NYMEX Light Sweet Crude Oil Future October 2020


Trading Metrics calculated at close of trading on 06-Aug-2020
Day Change Summary
Previous Current
05-Aug-2020 06-Aug-2020 Change Change % Previous Week
Open 41.80 42.42 0.62 1.5% 41.45
High 43.68 42.87 -0.81 -1.9% 42.12
Low 41.66 41.89 0.23 0.6% 39.00
Close 42.43 42.20 -0.23 -0.5% 40.57
Range 2.02 0.98 -1.04 -51.5% 3.12
ATR 1.49 1.45 -0.04 -2.4% 0.00
Volume 224,289 115,161 -109,128 -48.7% 568,720
Daily Pivots for day following 06-Aug-2020
Classic Woodie Camarilla DeMark
R4 45.26 44.71 42.74
R3 44.28 43.73 42.47
R2 43.30 43.30 42.38
R1 42.75 42.75 42.29 42.54
PP 42.32 42.32 42.32 42.21
S1 41.77 41.77 42.11 41.56
S2 41.34 41.34 42.02
S3 40.36 40.79 41.93
S4 39.38 39.81 41.66
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 43.68 39.89 3.79 9.0% 1.47 3.5% 61% False False 150,881
10 43.68 39.00 4.68 11.1% 1.39 3.3% 68% False False 130,360
20 43.68 39.00 4.68 11.1% 1.32 3.1% 68% False False 102,416
40 43.68 35.25 8.43 20.0% 1.57 3.7% 82% False False 77,569
60 43.68 28.25 15.43 36.6% 1.70 4.0% 90% False False 62,937
80 43.68 23.26 20.42 48.4% 1.91 4.5% 93% False False 57,655
100 43.68 23.26 20.42 48.4% 2.03 4.8% 93% False False 52,209
120 54.30 23.26 31.04 73.6% 2.10 5.0% 61% False False 48,183
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.36
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 47.04
2.618 45.44
1.618 44.46
1.000 43.85
0.618 43.48
HIGH 42.87
0.618 42.50
0.500 42.38
0.382 42.26
LOW 41.89
0.618 41.28
1.000 40.91
1.618 40.30
2.618 39.32
4.250 37.73
Fisher Pivots for day following 06-Aug-2020
Pivot 1 day 3 day
R1 42.38 42.15
PP 42.32 42.10
S1 42.26 42.06

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

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