NYMEX Light Sweet Crude Oil Future November 2020

Trading Metrics calculated at close of trading on 23-Jul-2020

Day Change Summary
	Previous	Current
	22-Jul-2020	23-Jul-2020	Change	Change %	Previous Week
Open	41.82	42.18	0.36	0.9%	40.96
High	42.28	42.62	0.34	0.8%	41.73
Low	41.47	41.14	-0.33	-0.8%	39.71
Close	42.17	41.37	-0.80	-1.9%	41.11
Range	0.81	1.48	0.67	82.7%	2.02
ATR	1.40	1.41	0.01	0.4%	0.00
Volume	30,441	50,707	20,266	66.6%	127,802

Daily Pivots for day following 23-Jul-2020
	Classic	Woodie	Camarilla	DeMark
R4	46.15	45.24	42.18
R3	44.67	43.76	41.78
R2	43.19	43.19	41.64
R1	42.28	42.28	41.51	42.00
PP	41.71	41.71	41.71	41.57
S1	40.80	40.80	41.23	40.52
S2	40.23	40.23	41.10
S3	38.75	39.32	40.96
S4	37.27	37.84	40.56

Weekly Pivots for week ending 17-Jul-2020
	Classic	Woodie	Camarilla	DeMark
R4	46.91	46.03	42.22
R3	44.89	44.01	41.67
R2	42.87	42.87	41.48
R1	41.99	41.99	41.30	42.43
PP	40.85	40.85	40.85	41.07
S1	39.97	39.97	40.92	40.41
S2	38.83	38.83	40.74
S3	36.81	37.95	40.55
S4	34.79	35.93	40.00

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	42.75	40.37	2.38	5.8%	1.14	2.7%	42%	False	False	34,566
10	42.75	39.25	3.50	8.5%	1.18	2.8%	61%	False	False	31,720
20	42.75	37.82	4.93	11.9%	1.27	3.1%	72%	False	False	34,992
40	42.75	33.09	9.66	23.4%	1.64	4.0%	86%	False	False	27,808
60	42.75	26.29	16.46	39.8%	1.74	4.2%	92%	False	False	26,387
80	42.75	24.43	18.32	44.3%	1.91	4.6%	92%	False	False	25,445
100	48.99	24.43	24.56	59.4%	2.10	5.1%	69%	False	False	24,822
120	54.17	24.43	29.74	71.9%	1.98	4.8%	57%	False	False	22,676

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.35
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	48.91
2.618	46.49
1.618	45.01
1.000	44.10
0.618	43.53
HIGH	42.62
0.618	42.05
0.500	41.88
0.382	41.71
LOW	41.14
0.618	40.23
1.000	39.66
1.618	38.75
2.618	37.27
4.250	34.85

Fisher Pivots for day following 23-Jul-2020
Pivot	1 day	3 day
R1	41.88	41.92
PP	41.71	41.74
S1	41.54	41.55

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