NYMEX Light Sweet Crude Oil Future October 2020


Trading Metrics calculated at close of trading on 15-Jul-2020
Day Change Summary
Previous Current
14-Jul-2020 15-Jul-2020 Change Change % Previous Week
Open 40.09 40.97 0.88 2.2% 40.57
High 40.97 41.61 0.64 1.6% 41.34
Low 39.51 40.51 1.00 2.5% 39.00
Close 40.73 41.57 0.84 2.1% 40.94
Range 1.46 1.10 -0.36 -24.7% 2.34
ATR 1.71 1.66 -0.04 -2.5% 0.00
Volume 66,218 72,851 6,633 10.0% 317,004
Daily Pivots for day following 15-Jul-2020
Classic Woodie Camarilla DeMark
R4 44.53 44.15 42.18
R3 43.43 43.05 41.87
R2 42.33 42.33 41.77
R1 41.95 41.95 41.67 42.14
PP 41.23 41.23 41.23 41.33
S1 40.85 40.85 41.47 41.04
S2 40.13 40.13 41.37
S3 39.03 39.75 41.27
S4 37.93 38.65 40.97
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 41.61 39.00 2.61 6.3% 1.48 3.6% 98% True False 71,001
10 41.61 39.00 2.61 6.3% 1.31 3.2% 98% True False 68,844
20 41.84 37.56 4.28 10.3% 1.58 3.8% 94% False False 60,230
40 41.84 32.33 9.51 22.9% 1.84 4.4% 97% False False 46,295
60 41.84 23.26 18.58 44.7% 2.07 5.0% 99% False False 45,969
80 41.84 23.26 18.58 44.7% 2.06 5.0% 99% False False 41,405
100 52.35 23.26 29.09 70.0% 2.28 5.5% 63% False False 39,742
120 54.30 23.26 31.04 74.7% 2.09 5.0% 59% False False 35,573
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.44
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 46.29
2.618 44.49
1.618 43.39
1.000 42.71
0.618 42.29
HIGH 41.61
0.618 41.19
0.500 41.06
0.382 40.93
LOW 40.51
0.618 39.83
1.000 39.41
1.618 38.73
2.618 37.63
4.250 35.84
Fisher Pivots for day following 15-Jul-2020
Pivot 1 day 3 day
R1 41.40 41.23
PP 41.23 40.90
S1 41.06 40.56

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

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