NYMEX Light Sweet Crude Oil Future December 2020


Trading Metrics calculated at close of trading on 31-Jul-2020
Day Change Summary
Previous Current
30-Jul-2020 31-Jul-2020 Change Change % Previous Week
Open 42.07 41.39 -0.68 -1.6% 41.82
High 42.12 41.49 -0.63 -1.5% 42.48
Low 39.63 40.63 1.00 2.5% 39.63
Close 40.92 41.22 0.30 0.7% 41.22
Range 2.49 0.86 -1.63 -65.5% 2.85
ATR 1.35 1.32 -0.04 -2.6% 0.00
Volume 95,982 62,355 -33,627 -35.0% 340,969
Daily Pivots for day following 31-Jul-2020
Classic Woodie Camarilla DeMark
R4 43.69 43.32 41.69
R3 42.83 42.46 41.46
R2 41.97 41.97 41.38
R1 41.60 41.60 41.30 41.36
PP 41.11 41.11 41.11 40.99
S1 40.74 40.74 41.14 40.50
S2 40.25 40.25 41.06
S3 39.39 39.88 40.98
S4 38.53 39.02 40.75
Weekly Pivots for week ending 31-Jul-2020
Classic Woodie Camarilla DeMark
R4 49.66 48.29 42.79
R3 46.81 45.44 42.00
R2 43.96 43.96 41.74
R1 42.59 42.59 41.48 41.85
PP 41.11 41.11 41.11 40.74
S1 39.74 39.74 40.96 39.00
S2 38.26 38.26 40.70
S3 35.41 36.89 40.44
S4 32.56 34.04 39.65
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 6.9% 1.23 3.0% 56% False False 68,193
10 42.85 39.63 3.22 7.8% 1.18 2.9% 49% False False 68,562
20 42.85 39.46 3.39 8.2% 1.14 2.8% 52% False False 67,745
40 42.85 35.72 7.13 17.3% 1.54 3.7% 77% False False 72,303
60 42.85 29.63 13.22 32.1% 1.62 3.9% 88% False False 74,444
80 42.85 25.31 17.54 42.6% 1.85 4.5% 91% False False 82,336
100 42.85 25.31 17.54 42.6% 2.02 4.9% 91% False False 88,383
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.24
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 45.15
2.618 43.74
1.618 42.88
1.000 42.35
0.618 42.02
HIGH 41.49
0.618 41.16
0.500 41.06
0.382 40.96
LOW 40.63
0.618 40.10
1.000 39.77
1.618 39.24
2.618 38.38
4.250 36.98
Fisher Pivots for day following 31-Jul-2020
Pivot 1 day 3 day
R1 41.17 41.13
PP 41.11 41.03
S1 41.06 40.94

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

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