NYMEX Light Sweet Crude Oil Future December 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	41.83	42.07	0.24	0.6%	41.20
High	42.24	42.12	-0.12	-0.3%	42.85
Low	41.65	39.63	-2.02	-4.8%	40.55
Close	42.04	40.92	-1.12	-2.7%	41.82
Range	0.59	2.49	1.90	322.0%	2.30
ATR	1.27	1.35	0.09	6.9%	0.00
Volume	62,456	95,982	33,526	53.7%	344,653

Daily Pivots for day following 30-Jul-2020
	Classic	Woodie	Camarilla	DeMark
R4	48.36	47.13	42.29
R3	45.87	44.64	41.60
R2	43.38	43.38	41.38
R1	42.15	42.15	41.15	41.52
PP	40.89	40.89	40.89	40.58
S1	39.66	39.66	40.69	39.03
S2	38.40	38.40	40.46
S3	35.91	37.17	40.24
S4	33.42	34.68	39.55

Weekly Pivots for week ending 24-Jul-2020
	Classic	Woodie	Camarilla	DeMark
R4	48.64	47.53	43.09
R3	46.34	45.23	42.45
R2	44.04	44.04	42.24
R1	42.93	42.93	42.03	43.49
PP	41.74	41.74	41.74	42.02
S1	40.63	40.63	41.61	41.19
S2	39.44	39.44	41.40
S3	37.14	38.33	41.19
S4	34.84	36.03	40.56

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	42.48	39.63	2.85	7.0%	1.23	3.0%	45%	False	True	69,891
10	42.85	39.63	3.22	7.9%	1.17	2.9%	40%	False	True	66,522
20	42.85	39.46	3.39	8.3%	1.16	2.8%	43%	False	False	68,507
40	42.85	35.72	7.13	17.4%	1.55	3.8%	73%	False	False	72,136
60	42.85	29.63	13.22	32.3%	1.65	4.0%	85%	False	False	75,064
80	42.85	25.31	17.54	42.9%	1.85	4.5%	89%	False	False	82,663
100	42.85	25.31	17.54	42.9%	2.05	5.0%	89%	False	False	89,090

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	0.24
Widest range in 25 trading days

Fibonacci Retracements and Extensions
4.250	52.70
2.618	48.64
1.618	46.15
1.000	44.61
0.618	43.66
HIGH	42.12
0.618	41.17
0.500	40.88
0.382	40.58
LOW	39.63
0.618	38.09
1.000	37.14
1.618	35.60
2.618	33.11
4.250	29.05

Fisher Pivots for day following 30-Jul-2020
Pivot	1 day	3 day
R1	40.91	41.06
PP	40.89	41.01
S1	40.88	40.97

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols