NYMEX Light Sweet Crude Oil Future January 2021


Trading Metrics calculated at close of trading on 03-Aug-2020
Day Change Summary
Previous Current
31-Jul-2020 03-Aug-2020 Change Change % Previous Week
Open 41.69 41.42 -0.27 -0.6% 41.98
High 41.70 42.41 0.71 1.7% 42.62
Low 40.92 40.91 -0.01 0.0% 39.94
Close 41.49 42.28 0.79 1.9% 41.49
Range 0.78 1.50 0.72 92.3% 2.68
ATR 1.24 1.26 0.02 1.5% 0.00
Volume 15,125 22,750 7,625 50.4% 90,011
Daily Pivots for day following 03-Aug-2020
Classic Woodie Camarilla DeMark
R4 46.37 45.82 43.11
R3 44.87 44.32 42.69
R2 43.37 43.37 42.56
R1 42.82 42.82 42.42 43.10
PP 41.87 41.87 41.87 42.00
S1 41.32 41.32 42.14 41.60
S2 40.37 40.37 42.01
S3 38.87 39.82 41.87
S4 37.37 38.32 41.46
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 6.3% 1.21 2.9% 87% False False 18,552
10 42.95 39.94 3.01 7.1% 1.18 2.8% 78% False False 18,204
20 42.95 39.69 3.26 7.7% 1.09 2.6% 79% False False 15,108
40 42.95 35.94 7.01 16.6% 1.43 3.4% 90% False False 14,285
60 42.95 30.35 12.60 29.8% 1.48 3.5% 95% False False 13,183
80 42.95 26.22 16.73 39.6% 1.70 4.0% 96% False False 12,642
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 0.25
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 48.79
2.618 46.34
1.618 44.84
1.000 43.91
0.618 43.34
HIGH 42.41
0.618 41.84
0.500 41.66
0.382 41.48
LOW 40.91
0.618 39.98
1.000 39.41
1.618 38.48
2.618 36.98
4.250 34.54
Fisher Pivots for day following 03-Aug-2020
Pivot 1 day 3 day
R1 42.07 41.91
PP 41.87 41.54
S1 41.66 41.18

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

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