NYMEX Light Sweet Crude Oil Future December 2020


Trading Metrics calculated at close of trading on 08-Jul-2020
Day Change Summary
Previous Current
07-Jul-2020 08-Jul-2020 Change Change % Previous Week
Open 41.10 40.91 -0.19 -0.5% 38.62
High 41.41 41.49 0.08 0.2% 41.18
Low 40.46 40.79 0.33 0.8% 38.27
Close 41.06 41.41 0.35 0.9% 41.11
Range 0.95 0.70 -0.25 -26.3% 2.91
ATR 1.76 1.68 -0.08 -4.3% 0.00
Volume 61,168 70,361 9,193 15.0% 309,307
Daily Pivots for day following 08-Jul-2020
Classic Woodie Camarilla DeMark
R4 43.33 43.07 41.80
R3 42.63 42.37 41.60
R2 41.93 41.93 41.54
R1 41.67 41.67 41.47 41.80
PP 41.23 41.23 41.23 41.30
S1 40.97 40.97 41.35 41.10
S2 40.53 40.53 41.28
S3 39.83 40.27 41.22
S4 39.13 39.57 41.03
Weekly Pivots for week ending 03-Jul-2020
Classic Woodie Camarilla DeMark
R4 48.92 47.92 42.71
R3 46.01 45.01 41.91
R2 43.10 43.10 41.64
R1 42.10 42.10 41.38 42.60
PP 40.19 40.19 40.19 40.44
S1 39.19 39.19 40.84 39.69
S2 37.28 37.28 40.58
S3 34.37 36.28 40.31
S4 31.46 33.37 39.51
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 41.61 39.38 2.23 5.4% 1.11 2.7% 91% False False 76,790
10 41.61 38.02 3.59 8.7% 1.48 3.6% 94% False False 74,851
20 41.98 35.72 6.26 15.1% 1.78 4.3% 91% False False 75,067
40 41.98 29.68 12.30 29.7% 1.78 4.3% 95% False False 76,571
60 41.98 25.31 16.67 40.3% 2.02 4.9% 97% False False 85,226
80 41.98 25.31 16.67 40.3% 2.17 5.2% 97% False False 90,293
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 True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.42
Narrowest range in 94 trading days
Fibonacci Retracements and Extensions
4.250 44.47
2.618 43.32
1.618 42.62
1.000 42.19
0.618 41.92
HIGH 41.49
0.618 41.22
0.500 41.14
0.382 41.06
LOW 40.79
0.618 40.36
1.000 40.09
1.618 39.66
2.618 38.96
4.250 37.82
Fisher Pivots for day following 08-Jul-2020
Pivot 1 day 3 day
R1 41.32 41.26
PP 41.23 41.12
S1 41.14 40.97

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

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