NYMEX Light Sweet Crude Oil Future October 2020


Trading Metrics calculated at close of trading on 02-Sep-2020
Day Change Summary
Previous Current
01-Sep-2020 02-Sep-2020 Change Change % Previous Week
Open 42.83 43.02 0.19 0.4% 42.48
High 43.43 43.21 -0.22 -0.5% 43.78
Low 42.72 41.23 -1.49 -3.5% 42.23
Close 42.76 41.51 -1.25 -2.9% 42.97
Range 0.71 1.98 1.27 178.9% 1.55
ATR 1.13 1.19 0.06 5.4% 0.00
Volume 285,146 421,771 136,625 47.9% 1,481,542
Daily Pivots for day following 02-Sep-2020
Classic Woodie Camarilla DeMark
R4 47.92 46.70 42.60
R3 45.94 44.72 42.05
R2 43.96 43.96 41.87
R1 42.74 42.74 41.69 42.36
PP 41.98 41.98 41.98 41.80
S1 40.76 40.76 41.33 40.38
S2 40.00 40.00 41.15
S3 38.02 38.78 40.97
S4 36.04 36.80 40.42
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 43.57 41.23 2.34 5.6% 1.11 2.7% 12% False True 307,512
10 43.78 41.23 2.55 6.1% 1.11 2.7% 11% False True 314,777
20 43.78 41.23 2.55 6.1% 1.07 2.6% 11% False True 252,530
40 43.78 39.00 4.78 11.5% 1.21 2.9% 53% False False 176,316
60 43.78 35.25 8.53 20.5% 1.42 3.4% 73% False False 134,395
80 43.78 28.25 15.53 37.4% 1.54 3.7% 85% False False 109,437
100 43.78 23.26 20.52 49.4% 1.75 4.2% 89% False False 95,794
120 43.78 23.26 20.52 49.4% 1.88 4.5% 89% False False 84,858
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.19
Widest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 51.63
2.618 48.39
1.618 46.41
1.000 45.19
0.618 44.43
HIGH 43.21
0.618 42.45
0.500 42.22
0.382 41.99
LOW 41.23
0.618 40.01
1.000 39.25
1.618 38.03
2.618 36.05
4.250 32.82
Fisher Pivots for day following 02-Sep-2020
Pivot 1 day 3 day
R1 42.22 42.40
PP 41.98 42.10
S1 41.75 41.81

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

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