NYMEX Light Sweet Crude Oil Future October 2020


Trading Metrics calculated at close of trading on 04-Aug-2020
Day Change Summary
Previous Current
03-Aug-2020 04-Aug-2020 Change Change % Previous Week
Open 40.70 41.08 0.38 0.9% 41.45
High 41.49 42.28 0.79 1.9% 42.12
Low 39.89 40.43 0.54 1.4% 39.00
Close 41.31 41.91 0.60 1.5% 40.57
Range 1.60 1.85 0.25 15.6% 3.12
ATR 1.41 1.44 0.03 2.2% 0.00
Volume 120,591 191,799 71,208 59.0% 568,720
Daily Pivots for day following 04-Aug-2020
Classic Woodie Camarilla DeMark
R4 47.09 46.35 42.93
R3 45.24 44.50 42.42
R2 43.39 43.39 42.25
R1 42.65 42.65 42.08 43.02
PP 41.54 41.54 41.54 41.73
S1 40.80 40.80 41.74 41.17
S2 39.69 39.69 41.57
S3 37.84 38.95 41.40
S4 35.99 37.10 40.89
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 42.28 39.00 3.28 7.8% 1.52 3.6% 89% True False 137,526
10 42.51 39.00 3.51 8.4% 1.33 3.2% 83% False False 116,279
20 42.64 39.00 3.64 8.7% 1.28 3.1% 80% False False 91,384
40 42.64 35.25 7.39 17.6% 1.59 3.8% 90% False False 70,574
60 42.64 28.25 14.39 34.3% 1.69 4.0% 95% False False 58,818
80 42.64 23.26 19.38 46.2% 1.92 4.6% 96% False False 54,103
100 42.64 23.26 19.38 46.2% 2.05 4.9% 96% False False 49,400
120 54.30 23.26 31.04 74.1% 2.09 5.0% 60% False False 45,587
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 0.38
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 50.14
2.618 47.12
1.618 45.27
1.000 44.13
0.618 43.42
HIGH 42.28
0.618 41.57
0.500 41.36
0.382 41.14
LOW 40.43
0.618 39.29
1.000 38.58
1.618 37.44
2.618 35.59
4.250 32.57
Fisher Pivots for day following 04-Aug-2020
Pivot 1 day 3 day
R1 41.73 41.64
PP 41.54 41.36
S1 41.36 41.09

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

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