NYMEX Light Sweet Crude Oil Future October 2020


Trading Metrics calculated at close of trading on 23-Jun-2020
Day Change Summary
Previous Current
22-Jun-2020 23-Jun-2020 Change Change % Previous Week
Open 39.32 40.90 1.58 4.0% 36.50
High 41.00 41.84 0.84 2.0% 40.71
Low 39.26 40.02 0.76 1.9% 35.28
Close 40.95 40.63 -0.32 -0.8% 40.02
Range 1.74 1.82 0.08 4.6% 5.43
ATR 2.12 2.10 -0.02 -1.0% 0.00
Volume 38,387 33,300 -5,087 -13.3% 169,654
Daily Pivots for day following 23-Jun-2020
Classic Woodie Camarilla DeMark
R4 46.29 45.28 41.63
R3 44.47 43.46 41.13
R2 42.65 42.65 40.96
R1 41.64 41.64 40.80 41.24
PP 40.83 40.83 40.83 40.63
S1 39.82 39.82 40.46 39.42
S2 39.01 39.01 40.30
S3 37.19 38.00 40.13
S4 35.37 36.18 39.63
Weekly Pivots for week ending 19-Jun-2020
Classic Woodie Camarilla DeMark
R4 54.96 52.92 43.01
R3 49.53 47.49 41.51
R2 44.10 44.10 41.02
R1 42.06 42.06 40.52 43.08
PP 38.67 38.67 38.67 39.18
S1 36.63 36.63 39.52 37.65
S2 33.24 33.24 39.02
S3 27.81 31.20 38.53
S4 22.38 25.77 37.03
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 41.84 37.86 3.98 9.8% 1.71 4.2% 70% True False 36,930
10 41.84 35.25 6.59 16.2% 2.14 5.3% 82% True False 34,610
20 41.84 32.66 9.18 22.6% 2.07 5.1% 87% True False 33,837
40 41.84 24.78 17.06 42.0% 2.05 5.0% 93% True False 37,262
60 41.84 23.26 18.58 45.7% 2.22 5.5% 93% True False 36,266
80 49.00 23.26 25.74 63.4% 2.43 6.0% 67% False False 35,611
100 54.30 23.26 31.04 76.4% 2.21 5.5% 56% False False 32,081
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 0.57
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 49.58
2.618 46.60
1.618 44.78
1.000 43.66
0.618 42.96
HIGH 41.84
0.618 41.14
0.500 40.93
0.382 40.72
LOW 40.02
0.618 38.90
1.000 38.20
1.618 37.08
2.618 35.26
4.250 32.29
Fisher Pivots for day following 23-Jun-2020
Pivot 1 day 3 day
R1 40.93 40.52
PP 40.83 40.42
S1 40.73 40.31

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

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