NYMEX Light Sweet Crude Oil Future October 2020


Trading Metrics calculated at close of trading on 29-Jul-2020
Day Change Summary
Previous Current
28-Jul-2020 29-Jul-2020 Change Change % Previous Week
Open 41.88 41.29 -0.59 -1.4% 40.94
High 42.12 41.81 -0.31 -0.7% 42.64
Low 41.08 41.19 0.11 0.3% 40.17
Close 41.28 41.54 0.26 0.6% 41.45
Range 1.04 0.62 -0.42 -40.4% 2.47
ATR 1.40 1.35 -0.06 -4.0% 0.00
Volume 73,995 109,960 35,965 48.6% 431,905
Daily Pivots for day following 29-Jul-2020
Classic Woodie Camarilla DeMark
R4 43.37 43.08 41.88
R3 42.75 42.46 41.71
R2 42.13 42.13 41.65
R1 41.84 41.84 41.60 41.99
PP 41.51 41.51 41.51 41.59
S1 41.22 41.22 41.48 41.37
S2 40.89 40.89 41.43
S3 40.27 40.60 41.37
S4 39.65 39.98 41.20
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% 1.09 2.6% 47% False False 98,236
10 42.64 40.17 2.47 5.9% 1.05 2.5% 55% False False 84,508
20 42.64 39.00 3.64 8.8% 1.18 2.8% 70% False False 76,676
40 42.64 35.25 7.39 17.8% 1.61 3.9% 85% False False 59,709
60 42.64 27.67 14.97 36.0% 1.75 4.2% 93% False False 51,829
80 42.64 23.26 19.38 46.7% 1.94 4.7% 94% False False 48,138
100 42.64 23.26 19.38 46.7% 2.15 5.2% 94% False False 46,071
120 54.30 23.26 31.04 74.7% 2.06 5.0% 59% False False 41,489
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.28
Narrowest range in 117 trading days
Fibonacci Retracements and Extensions
4.250 44.45
2.618 43.43
1.618 42.81
1.000 42.43
0.618 42.19
HIGH 41.81
0.618 41.57
0.500 41.50
0.382 41.43
LOW 41.19
0.618 40.81
1.000 40.57
1.618 40.19
2.618 39.57
4.250 38.56
Fisher Pivots for day following 29-Jul-2020
Pivot 1 day 3 day
R1 41.53 41.50
PP 41.51 41.45
S1 41.50 41.41

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

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