 5.4% 1.00 2.3% 50% False False 303,094
20 43.78 40.43 3.35 7.9% 1.13 2.7% 65% False False 237,988
40 43.78 39.00 4.78 11.2% 1.19 2.8% 76% False False 160,990
60 43.78 35.25 8.53 20.0% 1.45 3.4% 86% False False 123,848
80 43.78 28.25 15.53 36.4% 1.55 3.6% 92% False False 101,619
100 43.78 23.26 20.52 48.2% 1.77 4.2% 94% False False 89,231
120 43.78 23.26 20.52 48.2% 1.90 4.5% 94% False False 80,050
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
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 47.86
2.618 46.21
1.618 45.20
1.000 44.58
0.618 44.19
HIGH 43.57
0.618 43.18
0.500 43.07
0.382 42.95
LOW 42.56
0.618 41.94
1.000 41.55
1.618 40.93
2.618 39.92
4.250 38.27
Fisher Pivots for day following 31-Aug-2020
Pivot 1 day 3 day
R1 43.07 42.97
PP 42.91 42.85
S1 42.76 42.73

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

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