NYMEX Light Sweet Crude Oil Future November 2020

Trading Metrics calculated at close of trading on 30-Jul-2020

Day Change Summary
	Previous	Current
	29-Jul-2020	30-Jul-2020	Change	Change %	Previous Week
Open	41.63	41.85	0.22	0.5%	41.11
High	42.04	41.90	-0.14	-0.3%	42.75
Low	41.43	39.33	-2.10	-5.1%	40.37
Close	41.81	40.60	-1.21	-2.9%	41.64
Range	0.61	2.57	1.96	321.3%	2.38
ATR	1.29	1.38	0.09	7.1%	0.00
Volume	55,603	70,689	15,086	27.1%	198,456

Daily Pivots for day following 30-Jul-2020
	Classic	Woodie	Camarilla	DeMark
R4	48.32	47.03	42.01
R3	45.75	44.46	41.31
R2	43.18	43.18	41.07
R1	41.89	41.89	40.84	41.25
PP	40.61	40.61	40.61	40.29
S1	39.32	39.32	40.36	38.68
S2	38.04	38.04	40.13
S3	35.47	36.75	39.89
S4	32.90	34.18	39.19

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	42.31	39.33	2.98	7.3%	1.27	3.1%	43%	False	True	53,170
10	42.75	39.33	3.42	8.4%	1.21	3.0%	37%	False	True	43,868
20	42.75	39.25	3.50	8.6%	1.19	2.9%	39%	False	False	37,160
40	42.75	35.54	7.21	17.8%	1.56	3.8%	70%	False	False	32,049
60	42.75	29.00	13.75	33.9%	1.66	4.1%	84%	False	False	28,357
80	42.75	24.43	18.32	45.1%	1.84	4.5%	88%	False	False	27,074
100	42.75	24.43	18.32	45.1%	2.01	4.9%	88%	False	False	26,480
120	54.17	24.43	29.74	73.3%	1.98	4.9%	54%	False	False	24,317

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.25
Widest range in 25 trading days

Fibonacci Retracements and Extensions
4.250	52.82
2.618	48.63
1.618	46.06
1.000	44.47
0.618	43.49
HIGH	41.90
0.618	40.92
0.500	40.62
0.382	40.31
LOW	39.33
0.618	37.74
1.000	36.76
1.618	35.17
2.618	32.60
4.250	28.41

Fisher Pivots for day following 30-Jul-2020
Pivot	1 day	3 day
R1	40.62	40.82
PP	40.61	40.75
S1	40.61	40.67

Download as Excel Spreadsheet

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

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