NYMEX Light Sweet Crude Oil Future October 2020


Trading Metrics calculated at close of trading on 11-Sep-2020
Day Change Summary
Previous Current
10-Sep-2020 11-Sep-2020 Change Change % Previous Week
Open 37.80 37.01 -0.79 -2.1% 39.48
High 38.18 37.82 -0.36 -0.9% 39.59
Low 36.93 36.67 -0.26 -0.7% 36.13
Close 37.30 37.33 0.03 0.1% 37.33
Range 1.25 1.15 -0.10 -8.0% 3.46
ATR 1.51 1.49 -0.03 -1.7% 0.00
Volume 367,555 363,787 -3,768 -1.0% 1,907,673
Daily Pivots for day following 11-Sep-2020
Classic Woodie Camarilla DeMark
R4 40.72 40.18 37.96
R3 39.57 39.03 37.65
R2 38.42 38.42 37.54
R1 37.88 37.88 37.44 38.15
PP 37.27 37.27 37.27 37.41
S1 36.73 36.73 37.22 37.00
S2 36.12 36.12 37.12
S3 34.97 35.58 37.01
S4 33.82 34.43 36.70
Weekly Pivots for week ending 11-Sep-2020
Classic Woodie Camarilla DeMark
R4 48.06 46.16 39.23
R3 44.60 42.70 38.28
R2 41.14 41.14 37.96
R1 39.24 39.24 37.65 38.46
PP 37.68 37.68 37.68 37.30
S1 35.78 35.78 37.01 35.00
S2 34.22 34.22 36.70
S3 30.76 32.32 36.38
S4 27.30 28.86 35.43
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 41.87 36.13 5.74 15.4% 2.13 5.7% 21% False False 470,371
10 43.57 36.13 7.44 19.9% 1.67 4.5% 16% False False 398,608
20 43.78 36.13 7.65 20.5% 1.35 3.6% 16% False False 344,041
40 43.78 36.13 7.65 20.5% 1.31 3.5% 16% False False 235,404
60 43.78 36.13 7.65 20.5% 1.39 3.7% 16% False False 177,389
80 43.78 32.33 11.45 30.7% 1.57 4.2% 44% False False 141,144
100 43.78 23.26 20.52 55.0% 1.69 4.5% 69% False False 121,162
120 43.78 23.26 20.52 55.0% 1.79 4.8% 69% False False 106,324
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.32
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 42.71
2.618 40.83
1.618 39.68
1.000 38.97
0.618 38.53
HIGH 37.82
0.618 37.38
0.500 37.25
0.382 37.11
LOW 36.67
0.618 35.96
1.000 35.52
1.618 34.81
2.618 33.66
4.250 31.78
Fisher Pivots for day following 11-Sep-2020
Pivot 1 day 3 day
R1 37.30 37.32
PP 37.27 37.31
S1 37.25 37.31

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

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