NYMEX Light Sweet Crude Oil Future October 2020


Trading Metrics calculated at close of trading on 26-Jun-2020
Day Change Summary
Previous Current
25-Jun-2020 26-Jun-2020 Change Change % Previous Week
Open 38.44 39.36 0.92 2.4% 39.32
High 39.52 39.64 0.12 0.3% 41.84
Low 37.56 38.15 0.59 1.6% 37.56
Close 39.08 38.80 -0.28 -0.7% 38.80
Range 1.96 1.49 -0.47 -24.0% 4.28
ATR 2.16 2.11 -0.05 -2.2% 0.00
Volume 57,261 39,414 -17,847 -31.2% 222,075
Daily Pivots for day following 26-Jun-2020
Classic Woodie Camarilla DeMark
R4 43.33 42.56 39.62
R3 41.84 41.07 39.21
R2 40.35 40.35 39.07
R1 39.58 39.58 38.94 39.22
PP 38.86 38.86 38.86 38.69
S1 38.09 38.09 38.66 37.73
S2 37.37 37.37 38.53
S3 35.88 36.60 38.39
S4 34.39 35.11 37.98
Weekly Pivots for week ending 26-Jun-2020
Classic Woodie Camarilla DeMark
R4 52.24 49.80 41.15
R3 47.96 45.52 39.98
R2 43.68 43.68 39.58
R1 41.24 41.24 39.19 40.32
PP 39.40 39.40 39.40 38.94
S1 36.96 36.96 38.41 36.04
S2 35.12 35.12 38.02
S3 30.84 32.68 37.62
S4 26.56 28.40 36.45
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 41.84 37.56 4.28 11.0% 2.02 5.2% 29% False False 44,415
10 41.84 35.28 6.56 16.9% 2.04 5.3% 54% False False 39,172
20 41.84 35.25 6.59 17.0% 2.00 5.2% 54% False False 36,568
40 41.84 25.73 16.11 41.5% 2.06 5.3% 81% False False 37,015
60 41.84 23.26 18.58 47.9% 2.25 5.8% 84% False False 37,258
80 48.15 23.26 24.89 64.1% 2.42 6.2% 62% False False 36,885
100 54.30 23.26 31.04 80.0% 2.23 5.8% 50% False False 33,043
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 0.61
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 45.97
2.618 43.54
1.618 42.05
1.000 41.13
0.618 40.56
HIGH 39.64
0.618 39.07
0.500 38.90
0.382 38.72
LOW 38.15
0.618 37.23
1.000 36.66
1.618 35.74
2.618 34.25
4.250 31.82
Fisher Pivots for day following 26-Jun-2020
Pivot 1 day 3 day
R1 38.90 39.18
PP 38.86 39.05
S1 38.83 38.93

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

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