NYMEX Light Sweet Crude Oil Future October 2020


Trading Metrics calculated at close of trading on 28-Jul-2020
Day Change Summary
Previous Current
27-Jul-2020 28-Jul-2020 Change Change % Previous Week
Open 41.45 41.88 0.43 1.0% 40.94
High 41.99 42.12 0.13 0.3% 42.64
Low 40.69 41.08 0.39 1.0% 40.17
Close 41.80 41.28 -0.52 -1.2% 41.45
Range 1.30 1.04 -0.26 -20.0% 2.47
ATR 1.43 1.40 -0.03 -1.9% 0.00
Volume 119,481 73,995 -45,486 -38.1% 431,905
Daily Pivots for day following 28-Jul-2020
Classic Woodie Camarilla DeMark
R4 44.61 43.99 41.85
R3 43.57 42.95 41.57
R2 42.53 42.53 41.47
R1 41.91 41.91 41.38 41.70
PP 41.49 41.49 41.49 41.39
S1 40.87 40.87 41.18 40.66
S2 40.45 40.45 41.09
S3 39.41 39.83 40.99
S4 38.37 38.79 40.71
Weekly Pivots for week ending 24-Jul-2020
Classic Woodie Camarilla DeMark
R4 48.83 47.61 42.81
R3 46.36 45.14 42.13
R2 43.89 43.89 41.90
R1 42.67 42.67 41.68 43.28
PP 41.42 41.42 41.42 41.73
S1 40.20 40.20 41.22 40.81
S2 38.95 38.95 41.00
S3 36.48 37.73 40.77
S4 34.01 35.26 40.09
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 42.51 40.69 1.82 4.4% 1.14 2.8% 32% False False 95,033
10 42.64 40.17 2.47 6.0% 1.10 2.7% 45% False False 80,797
20 42.64 39.00 3.64 8.8% 1.21 2.9% 63% False False 77,729
40 42.64 35.25 7.39 17.9% 1.63 3.9% 82% False False 57,745
60 42.64 25.73 16.91 41.0% 1.78 4.3% 92% False False 50,689
80 42.64 23.26 19.38 46.9% 1.97 4.8% 93% False False 47,254
100 46.84 23.26 23.58 57.1% 2.19 5.3% 76% False False 45,426
120 54.30 23.26 31.04 75.2% 2.07 5.0% 58% False False 40,764
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.31
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 46.54
2.618 44.84
1.618 43.80
1.000 43.16
0.618 42.76
HIGH 42.12
0.618 41.72
0.500 41.60
0.382 41.48
LOW 41.08
0.618 40.44
1.000 40.04
1.618 39.40
2.618 38.36
4.250 36.66
Fisher Pivots for day following 28-Jul-2020
Pivot 1 day 3 day
R1 41.60 41.41
PP 41.49 41.36
S1 41.39 41.32

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

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