NYMEX Light Sweet Crude Oil Future December 2020


Trading Metrics calculated at close of trading on 20-Oct-2020
Day Change Summary
Previous Current
19-Oct-2020 20-Oct-2020 Change Change % Previous Week
Open 40.92 40.93 0.01 0.0% 40.72
High 41.46 41.90 0.44 1.1% 41.57
Low 40.77 40.46 -0.31 -0.8% 39.36
Close 41.06 41.70 0.64 1.6% 41.12
Range 0.69 1.44 0.75 108.7% 2.21
ATR 1.48 1.47 0.00 -0.2% 0.00
Volume 314,646 360,574 45,928 14.6% 1,238,335
Daily Pivots for day following 20-Oct-2020
Classic Woodie Camarilla DeMark
R4 45.67 45.13 42.49
R3 44.23 43.69 42.10
R2 42.79 42.79 41.96
R1 42.25 42.25 41.83 42.52
PP 41.35 41.35 41.35 41.49
S1 40.81 40.81 41.57 41.08
S2 39.91 39.91 41.44
S3 38.47 39.37 41.30
S4 37.03 37.93 40.91
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 41.90 39.52 2.38 5.7% 1.29 3.1% 92% True False 295,638
10 41.90 39.36 2.54 6.1% 1.26 3.0% 92% True False 258,052
20 41.90 36.93 4.97 11.9% 1.52 3.6% 96% True False 194,544
40 44.33 36.93 7.40 17.7% 1.49 3.6% 64% False False 158,986
60 44.33 36.93 7.40 17.7% 1.38 3.3% 64% False False 132,870
80 44.33 36.93 7.40 17.7% 1.33 3.2% 64% False False 117,070
100 44.33 35.72 8.61 20.6% 1.45 3.5% 69% False False 109,037
120 44.33 27.57 16.76 40.2% 1.55 3.7% 84% False False 105,173
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.23
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 48.02
2.618 45.67
1.618 44.23
1.000 43.34
0.618 42.79
HIGH 41.90
0.618 41.35
0.500 41.18
0.382 41.01
LOW 40.46
0.618 39.57
1.000 39.02
1.618 38.13
2.618 36.69
4.250 34.34
Fisher Pivots for day following 20-Oct-2020
Pivot 1 day 3 day
R1 41.53 41.51
PP 41.35 41.31
S1 41.18 41.12

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

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