NYMEX Light Sweet Crude Oil Future October 2020


Trading Metrics calculated at close of trading on 10-Jul-2020
Day Change Summary
Previous Current
09-Jul-2020 10-Jul-2020 Change Change % Previous Week
Open 41.16 40.02 -1.14 -2.8% 40.57
High 41.25 41.07 -0.18 -0.4% 41.34
Low 39.64 39.00 -0.64 -1.6% 39.00
Close 40.02 40.94 0.92 2.3% 40.94
Range 1.61 2.07 0.46 28.6% 2.34
ATR 1.75 1.77 0.02 1.3% 0.00
Volume 68,894 69,157 263 0.4% 317,004
Daily Pivots for day following 10-Jul-2020
Classic Woodie Camarilla DeMark
R4 46.55 45.81 42.08
R3 44.48 43.74 41.51
R2 42.41 42.41 41.32
R1 41.67 41.67 41.13 42.04
PP 40.34 40.34 40.34 40.52
S1 39.60 39.60 40.75 39.97
S2 38.27 38.27 40.56
S3 36.20 37.53 40.37
S4 34.13 35.46 39.80
Weekly Pivots for week ending 10-Jul-2020
Classic Woodie Camarilla DeMark
R4 47.45 46.53 42.23
R3 45.11 44.19 41.58
R2 42.77 42.77 41.37
R1 41.85 41.85 41.15 42.31
PP 40.43 40.43 40.43 40.66
S1 39.51 39.51 40.73 39.97
S2 38.09 38.09 40.51
S3 35.75 37.17 40.30
S4 33.41 34.83 39.65
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 41.34 39.00 2.34 5.7% 1.33 3.2% 83% False True 63,400
10 41.34 37.89 3.45 8.4% 1.42 3.5% 88% False False 69,203
20 41.84 35.25 6.59 16.1% 1.78 4.3% 86% False False 53,785
40 41.84 28.30 13.54 33.1% 1.91 4.7% 93% False False 43,775
60 41.84 23.26 18.58 45.4% 2.10 5.1% 95% False False 43,617
80 41.84 23.26 18.58 45.4% 2.20 5.4% 95% False False 40,257
100 54.30 23.26 31.04 75.8% 2.27 5.5% 57% False False 37,946
120 56.82 23.26 33.56 82.0% 2.09 5.1% 53% False False 34,058
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 True
Bear Hook False
Bull Hook False
Stretch 0.41
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 49.87
2.618 46.49
1.618 44.42
1.000 43.14
0.618 42.35
HIGH 41.07
0.618 40.28
0.500 40.04
0.382 39.79
LOW 39.00
0.618 37.72
1.000 36.93
1.618 35.65
2.618 33.58
4.250 30.20
Fisher Pivots for day following 10-Jul-2020
Pivot 1 day 3 day
R1 40.64 40.67
PP 40.34 40.41
S1 40.04 40.14

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

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