NYMEX Light Sweet Crude Oil Future November 2020

Trading Metrics calculated at close of trading on 16-Jul-2020

Day Change Summary
	Previous	Current
	15-Jul-2020	16-Jul-2020	Change	Change %	Previous Week
Open	41.18	41.48	0.30	0.7%	40.74
High	41.73	41.60	-0.13	-0.3%	41.48
Low	40.68	41.01	0.33	0.8%	39.25
Close	41.69	41.24	-0.45	-1.1%	41.10
Range	1.05	0.59	-0.46	-43.8%	2.23
ATR	1.59	1.52	-0.06	-4.1%	0.00
Volume	35,754	17,390	-18,364	-51.4%	155,469

Daily Pivots for day following 16-Jul-2020
	Classic	Woodie	Camarilla	DeMark
R4	43.05	42.74	41.56
R3	42.46	42.15	41.40
R2	41.87	41.87	41.35
R1	41.56	41.56	41.29	41.42
PP	41.28	41.28	41.28	41.22
S1	40.97	40.97	41.19	40.83
S2	40.69	40.69	41.13
S3	40.10	40.38	41.08
S4	39.51	39.79	40.92

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	6.0%	1.22	3.0%	80%	False	False	28,874
10	41.73	39.25	2.48	6.0%	1.17	2.8%	80%	False	False	30,452
20	41.91	37.82	4.09	9.9%	1.47	3.6%	84%	False	False	31,777
40	41.91	32.79	9.12	22.1%	1.73	4.2%	93%	False	False	25,693
60	41.91	24.43	17.48	42.4%	1.85	4.5%	96%	False	False	25,123
80	41.91	24.43	17.48	42.4%	1.93	4.7%	96%	False	False	24,308
100	51.98	24.43	27.55	66.8%	2.17	5.3%	61%	False	False	23,687

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.34
Narrowest range in 108 trading days

Fibonacci Retracements and Extensions
4.250	44.11
2.618	43.14
1.618	42.55
1.000	42.19
0.618	41.96
HIGH	41.60
0.618	41.37
0.500	41.31
0.382	41.24
LOW	41.01
0.618	40.65
1.000	40.42
1.618	40.06
2.618	39.47
4.250	38.50

Fisher Pivots for day following 16-Jul-2020
Pivot	1 day	3 day
R1	41.31	41.07
PP	41.28	40.89
S1	41.26	40.72

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols