NYMEX Light Sweet Crude Oil Future October 2020


Trading Metrics calculated at close of trading on 23-Jul-2020
Day Change Summary
Previous Current
22-Jul-2020 23-Jul-2020 Change Change % Previous Week
Open 41.68 42.10 0.42 1.0% 40.77
High 42.16 42.51 0.35 0.8% 41.61
Low 41.31 40.99 -0.32 -0.8% 39.51
Close 42.04 41.21 -0.83 -2.0% 40.94
Range 0.85 1.52 0.67 78.8% 2.10
ATR 1.47 1.47 0.00 0.2% 0.00
Volume 93,945 104,703 10,758 11.5% 326,700
Daily Pivots for day following 23-Jul-2020
Classic Woodie Camarilla DeMark
R4 46.13 45.19 42.05
R3 44.61 43.67 41.63
R2 43.09 43.09 41.49
R1 42.15 42.15 41.35 41.86
PP 41.57 41.57 41.57 41.43
S1 40.63 40.63 41.07 40.34
S2 40.05 40.05 40.93
S3 38.53 39.11 40.79
S4 37.01 37.59 40.37
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 6.0% 1.18 2.9% 42% False False 81,525
10 42.64 39.00 3.64 8.8% 1.24 3.0% 61% False False 74,472
20 42.64 37.56 5.08 12.3% 1.33 3.2% 72% False False 71,243
40 42.64 32.66 9.98 24.2% 1.72 4.2% 86% False False 52,928
60 42.64 25.00 17.64 42.8% 1.83 4.4% 92% False False 48,577
80 42.64 23.26 19.38 47.0% 2.02 4.9% 93% False False 45,267
100 49.00 23.26 25.74 62.5% 2.20 5.3% 70% False False 43,036
120 54.30 23.26 31.04 75.3% 2.08 5.0% 58% False False 38,873
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
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 48.97
2.618 46.49
1.618 44.97
1.000 44.03
0.618 43.45
HIGH 42.51
0.618 41.93
0.500 41.75
0.382 41.57
LOW 40.99
0.618 40.05
1.000 39.47
1.618 38.53
2.618 37.01
4.250 34.53
Fisher Pivots for day following 23-Jul-2020
Pivot 1 day 3 day
R1 41.75 41.79
PP 41.57 41.59
S1 41.39 41.40

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

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