NYMEX Light Sweet Crude Oil Future October 2020


Trading Metrics calculated at close of trading on 14-Jul-2020
Day Change Summary
Previous Current
13-Jul-2020 14-Jul-2020 Change Change % Previous Week
Open 40.77 40.09 -0.68 -1.7% 40.57
High 41.06 40.97 -0.09 -0.2% 41.34
Low 39.90 39.51 -0.39 -1.0% 39.00
Close 40.49 40.73 0.24 0.6% 40.94
Range 1.16 1.46 0.30 25.9% 2.34
ATR 1.73 1.71 -0.02 -1.1% 0.00
Volume 77,886 66,218 -11,668 -15.0% 317,004
Daily Pivots for day following 14-Jul-2020
Classic Woodie Camarilla DeMark
R4 44.78 44.22 41.53
R3 43.32 42.76 41.13
R2 41.86 41.86 41.00
R1 41.30 41.30 40.86 41.58
PP 40.40 40.40 40.40 40.55
S1 39.84 39.84 40.60 40.12
S2 38.94 38.94 40.46
S3 37.48 38.38 40.33
S4 36.02 36.92 39.93
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% 1.41 3.5% 76% False False 66,413
10 41.34 39.00 2.34 5.7% 1.32 3.2% 74% False False 74,661
20 41.84 37.24 4.60 11.3% 1.65 4.1% 76% False False 57,995
40 41.84 31.30 10.54 25.9% 1.88 4.6% 89% False False 45,580
60 41.84 23.26 18.58 45.6% 2.09 5.1% 94% False False 45,451
80 41.84 23.26 18.58 45.6% 2.10 5.2% 94% False False 40,979
100 53.32 23.26 30.06 73.8% 2.27 5.6% 58% False False 39,180
120 54.51 23.26 31.25 76.7% 2.09 5.1% 56% False False 35,068
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.43
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 47.18
2.618 44.79
1.618 43.33
1.000 42.43
0.618 41.87
HIGH 40.97
0.618 40.41
0.500 40.24
0.382 40.07
LOW 39.51
0.618 38.61
1.000 38.05
1.618 37.15
2.618 35.69
4.250 33.31
Fisher Pivots for day following 14-Jul-2020
Pivot 1 day 3 day
R1 40.57 40.50
PP 40.40 40.27
S1 40.24 40.04

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.