NYMEX Light Sweet Crude Oil Future October 2020


Trading Metrics calculated at close of trading on 03-Sep-2020
Day Change Summary
Previous Current
02-Sep-2020 03-Sep-2020 Change Change % Previous Week
Open 43.02 41.63 -1.39 -3.2% 42.48
High 43.21 41.79 -1.42 -3.3% 43.78
Low 41.23 40.22 -1.01 -2.4% 42.23
Close 41.51 41.37 -0.14 -0.3% 42.97
Range 1.98 1.57 -0.41 -20.7% 1.55
ATR 1.19 1.21 0.03 2.3% 0.00
Volume 421,771 417,634 -4,137 -1.0% 1,481,542
Daily Pivots for day following 03-Sep-2020
Classic Woodie Camarilla DeMark
R4 45.84 45.17 42.23
R3 44.27 43.60 41.80
R2 42.70 42.70 41.66
R1 42.03 42.03 41.51 41.58
PP 41.13 41.13 41.13 40.90
S1 40.46 40.46 41.23 40.01
S2 39.56 39.56 41.08
S3 37.99 38.89 40.94
S4 36.42 37.32 40.51
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 40.22 3.35 8.1% 1.20 2.9% 34% False True 326,845
10 43.78 40.22 3.56 8.6% 1.13 2.7% 32% False True 318,833
20 43.78 40.22 3.56 8.6% 1.10 2.7% 32% False True 267,654
40 43.78 39.00 4.78 11.6% 1.21 2.9% 50% False False 185,035
60 43.78 35.25 8.53 20.6% 1.42 3.4% 72% False False 140,930
80 43.78 28.25 15.53 37.5% 1.55 3.7% 84% False False 114,116
100 43.78 23.26 20.52 49.6% 1.75 4.2% 88% False False 99,654
120 43.78 23.26 20.52 49.6% 1.87 4.5% 88% False False 88,116
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 0.21
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 48.46
2.618 45.90
1.618 44.33
1.000 43.36
0.618 42.76
HIGH 41.79
0.618 41.19
0.500 41.01
0.382 40.82
LOW 40.22
0.618 39.25
1.000 38.65
1.618 37.68
2.618 36.11
4.250 33.55
Fisher Pivots for day following 03-Sep-2020
Pivot 1 day 3 day
R1 41.25 41.83
PP 41.13 41.67
S1 41.01 41.52

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

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