NYMEX Light Sweet Crude Oil Future October 2020


Trading Metrics calculated at close of trading on 13-Jul-2020
Day Change Summary
Previous Current
10-Jul-2020 13-Jul-2020 Change Change % Previous Week
Open 40.02 40.77 0.75 1.9% 40.57
High 41.07 41.06 -0.01 0.0% 41.34
Low 39.00 39.90 0.90 2.3% 39.00
Close 40.94 40.49 -0.45 -1.1% 40.94
Range 2.07 1.16 -0.91 -44.0% 2.34
ATR 1.77 1.73 -0.04 -2.5% 0.00
Volume 69,157 77,886 8,729 12.6% 317,004
Daily Pivots for day following 13-Jul-2020
Classic Woodie Camarilla DeMark
R4 43.96 43.39 41.13
R3 42.80 42.23 40.81
R2 41.64 41.64 40.70
R1 41.07 41.07 40.60 40.78
PP 40.48 40.48 40.48 40.34
S1 39.91 39.91 40.38 39.62
S2 39.32 39.32 40.28
S3 38.16 38.75 40.17
S4 37.00 37.59 39.85
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 41.28 39.00 2.28 5.6% 1.31 3.2% 65% False False 61,959
10 41.34 37.89 3.45 8.5% 1.39 3.4% 75% False False 73,051
20 41.84 35.28 6.56 16.2% 1.72 4.2% 79% False False 56,112
40 41.84 29.67 12.17 30.1% 1.89 4.7% 89% False False 44,774
60 41.84 23.26 18.58 45.9% 2.08 5.1% 93% False False 44,621
80 41.84 23.26 18.58 45.9% 2.14 5.3% 93% False False 40,721
100 54.30 23.26 31.04 76.7% 2.27 5.6% 56% False False 38,617
120 56.11 23.26 32.85 81.1% 2.09 5.2% 52% False False 34,560
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.41
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 45.99
2.618 44.10
1.618 42.94
1.000 42.22
0.618 41.78
HIGH 41.06
0.618 40.62
0.500 40.48
0.382 40.34
LOW 39.90
0.618 39.18
1.000 38.74
1.618 38.02
2.618 36.86
4.250 34.97
Fisher Pivots for day following 13-Jul-2020
Pivot 1 day 3 day
R1 40.49 40.37
PP 40.48 40.25
S1 40.48 40.13

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

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