NYMEX Light Sweet Crude Oil Future November 2020

Trading Metrics calculated at close of trading on 04-Aug-2020

Day Change Summary
	Previous	Current
	03-Aug-2020	04-Aug-2020	Change	Change %	Previous Week
Open	41.00	41.39	0.39	1.0%	41.63
High	41.83	42.55	0.72	1.7%	42.31
Low	40.25	40.80	0.55	1.4%	39.33
Close	41.68	42.21	0.53	1.3%	40.91
Range	1.58	1.75	0.17	10.8%	2.98
ATR	1.36	1.39	0.03	2.0%	0.00
Volume	61,702	78,247	16,545	26.8%	270,583

Daily Pivots for day following 04-Aug-2020
	Classic	Woodie	Camarilla	DeMark
R4	47.10	46.41	43.17
R3	45.35	44.66	42.69
R2	43.60	43.60	42.53
R1	42.91	42.91	42.37	43.26
PP	41.85	41.85	41.85	42.03
S1	41.16	41.16	42.05	41.51
S2	40.10	40.10	41.89
S3	38.35	39.41	41.73
S4	36.60	37.66	41.25

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	42.55	39.33	3.22	7.6%	1.48	3.5%	89%	True	False	62,532
10	42.62	39.33	3.29	7.8%	1.29	3.1%	88%	False	False	53,337
20	42.75	39.25	3.50	8.3%	1.23	2.9%	85%	False	False	41,676
40	42.75	35.54	7.21	17.1%	1.53	3.6%	93%	False	False	35,171
60	42.75	29.00	13.75	32.6%	1.61	3.8%	96%	False	False	30,115
80	42.75	24.43	18.32	43.4%	1.82	4.3%	97%	False	False	28,754
100	42.75	24.43	18.32	43.4%	1.95	4.6%	97%	False	False	27,075
120	54.17	24.43	29.74	70.5%	1.99	4.7%	60%	False	False	25,521

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.36
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	49.99
2.618	47.13
1.618	45.38
1.000	44.30
0.618	43.63
HIGH	42.55
0.618	41.88
0.500	41.68
0.382	41.47
LOW	40.80
0.618	39.72
1.000	39.05
1.618	37.97
2.618	36.22
4.250	33.36

Fisher Pivots for day following 04-Aug-2020
Pivot	1 day	3 day
R1	42.03	41.94
PP	41.85	41.67
S1	41.68	41.40

Download as Excel Spreadsheet

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

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