NYMEX Light Sweet Crude Oil Future December 2020


Trading Metrics calculated at close of trading on 23-Oct-2020
Day Change Summary
Previous Current
22-Oct-2020 23-Oct-2020 Change Change % Previous Week
Open 40.04 40.61 0.57 1.4% 40.92
High 41.02 40.92 -0.10 -0.2% 41.90
Low 39.71 39.57 -0.14 -0.4% 39.57
Close 40.64 39.85 -0.79 -1.9% 39.85
Range 1.31 1.35 0.04 3.1% 2.33
ATR 1.49 1.48 -0.01 -0.7% 0.00
Volume 307,494 268,931 -38,563 -12.5% 1,618,544
Daily Pivots for day following 23-Oct-2020
Classic Woodie Camarilla DeMark
R4 44.16 43.36 40.59
R3 42.81 42.01 40.22
R2 41.46 41.46 40.10
R1 40.66 40.66 39.97 40.39
PP 40.11 40.11 40.11 39.98
S1 39.31 39.31 39.73 39.04
S2 38.76 38.76 39.60
S3 37.41 37.96 39.48
S4 36.06 36.61 39.11
Weekly Pivots for week ending 23-Oct-2020
Classic Woodie Camarilla DeMark
R4 47.43 45.97 41.13
R3 45.10 43.64 40.49
R2 42.77 42.77 40.28
R1 41.31 41.31 40.06 40.88
PP 40.44 40.44 40.44 40.22
S1 38.98 38.98 39.64 38.55
S2 38.11 38.11 39.42
S3 35.78 36.65 39.21
S4 33.45 34.32 38.57
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 41.90 39.57 2.33 5.8% 1.32 3.3% 12% False True 323,708
10 41.90 39.36 2.54 6.4% 1.35 3.4% 19% False False 285,687
20 41.90 36.93 4.97 12.5% 1.56 3.9% 59% False False 229,455
40 44.19 36.93 7.26 18.2% 1.53 3.8% 40% False False 175,191
60 44.33 36.93 7.40 18.6% 1.38 3.5% 39% False False 145,117
80 44.33 36.93 7.40 18.6% 1.33 3.3% 39% False False 125,965
100 44.33 35.72 8.61 21.6% 1.45 3.6% 48% False False 115,925
120 44.33 29.63 14.70 36.9% 1.52 3.8% 70% False False 110,090
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.25
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 46.66
2.618 44.45
1.618 43.10
1.000 42.27
0.618 41.75
HIGH 40.92
0.618 40.40
0.500 40.25
0.382 40.09
LOW 39.57
0.618 38.74
1.000 38.22
1.618 37.39
2.618 36.04
4.250 33.83
Fisher Pivots for day following 23-Oct-2020
Pivot 1 day 3 day
R1 40.25 40.58
PP 40.11 40.34
S1 39.98 40.09

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

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