NYMEX Light Sweet Crude Oil Future October 2020


Trading Metrics calculated at close of trading on 05-Aug-2020
Day Change Summary
Previous Current
04-Aug-2020 05-Aug-2020 Change Change % Previous Week
Open 41.08 41.80 0.72 1.8% 41.45
High 42.28 43.68 1.40 3.3% 42.12
Low 40.43 41.66 1.23 3.0% 39.00
Close 41.91 42.43 0.52 1.2% 40.57
Range 1.85 2.02 0.17 9.2% 3.12
ATR 1.44 1.49 0.04 2.8% 0.00
Volume 191,799 224,289 32,490 16.9% 568,720
Daily Pivots for day following 05-Aug-2020
Classic Woodie Camarilla DeMark
R4 48.65 47.56 43.54
R3 46.63 45.54 42.99
R2 44.61 44.61 42.80
R1 43.52 43.52 42.62 44.07
PP 42.59 42.59 42.59 42.86
S1 41.50 41.50 42.24 42.05
S2 40.57 40.57 42.06
S3 38.55 39.48 41.87
S4 36.53 37.46 41.32
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 39.00 4.68 11.0% 1.80 4.2% 73% True False 160,392
10 43.68 39.00 4.68 11.0% 1.45 3.4% 73% True False 129,314
20 43.68 39.00 4.68 11.0% 1.35 3.2% 73% True False 100,102
40 43.68 35.25 8.43 19.9% 1.60 3.8% 85% True False 75,328
60 43.68 28.25 15.43 36.4% 1.70 4.0% 92% True False 61,740
80 43.68 23.26 20.42 48.1% 1.92 4.5% 94% True False 56,610
100 43.68 23.26 20.42 48.1% 2.04 4.8% 94% True False 51,324
120 54.30 23.26 31.04 73.2% 2.09 4.9% 62% False False 47,283
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.35
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 52.27
2.618 48.97
1.618 46.95
1.000 45.70
0.618 44.93
HIGH 43.68
0.618 42.91
0.500 42.67
0.382 42.43
LOW 41.66
0.618 40.41
1.000 39.64
1.618 38.39
2.618 36.37
4.250 33.08
Fisher Pivots for day following 05-Aug-2020
Pivot 1 day 3 day
R1 42.67 42.22
PP 42.59 42.00
S1 42.51 41.79

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

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