NYMEX Light Sweet Crude Oil Future October 2020


Trading Metrics calculated at close of trading on 30-Jun-2020
Day Change Summary
Previous Current
29-Jun-2020 30-Jun-2020 Change Change % Previous Week
Open 38.30 39.86 1.56 4.1% 39.32
High 40.11 40.23 0.12 0.3% 41.84
Low 37.89 39.10 1.21 3.2% 37.56
Close 39.92 39.48 -0.44 -1.1% 38.80
Range 2.22 1.13 -1.09 -49.1% 4.28
ATR 2.12 2.05 -0.07 -3.3% 0.00
Volume 50,115 131,020 80,905 161.4% 222,075
Daily Pivots for day following 30-Jun-2020
Classic Woodie Camarilla DeMark
R4 42.99 42.37 40.10
R3 41.86 41.24 39.79
R2 40.73 40.73 39.69
R1 40.11 40.11 39.58 39.86
PP 39.60 39.60 39.60 39.48
S1 38.98 38.98 39.38 38.73
S2 38.47 38.47 39.27
S3 37.34 37.85 39.17
S4 36.21 36.72 38.86
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 40.80 37.56 3.24 8.2% 1.98 5.0% 59% False False 66,304
10 41.84 37.56 4.28 10.8% 1.84 4.7% 45% False False 51,617
20 41.84 35.25 6.59 16.7% 2.03 5.1% 64% False False 42,743
40 41.84 27.67 14.17 35.9% 2.03 5.1% 83% False False 39,405
60 41.84 23.26 18.58 47.1% 2.19 5.5% 87% False False 38,625
80 41.84 23.26 18.58 47.1% 2.39 6.1% 87% False False 38,420
100 54.30 23.26 31.04 78.6% 2.23 5.7% 52% False False 34,452
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.50
Narrowest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 45.03
2.618 43.19
1.618 42.06
1.000 41.36
0.618 40.93
HIGH 40.23
0.618 39.80
0.500 39.67
0.382 39.53
LOW 39.10
0.618 38.40
1.000 37.97
1.618 37.27
2.618 36.14
4.250 34.30
Fisher Pivots for day following 30-Jun-2020
Pivot 1 day 3 day
R1 39.67 39.34
PP 39.60 39.20
S1 39.54 39.06

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

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