NYMEX Light Sweet Crude Oil Future October 2020


Trading Metrics calculated at close of trading on 31-Jul-2020
Day Change Summary
Previous Current
30-Jul-2020 31-Jul-2020 Change Change % Previous Week
Open 41.59 40.65 -0.94 -2.3% 41.45
High 41.64 40.86 -0.78 -1.9% 42.12
Low 39.00 39.96 0.96 2.5% 39.00
Close 40.24 40.57 0.33 0.8% 40.57
Range 2.64 0.90 -1.74 -65.9% 3.12
ATR 1.44 1.40 -0.04 -2.7% 0.00
Volume 162,719 102,565 -60,154 -37.0% 568,720
Daily Pivots for day following 31-Jul-2020
Classic Woodie Camarilla DeMark
R4 43.16 42.77 41.07
R3 42.26 41.87 40.82
R2 41.36 41.36 40.74
R1 40.97 40.97 40.65 40.72
PP 40.46 40.46 40.46 40.34
S1 40.07 40.07 40.49 39.82
S2 39.56 39.56 40.41
S3 38.66 39.17 40.32
S4 37.76 38.27 40.08
Weekly Pivots for week ending 31-Jul-2020
Classic Woodie Camarilla DeMark
R4 49.92 48.37 42.29
R3 46.80 45.25 41.43
R2 43.68 43.68 41.14
R1 42.13 42.13 40.86 41.35
PP 40.56 40.56 40.56 40.17
S1 39.01 39.01 40.28 38.23
S2 37.44 37.44 40.00
S3 34.32 35.89 39.71
S4 31.20 32.77 38.85
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 42.12 39.00 3.12 7.7% 1.30 3.2% 50% False False 113,744
10 42.64 39.00 3.64 9.0% 1.26 3.1% 43% False False 100,062
20 42.64 39.00 3.64 9.0% 1.22 3.0% 43% False False 82,216
40 42.64 35.25 7.39 18.2% 1.62 4.0% 72% False False 64,831
60 42.64 28.20 14.44 35.6% 1.71 4.2% 86% False False 54,843
80 42.64 23.26 19.38 47.8% 1.93 4.8% 89% False False 50,891
100 42.64 23.26 19.38 47.8% 2.07 5.1% 89% False False 47,610
120 54.30 23.26 31.04 76.5% 2.07 5.1% 56% False False 43,277
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.26
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 44.69
2.618 43.22
1.618 42.32
1.000 41.76
0.618 41.42
HIGH 40.86
0.618 40.52
0.500 40.41
0.382 40.30
LOW 39.96
0.618 39.40
1.000 39.06
1.618 38.50
2.618 37.60
4.250 36.14
Fisher Pivots for day following 31-Jul-2020
Pivot 1 day 3 day
R1 40.52 40.52
PP 40.46 40.46
S1 40.41 40.41

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

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