NYMEX Light Sweet Crude Oil Future December 2020


Trading Metrics calculated at close of trading on 02-Oct-2020
Day Change Summary
Previous Current
01-Oct-2020 02-Oct-2020 Change Change % Previous Week
Open 40.15 38.92 -1.23 -3.1% 40.24
High 40.70 38.93 -1.77 -4.3% 41.06
Low 37.92 36.93 -0.99 -2.6% 36.93
Close 39.01 37.34 -1.67 -4.3% 37.34
Range 2.78 2.00 -0.78 -28.1% 4.13
ATR 1.55 1.59 0.04 2.4% 0.00
Volume 171,202 162,579 -8,623 -5.0% 703,243
Daily Pivots for day following 02-Oct-2020
Classic Woodie Camarilla DeMark
R4 43.73 42.54 38.44
R3 41.73 40.54 37.89
R2 39.73 39.73 37.71
R1 38.54 38.54 37.52 38.14
PP 37.73 37.73 37.73 37.53
S1 36.54 36.54 37.16 36.14
S2 35.73 35.73 36.97
S3 33.73 34.54 36.79
S4 31.73 32.54 36.24
Weekly Pivots for week ending 02-Oct-2020
Classic Woodie Camarilla DeMark
R4 50.83 48.22 39.61
R3 46.70 44.09 38.48
R2 42.57 42.57 38.10
R1 39.96 39.96 37.72 39.20
PP 38.44 38.44 38.44 38.07
S1 35.83 35.83 36.96 35.07
S2 34.31 34.31 36.58
S3 30.18 31.70 36.20
S4 26.05 27.57 35.07
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 41.06 36.93 4.13 11.1% 1.94 5.2% 10% False True 140,648
10 41.78 36.93 4.85 13.0% 1.69 4.5% 8% False True 112,448
20 42.56 36.93 5.63 15.1% 1.71 4.6% 7% False True 132,193
40 44.33 36.93 7.40 19.8% 1.37 3.7% 6% False True 108,275
60 44.33 36.93 7.40 19.8% 1.32 3.5% 6% False True 97,176
80 44.33 35.72 8.61 23.1% 1.43 3.8% 19% False False 91,709
100 44.33 29.68 14.65 39.2% 1.51 4.0% 52% False False 88,875
120 44.33 25.31 19.02 50.9% 1.67 4.5% 63% False False 91,103
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 0.34
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 47.43
2.618 44.17
1.618 42.17
1.000 40.93
0.618 40.17
HIGH 38.93
0.618 38.17
0.500 37.93
0.382 37.69
LOW 36.93
0.618 35.69
1.000 34.93
1.618 33.69
2.618 31.69
4.250 28.43
Fisher Pivots for day following 02-Oct-2020
Pivot 1 day 3 day
R1 37.93 38.82
PP 37.73 38.32
S1 37.54 37.83

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

View Archives - Comment on this page... - Back to Index of Symbols