NYMEX Light Sweet Crude Oil Future December 2020


Trading Metrics calculated at close of trading on 16-Oct-2020
Day Change Summary
Previous Current
15-Oct-2020 16-Oct-2020 Change Change % Previous Week
Open 41.43 41.16 -0.27 -0.7% 40.72
High 41.57 41.30 -0.27 -0.6% 41.57
Low 39.52 40.34 0.82 2.1% 39.36
Close 41.24 41.12 -0.12 -0.3% 41.12
Range 2.05 0.96 -1.09 -53.2% 2.21
ATR 1.58 1.54 -0.04 -2.8% 0.00
Volume 281,940 256,540 -25,400 -9.0% 1,238,335
Daily Pivots for day following 16-Oct-2020
Classic Woodie Camarilla DeMark
R4 43.80 43.42 41.65
R3 42.84 42.46 41.38
R2 41.88 41.88 41.30
R1 41.50 41.50 41.21 41.21
PP 40.92 40.92 40.92 40.78
S1 40.54 40.54 41.03 40.25
S2 39.96 39.96 40.94
S3 39.00 39.58 40.86
S4 38.04 38.62 40.59
Weekly Pivots for week ending 16-Oct-2020
Classic Woodie Camarilla DeMark
R4 47.31 46.43 42.34
R3 45.10 44.22 41.73
R2 42.89 42.89 41.53
R1 42.01 42.01 41.32 42.45
PP 40.68 40.68 40.68 40.91
S1 39.80 39.80 40.92 40.24
S2 38.47 38.47 40.71
S3 36.26 37.59 40.51
S4 34.05 35.38 39.90
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 41.57 39.36 2.21 5.4% 1.37 3.3% 80% False False 247,667
10 41.74 37.32 4.42 10.7% 1.49 3.6% 86% False False 226,732
20 41.78 36.93 4.85 11.8% 1.59 3.9% 86% False False 169,590
40 44.33 36.93 7.40 18.0% 1.49 3.6% 57% False False 146,327
60 44.33 36.93 7.40 18.0% 1.38 3.3% 57% False False 123,966
80 44.33 36.93 7.40 18.0% 1.34 3.3% 57% False False 110,437
100 44.33 33.53 10.80 26.3% 1.48 3.6% 70% False False 103,871
120 44.33 27.08 17.25 42.0% 1.56 3.8% 81% False False 101,290
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 0.19
Narrowest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 45.38
2.618 43.81
1.618 42.85
1.000 42.26
0.618 41.89
HIGH 41.30
0.618 40.93
0.500 40.82
0.382 40.71
LOW 40.34
0.618 39.75
1.000 39.38
1.618 38.79
2.618 37.83
4.250 36.26
Fisher Pivots for day following 16-Oct-2020
Pivot 1 day 3 day
R1 41.02 40.93
PP 40.92 40.74
S1 40.82 40.55

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

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