NYMEX Light Sweet Crude Oil Future October 2020


Trading Metrics calculated at close of trading on 14-Sep-2020
Day Change Summary
Previous Current
11-Sep-2020 14-Sep-2020 Change Change % Previous Week
Open 37.01 37.32 0.31 0.8% 39.48
High 37.82 37.68 -0.14 -0.4% 39.59
Low 36.67 36.82 0.15 0.4% 36.13
Close 37.33 37.26 -0.07 -0.2% 37.33
Range 1.15 0.86 -0.29 -25.2% 3.46
ATR 1.49 1.44 -0.04 -3.0% 0.00
Volume 363,787 347,563 -16,224 -4.5% 1,907,673
Daily Pivots for day following 14-Sep-2020
Classic Woodie Camarilla DeMark
R4 39.83 39.41 37.73
R3 38.97 38.55 37.50
R2 38.11 38.11 37.42
R1 37.69 37.69 37.34 37.47
PP 37.25 37.25 37.25 37.15
S1 36.83 36.83 37.18 36.61
S2 36.39 36.39 37.10
S3 35.53 35.97 37.02
S4 34.67 35.11 36.79
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 39.59 36.13 3.46 9.3% 1.80 4.8% 33% False False 451,047
10 43.57 36.13 7.44 20.0% 1.68 4.5% 15% False False 406,084
20 43.78 36.13 7.65 20.5% 1.35 3.6% 15% False False 352,400
40 43.78 36.13 7.65 20.5% 1.31 3.5% 15% False False 242,624
60 43.78 36.13 7.65 20.5% 1.38 3.7% 15% False False 182,606
80 43.78 32.33 11.45 30.7% 1.56 4.2% 43% False False 145,131
100 43.78 24.78 19.00 51.0% 1.65 4.4% 66% False False 124,200
120 43.78 23.26 20.52 55.1% 1.79 4.8% 68% False False 109,088
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.33
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 41.34
2.618 39.93
1.618 39.07
1.000 38.54
0.618 38.21
HIGH 37.68
0.618 37.35
0.500 37.25
0.382 37.15
LOW 36.82
0.618 36.29
1.000 35.96
1.618 35.43
2.618 34.57
4.250 33.17
Fisher Pivots for day following 14-Sep-2020
Pivot 1 day 3 day
R1 37.26 37.43
PP 37.25 37.37
S1 37.25 37.32

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

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