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 307,494 251,057 -56,437 -18.4% 1,600,670
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 320,134
10 41.90 39.36 2.54 6.4% 1.35 3.4% 19% False False 283,900
20 41.90 36.93 4.97 12.5% 1.56 3.9% 59% False False 228,562
40 44.19 36.93 7.26 18.2% 1.53 3.8% 40% False False 174,744
60 44.33 36.93 7.40 18.6% 1.38 3.5% 39% False False 144,819
80 44.33 36.93 7.40 18.6% 1.33 3.3% 39% False False 125,741
100 44.33 35.72 8.61 21.6% 1.45 3.6% 48% False False 115,746
120 44.33 29.63 14.70 36.9% 1.52 3.8% 70% False False 109,942
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

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

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