NYMEX Light Sweet Crude Oil Future December 2020


Trading Metrics calculated at close of trading on 23-Jul-2020
Day Change Summary
Previous Current
22-Jul-2020 23-Jul-2020 Change Change % Previous Week
Open 41.91 42.30 0.39 0.9% 41.10
High 42.39 42.73 0.34 0.8% 41.83
Low 41.61 41.28 -0.33 -0.8% 39.87
Close 42.28 41.51 -0.77 -1.8% 41.27
Range 0.78 1.45 0.67 85.9% 1.96
ATR 1.39 1.39 0.00 0.3% 0.00
Volume 49,089 78,671 29,582 60.3% 301,948
Daily Pivots for day following 23-Jul-2020
Classic Woodie Camarilla DeMark
R4 46.19 45.30 42.31
R3 44.74 43.85 41.91
R2 43.29 43.29 41.78
R1 42.40 42.40 41.64 42.12
PP 41.84 41.84 41.84 41.70
S1 40.95 40.95 41.38 40.67
S2 40.39 40.39 41.24
S3 38.94 39.50 41.11
S4 37.49 38.05 40.71
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 5.5% 1.10 2.7% 42% False False 63,154
10 42.85 39.46 3.39 8.2% 1.15 2.8% 60% False False 65,995
20 42.85 38.02 4.83 11.6% 1.24 3.0% 72% False False 69,851
40 42.85 33.53 9.32 22.5% 1.63 3.9% 86% False False 73,730
60 42.85 27.08 15.77 38.0% 1.75 4.2% 92% False False 78,615
80 42.85 25.31 17.54 42.3% 1.95 4.7% 92% False False 85,994
100 49.09 25.31 23.78 57.3% 2.14 5.2% 68% False False 91,458
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 0.33
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 48.89
2.618 46.53
1.618 45.08
1.000 44.18
0.618 43.63
HIGH 42.73
0.618 42.18
0.500 42.01
0.382 41.83
LOW 41.28
0.618 40.38
1.000 39.83
1.618 38.93
2.618 37.48
4.250 35.12
Fisher Pivots for day following 23-Jul-2020
Pivot 1 day 3 day
R1 42.01 42.04
PP 41.84 41.86
S1 41.68 41.69

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

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