NYMEX Light Sweet Crude Oil Future October 2020


Trading Metrics calculated at close of trading on 24-Jun-2020
Day Change Summary
Previous Current
23-Jun-2020 24-Jun-2020 Change Change % Previous Week
Open 40.90 40.28 -0.62 -1.5% 36.50
High 41.84 40.80 -1.04 -2.5% 40.71
Low 40.02 37.71 -2.31 -5.8% 35.28
Close 40.63 38.39 -2.24 -5.5% 40.02
Range 1.82 3.09 1.27 69.8% 5.43
ATR 2.10 2.17 0.07 3.4% 0.00
Volume 33,300 53,713 20,413 61.3% 169,654
Daily Pivots for day following 24-Jun-2020
Classic Woodie Camarilla DeMark
R4 48.24 46.40 40.09
R3 45.15 43.31 39.24
R2 42.06 42.06 38.96
R1 40.22 40.22 38.67 39.60
PP 38.97 38.97 38.97 38.65
S1 37.13 37.13 38.11 36.51
S2 35.88 35.88 37.82
S3 32.79 34.04 37.54
S4 29.70 30.95 36.69
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 37.71 4.13 10.8% 2.04 5.3% 16% False True 41,989
10 41.84 35.25 6.59 17.2% 2.25 5.9% 48% False False 37,431
20 41.84 32.66 9.18 23.9% 2.11 5.5% 62% False False 34,612
40 41.84 25.00 16.84 43.9% 2.08 5.4% 80% False False 37,244
60 41.84 23.26 18.58 48.4% 2.25 5.9% 81% False False 36,609
80 49.00 23.26 25.74 67.0% 2.42 6.3% 59% False False 35,984
100 54.30 23.26 31.04 80.9% 2.23 5.8% 49% False False 32,400
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 9 trading days
Fibonacci Retracements and Extensions
4.250 53.93
2.618 48.89
1.618 45.80
1.000 43.89
0.618 42.71
HIGH 40.80
0.618 39.62
0.500 39.26
0.382 38.89
LOW 37.71
0.618 35.80
1.000 34.62
1.618 32.71
2.618 29.62
4.250 24.58
Fisher Pivots for day following 24-Jun-2020
Pivot 1 day 3 day
R1 39.26 39.78
PP 38.97 39.31
S1 38.68 38.85

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

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