NYMEX Light Sweet Crude Oil Future December 2020


Trading Metrics calculated at close of trading on 21-Jul-2020
Day Change Summary
Previous Current
20-Jul-2020 21-Jul-2020 Change Change % Previous Week
Open 41.20 41.26 0.06 0.1% 41.10
High 41.48 42.85 1.37 3.3% 41.83
Low 40.55 41.22 0.67 1.7% 39.87
Close 41.39 42.26 0.87 2.1% 41.27
Range 0.93 1.63 0.70 75.3% 1.96
ATR 1.42 1.43 0.02 1.1% 0.00
Volume 49,458 96,593 47,135 95.3% 301,948
Daily Pivots for day following 21-Jul-2020
Classic Woodie Camarilla DeMark
R4 47.00 46.26 43.16
R3 45.37 44.63 42.71
R2 43.74 43.74 42.56
R1 43.00 43.00 42.41 43.37
PP 42.11 42.11 42.11 42.30
S1 41.37 41.37 42.11 41.74
S2 40.48 40.48 41.96
S3 38.85 39.74 41.81
S4 37.22 38.11 41.36
Weekly Pivots for week ending 17-Jul-2020
Classic Woodie Camarilla DeMark
R4 46.87 46.03 42.35
R3 44.91 44.07 41.81
R2 42.95 42.95 41.63
R1 42.11 42.11 41.45 42.53
PP 40.99 40.99 40.99 41.20
S1 40.15 40.15 41.09 40.57
S2 39.03 39.03 40.91
S3 37.07 38.19 40.73
S4 35.11 36.23 40.19
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 42.85 40.55 2.30 5.4% 0.98 2.3% 74% True False 61,807
10 42.85 39.46 3.39 8.0% 1.14 2.7% 83% True False 67,314
20 42.85 38.02 4.83 11.4% 1.36 3.2% 88% True False 70,516
40 42.85 33.53 9.32 22.1% 1.68 4.0% 94% True False 74,026
60 42.85 26.91 15.94 37.7% 1.77 4.2% 96% True False 80,102
80 42.85 25.31 17.54 41.5% 1.96 4.6% 97% True False 86,836
100 49.09 25.31 23.78 56.3% 2.18 5.2% 71% False False 92,079
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 0.28
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 49.78
2.618 47.12
1.618 45.49
1.000 44.48
0.618 43.86
HIGH 42.85
0.618 42.23
0.500 42.04
0.382 41.84
LOW 41.22
0.618 40.21
1.000 39.59
1.618 38.58
2.618 36.95
4.250 34.29
Fisher Pivots for day following 21-Jul-2020
Pivot 1 day 3 day
R1 42.19 42.07
PP 42.11 41.89
S1 42.04 41.70

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

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