NYMEX Light Sweet Crude Oil Future November 2020


Trading Metrics calculated at close of trading on 15-Jul-2020
Day Change Summary
Previous Current
14-Jul-2020 15-Jul-2020 Change Change % Previous Week
Open 40.20 41.18 0.98 2.4% 40.74
High 41.11 41.73 0.62 1.5% 41.48
Low 39.71 40.68 0.97 2.4% 39.25
Close 40.88 41.69 0.81 2.0% 41.10
Range 1.40 1.05 -0.35 -25.0% 2.23
ATR 1.63 1.59 -0.04 -2.5% 0.00
Volume 24,868 35,754 10,886 43.8% 155,469
Daily Pivots for day following 15-Jul-2020
Classic Woodie Camarilla DeMark
R4 44.52 44.15 42.27
R3 43.47 43.10 41.98
R2 42.42 42.42 41.88
R1 42.05 42.05 41.79 42.24
PP 41.37 41.37 41.37 41.46
S1 41.00 41.00 41.59 41.19
S2 40.32 40.32 41.50
S3 39.27 39.95 41.40
S4 38.22 38.90 41.11
Weekly Pivots for week ending 10-Jul-2020
Classic Woodie Camarilla DeMark
R4 47.30 46.43 42.33
R3 45.07 44.20 41.71
R2 42.84 42.84 41.51
R1 41.97 41.97 41.30 42.41
PP 40.61 40.61 40.61 40.83
S1 39.74 39.74 40.90 40.18
S2 38.38 38.38 40.69
S3 36.15 37.51 40.49
S4 33.92 35.28 39.87
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 41.73 39.25 2.48 5.9% 1.40 3.4% 98% True False 31,958
10 41.73 39.25 2.48 5.9% 1.26 3.0% 98% True False 37,410
20 41.91 37.82 4.09 9.8% 1.50 3.6% 95% False False 31,951
40 41.91 32.79 9.12 21.9% 1.75 4.2% 98% False False 25,634
60 41.91 24.43 17.48 41.9% 1.96 4.7% 99% False False 25,913
80 41.91 24.43 17.48 41.9% 1.96 4.7% 99% False False 24,219
100 52.03 24.43 27.60 66.2% 2.17 5.2% 63% False False 23,680
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
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 0.40
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 46.19
2.618 44.48
1.618 43.43
1.000 42.78
0.618 42.38
HIGH 41.73
0.618 41.33
0.500 41.21
0.382 41.08
LOW 40.68
0.618 40.03
1.000 39.63
1.618 38.98
2.618 37.93
4.250 36.22
Fisher Pivots for day following 15-Jul-2020
Pivot 1 day 3 day
R1 41.53 41.37
PP 41.37 41.04
S1 41.21 40.72

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

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