NYMEX Light Sweet Crude Oil Future July 2021


Trading Metrics calculated at close of trading on 05-Oct-2020
Day Change Summary
Previous Current
02-Oct-2020 05-Oct-2020 Change Change % Previous Week
Open 41.01 40.08 -0.93 -2.3% 42.09
High 41.04 42.09 1.05 2.6% 42.87
Low 39.47 40.00 0.53 1.3% 39.47
Close 39.81 41.78 1.97 4.9% 39.81
Range 1.57 2.09 0.52 33.1% 3.40
ATR 1.22 1.29 0.08 6.2% 0.00
Volume 2,133 2,416 283 13.3% 15,988
Daily Pivots for day following 05-Oct-2020
Classic Woodie Camarilla DeMark
R4 47.56 46.76 42.93
R3 45.47 44.67 42.35
R2 43.38 43.38 42.16
R1 42.58 42.58 41.97 42.98
PP 41.29 41.29 41.29 41.49
S1 40.49 40.49 41.59 40.89
S2 39.20 39.20 41.40
S3 37.11 38.40 41.21
S4 35.02 36.31 40.63
Weekly Pivots for week ending 02-Oct-2020
Classic Woodie Camarilla DeMark
R4 50.92 48.76 41.68
R3 47.52 45.36 40.75
R2 44.12 44.12 40.43
R1 41.96 41.96 40.12 41.34
PP 40.72 40.72 40.72 40.41
S1 38.56 38.56 39.50 37.94
S2 37.32 37.32 39.19
S3 33.92 35.16 38.88
S4 30.52 31.76 37.94
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 42.64 39.47 3.17 7.6% 1.81 4.3% 73% False False 3,392
10 42.87 39.47 3.40 8.1% 1.34 3.2% 68% False False 2,922
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.10
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 50.97
2.618 47.56
1.618 45.47
1.000 44.18
0.618 43.38
HIGH 42.09
0.618 41.29
0.500 41.05
0.382 40.80
LOW 40.00
0.618 38.71
1.000 37.91
1.618 36.62
2.618 34.53
4.250 31.12
Fisher Pivots for day following 05-Oct-2020
Pivot 1 day 3 day
R1 41.54 41.54
PP 41.29 41.30
S1 41.05 41.06

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

View Archives - Comment on this page... - Back to Index of Symbols