NYMEX Light Sweet Crude Oil Future October 2020


Trading Metrics calculated at close of trading on 21-Jul-2020
Day Change Summary
Previous Current
20-Jul-2020 21-Jul-2020 Change Change % Previous Week
Open 40.94 40.95 0.01 0.0% 40.77
High 41.18 42.64 1.46 3.5% 41.61
Low 40.17 40.93 0.76 1.9% 39.51
Close 41.09 42.06 0.97 2.4% 40.94
Range 1.01 1.71 0.70 69.3% 2.10
ATR 1.50 1.52 0.01 1.0% 0.00
Volume 52,876 97,340 44,464 84.1% 326,700
Daily Pivots for day following 21-Jul-2020
Classic Woodie Camarilla DeMark
R4 47.01 46.24 43.00
R3 45.30 44.53 42.53
R2 43.59 43.59 42.37
R1 42.82 42.82 42.22 43.21
PP 41.88 41.88 41.88 42.07
S1 41.11 41.11 41.90 41.50
S2 40.17 40.17 41.75
S3 38.46 39.40 41.59
S4 36.75 37.69 41.12
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 42.64 40.17 2.47 5.9% 1.06 2.5% 77% True False 66,562
10 42.64 39.00 3.64 8.7% 1.24 2.9% 84% True False 66,488
20 42.64 37.56 5.08 12.1% 1.45 3.5% 89% True False 65,661
40 42.64 32.66 9.98 23.7% 1.76 4.2% 94% True False 49,972
60 42.64 24.78 17.86 42.5% 1.86 4.4% 97% True False 46,788
80 42.64 23.26 19.38 46.1% 2.02 4.8% 97% True False 43,594
100 49.00 23.26 25.74 61.2% 2.24 5.3% 73% False False 41,524
120 54.30 23.26 31.04 73.8% 2.08 4.9% 61% False False 37,479
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.33
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 49.91
2.618 47.12
1.618 45.41
1.000 44.35
0.618 43.70
HIGH 42.64
0.618 41.99
0.500 41.79
0.382 41.58
LOW 40.93
0.618 39.87
1.000 39.22
1.618 38.16
2.618 36.45
4.250 33.66
Fisher Pivots for day following 21-Jul-2020
Pivot 1 day 3 day
R1 41.97 41.84
PP 41.88 41.62
S1 41.79 41.41

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

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