NYMEX Light Sweet Crude Oil Future October 2020


Trading Metrics calculated at close of trading on 20-Jul-2020
Day Change Summary
Previous Current
17-Jul-2020 20-Jul-2020 Change Change % Previous Week
Open 41.07 40.94 -0.13 -0.3% 40.77
High 41.21 41.18 -0.03 -0.1% 41.61
Low 40.38 40.17 -0.21 -0.5% 39.51
Close 40.94 41.09 0.15 0.4% 40.94
Range 0.83 1.01 0.18 21.7% 2.10
ATR 1.54 1.50 -0.04 -2.5% 0.00
Volume 58,761 52,876 -5,885 -10.0% 326,700
Daily Pivots for day following 20-Jul-2020
Classic Woodie Camarilla DeMark
R4 43.84 43.48 41.65
R3 42.83 42.47 41.37
R2 41.82 41.82 41.28
R1 41.46 41.46 41.18 41.64
PP 40.81 40.81 40.81 40.91
S1 40.45 40.45 41.00 40.63
S2 39.80 39.80 40.90
S3 38.79 39.44 40.81
S4 37.78 38.43 40.53
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% 1.01 2.5% 75% False False 60,338
10 41.61 39.00 2.61 6.4% 1.16 2.8% 80% False False 61,148
20 41.84 37.56 4.28 10.4% 1.45 3.5% 82% False False 62,713
40 41.84 32.33 9.51 23.1% 1.79 4.4% 92% False False 48,006
60 41.84 24.78 17.06 41.5% 1.86 4.5% 96% False False 45,646
80 41.84 23.26 18.58 45.2% 2.01 4.9% 96% False False 42,698
100 49.00 23.26 25.74 62.6% 2.24 5.5% 69% False False 40,875
120 54.30 23.26 31.04 75.5% 2.08 5.1% 57% False False 36,724
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 True
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.36
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 45.47
2.618 43.82
1.618 42.81
1.000 42.19
0.618 41.80
HIGH 41.18
0.618 40.79
0.500 40.68
0.382 40.56
LOW 40.17
0.618 39.55
1.000 39.16
1.618 38.54
2.618 37.53
4.250 35.88
Fisher Pivots for day following 20-Jul-2020
Pivot 1 day 3 day
R1 40.95 41.01
PP 40.81 40.93
S1 40.68 40.85

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

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