NYMEX Light Sweet Crude Oil Future February 2021

Trading Metrics calculated at close of trading on 06-Jul-2020

Day Change Summary
	Previous	Current
	02-Jul-2020	06-Jul-2020	Change	Change %	Previous Week
Open	40.25	41.23	0.98	2.4%	38.90
High	41.31	41.79	0.48	1.2%	41.31
Low	40.25	40.71	0.46	1.1%	38.63
Close	41.26	41.30	0.04	0.1%	41.26
Range	1.06	1.08	0.02	1.9%	2.68
ATR	1.60	1.56	-0.04	-2.3%	0.00
Volume	7,629	6,894	-735	-9.6%	35,325

Daily Pivots for day following 06-Jul-2020
	Classic	Woodie	Camarilla	DeMark
R4	44.51	43.98	41.89
R3	43.43	42.90	41.60
R2	42.35	42.35	41.50
R1	41.82	41.82	41.40	42.09
PP	41.27	41.27	41.27	41.40
S1	40.74	40.74	41.20	41.01
S2	40.19	40.19	41.10
S3	39.11	39.66	41.00
S4	38.03	38.58	40.71

Weekly Pivots for week ending 03-Jul-2020
	Classic	Woodie	Camarilla	DeMark
R4	48.44	47.53	42.73
R3	45.76	44.85	42.00
R2	43.08	43.08	41.75
R1	42.17	42.17	41.51	42.63
PP	40.40	40.40	40.40	40.63
S1	39.49	39.49	41.01	39.95
S2	37.72	37.72	40.77
S3	35.04	36.81	40.52
S4	32.36	34.13	39.79

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	41.79	38.63	3.16	7.7%	1.22	3.0%	84%	True	False	8,443
10	41.97	38.37	3.60	8.7%	1.44	3.5%	81%	False	False	7,519
20	41.97	36.26	5.71	13.8%	1.65	4.0%	88%	False	False	7,180
40	41.97	30.75	11.22	27.2%	1.55	3.8%	94%	False	False	6,310

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.35
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	46.38
2.618	44.62
1.618	43.54
1.000	42.87
0.618	42.46
HIGH	41.79
0.618	41.38
0.500	41.25
0.382	41.12
LOW	40.71
0.618	40.04
1.000	39.63
1.618	38.96
2.618	37.88
4.250	36.12

Fisher Pivots for day following 06-Jul-2020
Pivot	1 day	3 day
R1	41.28	41.11
PP	41.27	40.92
S1	41.25	40.74

Download as Excel Spreadsheet

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

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