NYMEX Light Sweet Crude Oil Future January 2021


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 42.24 41.69 -0.55 -1.3% 41.98
High 42.30 41.70 -0.60 -1.4% 42.62
Low 39.94 40.92 0.98 2.5% 39.94
Close 41.19 41.49 0.30 0.7% 41.49
Range 2.36 0.78 -1.58 -66.9% 2.68
ATR 1.27 1.24 -0.04 -2.8% 0.00
Volume 19,976 15,125 -4,851 -24.3% 90,011
Daily Pivots for day following 31-Jul-2020
Classic Woodie Camarilla DeMark
R4 43.71 43.38 41.92
R3 42.93 42.60 41.70
R2 42.15 42.15 41.63
R1 41.82 41.82 41.56 41.60
PP 41.37 41.37 41.37 41.26
S1 41.04 41.04 41.42 40.82
S2 40.59 40.59 41.35
S3 39.81 40.26 41.28
S4 39.03 39.48 41.06
Weekly Pivots for week ending 31-Jul-2020
Classic Woodie Camarilla DeMark
R4 49.39 48.12 42.96
R3 46.71 45.44 42.23
R2 44.03 44.03 41.98
R1 42.76 42.76 41.74 42.06
PP 41.35 41.35 41.35 41.00
S1 40.08 40.08 41.24 39.38
S2 38.67 38.67 41.00
S3 35.99 37.40 40.75
S4 33.31 34.72 40.02
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 42.62 39.94 2.68 6.5% 1.16 2.8% 58% False False 18,002
10 42.95 39.94 3.01 7.3% 1.12 2.7% 51% False False 16,673
20 42.95 39.69 3.26 7.9% 1.08 2.6% 55% False False 14,774
40 42.95 35.94 7.01 16.9% 1.45 3.5% 79% False False 14,233
60 42.95 30.34 12.61 30.4% 1.49 3.6% 88% False False 12,971
80 42.95 26.22 16.73 40.3% 1.69 4.1% 91% False False 12,556
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 0.22
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 45.02
2.618 43.74
1.618 42.96
1.000 42.48
0.618 42.18
HIGH 41.70
0.618 41.40
0.500 41.31
0.382 41.22
LOW 40.92
0.618 40.44
1.000 40.14
1.618 39.66
2.618 38.88
4.250 37.61
Fisher Pivots for day following 31-Jul-2020
Pivot 1 day 3 day
R1 41.43 41.39
PP 41.37 41.29
S1 41.31 41.19

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

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