NYMEX Light Sweet Crude Oil Future October 2020


Trading Metrics calculated at close of trading on 29-Jun-2020
Day Change Summary
Previous Current
26-Jun-2020 29-Jun-2020 Change Change % Previous Week
Open 39.36 38.30 -1.06 -2.7% 39.32
High 39.64 40.11 0.47 1.2% 41.84
Low 38.15 37.89 -0.26 -0.7% 37.56
Close 38.80 39.92 1.12 2.9% 38.80
Range 1.49 2.22 0.73 49.0% 4.28
ATR 2.11 2.12 0.01 0.4% 0.00
Volume 39,414 50,115 10,701 27.2% 222,075
Daily Pivots for day following 29-Jun-2020
Classic Woodie Camarilla DeMark
R4 45.97 45.16 41.14
R3 43.75 42.94 40.53
R2 41.53 41.53 40.33
R1 40.72 40.72 40.12 41.13
PP 39.31 39.31 39.31 39.51
S1 38.50 38.50 39.72 38.91
S2 37.09 37.09 39.51
S3 34.87 36.28 39.31
S4 32.65 34.06 38.70
Weekly Pivots for week ending 26-Jun-2020
Classic Woodie Camarilla DeMark
R4 52.24 49.80 41.15
R3 47.96 45.52 39.98
R2 43.68 43.68 39.58
R1 41.24 41.24 39.19 40.32
PP 39.40 39.40 39.40 38.94
S1 36.96 36.96 38.41 36.04
S2 35.12 35.12 38.02
S3 30.84 32.68 37.62
S4 26.56 28.40 36.45
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 10.7% 2.12 5.3% 55% False False 46,760
10 41.84 37.24 4.60 11.5% 1.99 5.0% 58% False False 41,328
20 41.84 35.25 6.59 16.5% 2.05 5.1% 71% False False 37,760
40 41.84 25.73 16.11 40.4% 2.06 5.2% 88% False False 37,168
60 41.84 23.26 18.58 46.5% 2.23 5.6% 90% False False 37,096
80 46.84 23.26 23.58 59.1% 2.43 6.1% 71% False False 37,350
100 54.30 23.26 31.04 77.8% 2.24 5.6% 54% False False 33,370
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.53
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 49.55
2.618 45.92
1.618 43.70
1.000 42.33
0.618 41.48
HIGH 40.11
0.618 39.26
0.500 39.00
0.382 38.74
LOW 37.89
0.618 36.52
1.000 35.67
1.618 34.30
2.618 32.08
4.250 28.46
Fisher Pivots for day following 29-Jun-2020
Pivot 1 day 3 day
R1 39.61 39.56
PP 39.31 39.20
S1 39.00 38.84

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

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