NYMEX Light Sweet Crude Oil Future October 2020


Trading Metrics calculated at close of trading on 09-Jul-2020
Day Change Summary
Previous Current
08-Jul-2020 09-Jul-2020 Change Change % Previous Week
Open 40.71 41.16 0.45 1.1% 38.30
High 41.28 41.25 -0.03 -0.1% 40.99
Low 40.54 39.64 -0.90 -2.2% 37.89
Close 41.18 40.02 -1.16 -2.8% 40.91
Range 0.74 1.61 0.87 117.6% 3.10
ATR 1.76 1.75 -0.01 -0.6% 0.00
Volume 49,914 68,894 18,980 38.0% 335,621
Daily Pivots for day following 09-Jul-2020
Classic Woodie Camarilla DeMark
R4 45.13 44.19 40.91
R3 43.52 42.58 40.46
R2 41.91 41.91 40.32
R1 40.97 40.97 40.17 40.64
PP 40.30 40.30 40.30 40.14
S1 39.36 39.36 39.87 39.03
S2 38.69 38.69 39.72
S3 37.08 37.75 39.58
S4 35.47 36.14 39.13
Weekly Pivots for week ending 03-Jul-2020
Classic Woodie Camarilla DeMark
R4 49.23 48.17 42.62
R3 46.13 45.07 41.76
R2 43.03 43.03 41.48
R1 41.97 41.97 41.19 42.50
PP 39.93 39.93 39.93 40.20
S1 38.87 38.87 40.63 39.40
S2 36.83 36.83 40.34
S3 33.73 35.77 40.06
S4 30.63 32.67 39.21
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 41.34 39.64 1.70 4.2% 1.17 2.9% 22% False True 63,254
10 41.34 37.56 3.78 9.4% 1.41 3.5% 65% False False 68,014
20 41.84 35.25 6.59 16.5% 1.83 4.6% 72% False False 52,722
40 41.84 28.25 13.59 34.0% 1.89 4.7% 87% False False 43,198
60 41.84 23.26 18.58 46.4% 2.11 5.3% 90% False False 42,734
80 41.84 23.26 18.58 46.4% 2.20 5.5% 90% False False 39,657
100 54.30 23.26 31.04 77.6% 2.25 5.6% 54% False False 37,336
120 56.82 23.26 33.56 83.9% 2.08 5.2% 50% False False 33,510
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 0.40
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 48.09
2.618 45.46
1.618 43.85
1.000 42.86
0.618 42.24
HIGH 41.25
0.618 40.63
0.500 40.45
0.382 40.26
LOW 39.64
0.618 38.65
1.000 38.03
1.618 37.04
2.618 35.43
4.250 32.80
Fisher Pivots for day following 09-Jul-2020
Pivot 1 day 3 day
R1 40.45 40.46
PP 40.30 40.31
S1 40.16 40.17

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

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