NYMEX Light Sweet Crude Oil Future November 2020

Trading Metrics calculated at close of trading on 27-Jul-2020

Day Change Summary
	Previous	Current
	24-Jul-2020	27-Jul-2020	Change	Change %	Previous Week
Open	41.34	41.63	0.29	0.7%	41.11
High	41.93	42.17	0.24	0.6%	42.75
Low	41.01	40.90	-0.11	-0.3%	40.37
Close	41.64	42.00	0.36	0.9%	41.64
Range	0.92	1.27	0.35	38.0%	2.38
ATR	1.37	1.37	-0.01	-0.5%	0.00
Volume	41,690	57,802	16,112	38.6%	198,456

Daily Pivots for day following 27-Jul-2020
	Classic	Woodie	Camarilla	DeMark
R4	45.50	45.02	42.70
R3	44.23	43.75	42.35
R2	42.96	42.96	42.23
R1	42.48	42.48	42.12	42.72
PP	41.69	41.69	41.69	41.81
S1	41.21	41.21	41.88	41.45
S2	40.42	40.42	41.77
S3	39.15	39.94	41.65
S4	37.88	38.67	41.30

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	40.90	1.85	4.4%	1.23	2.9%	59%	False	True	45,098
10	42.75	39.71	3.04	7.2%	1.09	2.6%	75%	False	False	35,033
20	42.75	38.09	4.66	11.1%	1.21	2.9%	84%	False	False	37,551
40	42.75	35.54	7.21	17.2%	1.56	3.7%	90%	False	False	29,499
60	42.75	26.73	16.02	38.1%	1.71	4.1%	95%	False	False	27,248
80	42.75	24.43	18.32	43.6%	1.90	4.5%	96%	False	False	26,164
100	48.23	24.43	23.80	56.7%	2.09	5.0%	74%	False	False	25,673
120	54.17	24.43	29.74	70.8%	1.98	4.7%	59%	False	False	23,294

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	0.31
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	47.57
2.618	45.49
1.618	44.22
1.000	43.44
0.618	42.95
HIGH	42.17
0.618	41.68
0.500	41.54
0.382	41.39
LOW	40.90
0.618	40.12
1.000	39.63
1.618	38.85
2.618	37.58
4.250	35.50

Fisher Pivots for day following 27-Jul-2020
Pivot	1 day	3 day
R1	41.85	41.92
PP	41.69	41.84
S1	41.54	41.76

Download as Excel Spreadsheet

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

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