NYMEX Light Sweet Crude Oil Future January 2021


Trading Metrics calculated at close of trading on 02-Jul-2020
Day Change Summary
Previous Current
01-Jul-2020 02-Jul-2020 Change Change % Previous Week
Open 40.18 40.33 0.15 0.4% 39.55
High 40.88 41.24 0.36 0.9% 42.02
Low 39.50 40.11 0.61 1.5% 38.20
Close 40.44 41.18 0.74 1.8% 39.19
Range 1.38 1.13 -0.25 -18.1% 3.82
ATR 1.78 1.73 -0.05 -2.6% 0.00
Volume 25,515 17,262 -8,253 -32.3% 65,643
Daily Pivots for day following 02-Jul-2020
Classic Woodie Camarilla DeMark
R4 44.23 43.84 41.80
R3 43.10 42.71 41.49
R2 41.97 41.97 41.39
R1 41.58 41.58 41.28 41.78
PP 40.84 40.84 40.84 40.94
S1 40.45 40.45 41.08 40.65
S2 39.71 39.71 40.97
S3 38.58 39.32 40.87
S4 37.45 38.19 40.56
Weekly Pivots for week ending 26-Jun-2020
Classic Woodie Camarilla DeMark
R4 51.26 49.05 41.29
R3 47.44 45.23 40.24
R2 43.62 43.62 39.89
R1 41.41 41.41 39.54 40.61
PP 39.80 39.80 39.80 39.40
S1 37.59 37.59 38.84 36.79
S2 35.98 35.98 38.49
S3 32.16 33.77 38.14
S4 28.34 29.95 37.09
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 41.24 38.46 2.78 6.8% 1.37 3.3% 98% True False 17,761
10 42.02 38.20 3.82 9.3% 1.63 4.0% 78% False False 15,460
20 42.02 35.94 6.08 14.8% 1.82 4.4% 86% False False 13,692
40 42.02 30.34 11.68 28.4% 1.70 4.1% 93% False False 12,070
60 42.02 26.22 15.80 38.4% 1.90 4.6% 95% False False 11,816
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.42
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 46.04
2.618 44.20
1.618 43.07
1.000 42.37
0.618 41.94
HIGH 41.24
0.618 40.81
0.500 40.68
0.382 40.54
LOW 40.11
0.618 39.41
1.000 38.98
1.618 38.28
2.618 37.15
4.250 35.31
Fisher Pivots for day following 02-Jul-2020
Pivot 1 day 3 day
R1 41.01 40.91
PP 40.84 40.64
S1 40.68 40.37

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

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