NYMEX Light Sweet Crude Oil Future October 2020


Trading Metrics calculated at close of trading on 03-Aug-2020
Day Change Summary
Previous Current
31-Jul-2020 03-Aug-2020 Change Change % Previous Week
Open 40.65 40.70 0.05 0.1% 41.45
High 40.86 41.49 0.63 1.5% 42.12
Low 39.96 39.89 -0.07 -0.2% 39.00
Close 40.57 41.31 0.74 1.8% 40.57
Range 0.90 1.60 0.70 77.8% 3.12
ATR 1.40 1.41 0.01 1.0% 0.00
Volume 102,565 120,591 18,026 17.6% 568,720
Daily Pivots for day following 03-Aug-2020
Classic Woodie Camarilla DeMark
R4 45.70 45.10 42.19
R3 44.10 43.50 41.75
R2 42.50 42.50 41.60
R1 41.90 41.90 41.46 42.20
PP 40.90 40.90 40.90 41.05
S1 40.30 40.30 41.16 40.60
S2 39.30 39.30 41.02
S3 37.70 38.70 40.87
S4 36.10 37.10 40.43
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 7.6% 1.36 3.3% 74% False False 113,966
10 42.64 39.00 3.64 8.8% 1.32 3.2% 63% False False 106,834
20 42.64 39.00 3.64 8.8% 1.24 3.0% 63% False False 83,991
40 42.64 35.25 7.39 17.9% 1.60 3.9% 82% False False 66,778
60 42.64 28.25 14.39 34.8% 1.69 4.1% 91% False False 56,162
80 42.64 23.26 19.38 46.9% 1.93 4.7% 93% False False 52,042
100 42.64 23.26 19.38 46.9% 2.05 5.0% 93% False False 48,463
120 54.30 23.26 31.04 75.1% 2.08 5.0% 58% False False 44,144
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 0.31
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 48.29
2.618 45.68
1.618 44.08
1.000 43.09
0.618 42.48
HIGH 41.49
0.618 40.88
0.500 40.69
0.382 40.50
LOW 39.89
0.618 38.90
1.000 38.29
1.618 37.30
2.618 35.70
4.250 33.09
Fisher Pivots for day following 03-Aug-2020
Pivot 1 day 3 day
R1 41.10 40.98
PP 40.90 40.65
S1 40.69 40.32

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

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