NYMEX Light Sweet Crude Oil Future October 2020


Trading Metrics calculated at close of trading on 25-Jun-2020
Day Change Summary
Previous Current
24-Jun-2020 25-Jun-2020 Change Change % Previous Week
Open 40.28 38.44 -1.84 -4.6% 36.50
High 40.80 39.52 -1.28 -3.1% 40.71
Low 37.71 37.56 -0.15 -0.4% 35.28
Close 38.39 39.08 0.69 1.8% 40.02
Range 3.09 1.96 -1.13 -36.6% 5.43
ATR 2.17 2.16 -0.02 -0.7% 0.00
Volume 53,713 57,261 3,548 6.6% 169,654
Daily Pivots for day following 25-Jun-2020
Classic Woodie Camarilla DeMark
R4 44.60 43.80 40.16
R3 42.64 41.84 39.62
R2 40.68 40.68 39.44
R1 39.88 39.88 39.26 40.28
PP 38.72 38.72 38.72 38.92
S1 37.92 37.92 38.90 38.32
S2 36.76 36.76 38.72
S3 34.80 35.96 38.54
S4 32.84 34.00 38.00
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 37.56 4.28 11.0% 2.11 5.4% 36% False True 46,537
10 41.84 35.25 6.59 16.9% 2.13 5.4% 58% False False 38,367
20 41.84 33.65 8.19 21.0% 2.08 5.3% 66% False False 35,960
40 41.84 25.68 16.16 41.4% 2.09 5.4% 83% False False 37,316
60 41.84 23.26 18.58 47.5% 2.26 5.8% 85% False False 37,284
80 48.81 23.26 25.55 65.4% 2.42 6.2% 62% False False 36,554
100 54.30 23.26 31.04 79.4% 2.23 5.7% 51% False False 32,822
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.65
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 47.85
2.618 44.65
1.618 42.69
1.000 41.48
0.618 40.73
HIGH 39.52
0.618 38.77
0.500 38.54
0.382 38.31
LOW 37.56
0.618 36.35
1.000 35.60
1.618 34.39
2.618 32.43
4.250 29.23
Fisher Pivots for day following 25-Jun-2020
Pivot 1 day 3 day
R1 38.90 39.70
PP 38.72 39.49
S1 38.54 39.29

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

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