NYMEX Light Sweet Crude Oil Future October 2020


Trading Metrics calculated at close of trading on 16-Jul-2020
Day Change Summary
Previous Current
15-Jul-2020 16-Jul-2020 Change Change % Previous Week
Open 40.97 41.22 0.25 0.6% 40.57
High 41.61 41.52 -0.09 -0.2% 41.34
Low 40.51 40.86 0.35 0.9% 39.00
Close 41.57 41.10 -0.47 -1.1% 40.94
Range 1.10 0.66 -0.44 -40.0% 2.34
ATR 1.66 1.60 -0.07 -4.1% 0.00
Volume 72,851 50,984 -21,867 -30.0% 317,004
Daily Pivots for day following 16-Jul-2020
Classic Woodie Camarilla DeMark
R4 43.14 42.78 41.46
R3 42.48 42.12 41.28
R2 41.82 41.82 41.22
R1 41.46 41.46 41.16 41.31
PP 41.16 41.16 41.16 41.09
S1 40.80 40.80 41.04 40.65
S2 40.50 40.50 40.98
S3 39.84 40.14 40.92
S4 39.18 39.48 40.74
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 6.4% 1.29 3.1% 80% False False 67,419
10 41.61 39.00 2.61 6.4% 1.23 3.0% 80% False False 65,336
20 41.84 37.56 4.28 10.4% 1.54 3.7% 83% False False 61,359
40 41.84 32.33 9.51 23.1% 1.82 4.4% 92% False False 46,884
60 41.84 23.26 18.58 45.2% 1.95 4.7% 96% False False 45,000
80 41.84 23.26 18.58 45.2% 2.03 4.9% 96% False False 41,784
100 52.02 23.26 28.76 70.0% 2.27 5.5% 62% False False 40,010
120 54.30 23.26 31.04 75.5% 2.08 5.1% 57% False False 35,964
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.40
Narrowest range in 105 trading days
Fibonacci Retracements and Extensions
4.250 44.33
2.618 43.25
1.618 42.59
1.000 42.18
0.618 41.93
HIGH 41.52
0.618 41.27
0.500 41.19
0.382 41.11
LOW 40.86
0.618 40.45
1.000 40.20
1.618 39.79
2.618 39.13
4.250 38.06
Fisher Pivots for day following 16-Jul-2020
Pivot 1 day 3 day
R1 41.19 40.92
PP 41.16 40.74
S1 41.13 40.56

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

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