NYMEX Light Sweet Crude Oil Future November 2020

Trading Metrics calculated at close of trading on 03-Aug-2020

Day Change Summary
	Previous	Current
	31-Jul-2020	03-Aug-2020	Change	Change %	Previous Week
Open	41.04	41.00	-0.04	-0.1%	41.63
High	41.20	41.83	0.63	1.5%	42.31
Low	40.31	40.25	-0.06	-0.1%	39.33
Close	40.91	41.68	0.77	1.9%	40.91
Range	0.89	1.58	0.69	77.5%	2.98
ATR	1.34	1.36	0.02	1.3%	0.00
Volume	46,423	61,702	15,279	32.9%	270,583

Daily Pivots for day following 03-Aug-2020
	Classic	Woodie	Camarilla	DeMark
R4	45.99	45.42	42.55
R3	44.41	43.84	42.11
R2	42.83	42.83	41.97
R1	42.26	42.26	41.82	42.55
PP	41.25	41.25	41.25	41.40
S1	40.68	40.68	41.54	40.97
S2	39.67	39.67	41.39
S3	38.09	39.10	41.25
S4	36.51	37.52	40.81

Weekly Pivots for week ending 31-Jul-2020
	Classic	Woodie	Camarilla	DeMark
R4	49.79	48.33	42.55
R3	46.81	45.35	41.73
R2	43.83	43.83	41.46
R1	42.37	42.37	41.18	41.61
PP	40.85	40.85	40.85	40.47
S1	39.39	39.39	40.64	38.63
S2	37.87	37.87	40.36
S3	34.89	36.41	40.09
S4	31.91	33.43	39.27

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	7.1%	1.33	3.2%	79%	False	False	54,896
10	42.75	39.33	3.42	8.2%	1.28	3.1%	69%	False	False	49,997
20	42.75	39.25	3.50	8.4%	1.19	2.9%	69%	False	False	38,924
40	42.75	35.54	7.21	17.3%	1.54	3.7%	85%	False	False	33,783
60	42.75	29.00	13.75	33.0%	1.61	3.9%	92%	False	False	29,097
80	42.75	24.43	18.32	44.0%	1.84	4.4%	94%	False	False	28,004
100	42.75	24.43	18.32	44.0%	1.96	4.7%	94%	False	False	27,075
120	54.17	24.43	29.74	71.4%	1.99	4.8%	58%	False	False	24,995

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	48.55
2.618	45.97
1.618	44.39
1.000	43.41
0.618	42.81
HIGH	41.83
0.618	41.23
0.500	41.04
0.382	40.85
LOW	40.25
0.618	39.27
1.000	38.67
1.618	37.69
2.618	36.11
4.250	33.54

Fisher Pivots for day following 03-Aug-2020
Pivot	1 day	3 day
R1	41.47	41.33
PP	41.25	40.97
S1	41.04	40.62

Download as Excel Spreadsheet

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

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