NYMEX Light Sweet Crude Oil Future October 2020


Trading Metrics calculated at close of trading on 17-Jul-2020
Day Change Summary
Previous Current
16-Jul-2020 17-Jul-2020 Change Change % Previous Week
Open 41.22 41.07 -0.15 -0.4% 40.77
High 41.52 41.21 -0.31 -0.7% 41.61
Low 40.86 40.38 -0.48 -1.2% 39.51
Close 41.10 40.94 -0.16 -0.4% 40.94
Range 0.66 0.83 0.17 25.8% 2.10
ATR 1.60 1.54 -0.05 -3.4% 0.00
Volume 50,984 58,761 7,777 15.3% 326,700
Daily Pivots for day following 17-Jul-2020
Classic Woodie Camarilla DeMark
R4 43.33 42.97 41.40
R3 42.50 42.14 41.17
R2 41.67 41.67 41.09
R1 41.31 41.31 41.02 41.08
PP 40.84 40.84 40.84 40.73
S1 40.48 40.48 40.86 40.25
S2 40.01 40.01 40.79
S3 39.18 39.65 40.71
S4 38.35 38.82 40.48
Weekly Pivots for week ending 17-Jul-2020
Classic Woodie Camarilla DeMark
R4 46.99 46.06 42.10
R3 44.89 43.96 41.52
R2 42.79 42.79 41.33
R1 41.86 41.86 41.13 42.33
PP 40.69 40.69 40.69 40.92
S1 39.76 39.76 40.75 40.23
S2 38.59 38.59 40.56
S3 36.49 37.66 40.36
S4 34.39 35.56 39.79
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 41.61 39.51 2.10 5.1% 1.04 2.5% 68% False False 65,340
10 41.61 39.00 2.61 6.4% 1.19 2.9% 74% False False 64,370
20 41.84 37.56 4.28 10.5% 1.50 3.7% 79% False False 62,571
40 41.84 32.33 9.51 23.2% 1.80 4.4% 91% False False 47,637
60 41.84 24.78 17.06 41.7% 1.88 4.6% 95% False False 45,251
80 41.84 23.26 18.58 45.4% 2.02 4.9% 95% False False 42,321
100 50.44 23.26 27.18 66.4% 2.25 5.5% 65% False False 40,500
120 54.30 23.26 31.04 75.8% 2.08 5.1% 57% False False 36,396
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.38
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 44.74
2.618 43.38
1.618 42.55
1.000 42.04
0.618 41.72
HIGH 41.21
0.618 40.89
0.500 40.80
0.382 40.70
LOW 40.38
0.618 39.87
1.000 39.55
1.618 39.04
2.618 38.21
4.250 36.85
Fisher Pivots for day following 17-Jul-2020
Pivot 1 day 3 day
R1 40.89 41.00
PP 40.84 40.98
S1 40.80 40.96

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

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