NYMEX Light Sweet Crude Oil Future November 2020


Trading Metrics calculated at close of trading on 24-Jul-2020
Day Change Summary
Previous Current
23-Jul-2020 24-Jul-2020 Change Change % Previous Week
Open 42.18 41.34 -0.84 -2.0% 41.11
High 42.62 41.93 -0.69 -1.6% 42.75
Low 41.14 41.01 -0.13 -0.3% 40.37
Close 41.37 41.64 0.27 0.7% 41.64
Range 1.48 0.92 -0.56 -37.8% 2.38
ATR 1.41 1.37 -0.03 -2.5% 0.00
Volume 50,707 41,690 -9,017 -17.8% 198,456
Daily Pivots for day following 24-Jul-2020
Classic Woodie Camarilla DeMark
R4 44.29 43.88 42.15
R3 43.37 42.96 41.89
R2 42.45 42.45 41.81
R1 42.04 42.04 41.72 42.25
PP 41.53 41.53 41.53 41.63
S1 41.12 41.12 41.56 41.33
S2 40.61 40.61 41.47
S3 39.69 40.20 41.39
S4 38.77 39.28 41.13
Weekly Pivots for week ending 24-Jul-2020
Classic Woodie Camarilla DeMark
R4 48.73 47.56 42.95
R3 46.35 45.18 42.29
R2 43.97 43.97 42.08
R1 42.80 42.80 41.86 43.39
PP 41.59 41.59 41.59 41.88
S1 40.42 40.42 41.42 41.01
S2 39.21 39.21 41.20
S3 36.83 38.04 40.99
S4 34.45 35.66 40.33
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 5.7% 1.17 2.8% 53% False False 39,691
10 42.75 39.71 3.04 7.3% 1.08 2.6% 63% False False 32,625
20 42.75 38.09 4.66 11.2% 1.22 2.9% 76% False False 35,666
40 42.75 34.07 8.68 20.8% 1.60 3.8% 87% False False 28,468
60 42.75 26.73 16.02 38.5% 1.73 4.2% 93% False False 26,743
80 42.75 24.43 18.32 44.0% 1.90 4.6% 94% False False 25,799
100 48.80 24.43 24.37 58.5% 2.09 5.0% 71% False False 25,151
120 54.17 24.43 29.74 71.4% 1.98 4.8% 58% False False 22,911
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.28
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 45.84
2.618 44.34
1.618 43.42
1.000 42.85
0.618 42.50
HIGH 41.93
0.618 41.58
0.500 41.47
0.382 41.36
LOW 41.01
0.618 40.44
1.000 40.09
1.618 39.52
2.618 38.60
4.250 37.10
Fisher Pivots for day following 24-Jul-2020
Pivot 1 day 3 day
R1 41.58 41.82
PP 41.53 41.76
S1 41.47 41.70

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

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