NYMEX Light Sweet Crude Oil Future March 2021


Trading Metrics calculated at close of trading on 10-Jul-2020
Day Change Summary
Previous Current
09-Jul-2020 10-Jul-2020 Change Change % Previous Week
Open 41.75 40.93 -0.82 -2.0% 41.20
High 41.82 41.73 -0.09 -0.2% 41.89
Low 40.55 40.13 -0.42 -1.0% 40.13
Close 40.92 41.69 0.77 1.9% 41.69
Range 1.27 1.60 0.33 26.0% 1.76
ATR 1.45 1.46 0.01 0.7% 0.00
Volume 13,562 16,315 2,753 20.3% 72,079
Daily Pivots for day following 10-Jul-2020
Classic Woodie Camarilla DeMark
R4 45.98 45.44 42.57
R3 44.38 43.84 42.13
R2 42.78 42.78 41.98
R1 42.24 42.24 41.84 42.51
PP 41.18 41.18 41.18 41.32
S1 40.64 40.64 41.54 40.91
S2 39.58 39.58 41.40
S3 37.98 39.04 41.25
S4 36.38 37.44 40.81
Weekly Pivots for week ending 10-Jul-2020
Classic Woodie Camarilla DeMark
R4 46.52 45.86 42.66
R3 44.76 44.10 42.17
R2 43.00 43.00 42.01
R1 42.34 42.34 41.85 42.67
PP 41.24 41.24 41.24 41.40
S1 40.58 40.58 41.53 40.91
S2 39.48 39.48 41.37
S3 37.72 38.82 41.21
S4 35.96 37.06 40.72
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 41.89 40.13 1.76 4.2% 1.11 2.7% 89% False True 14,415
10 41.89 38.79 3.10 7.4% 1.20 2.9% 94% False False 13,191
20 42.06 36.55 5.51 13.2% 1.49 3.6% 93% False False 11,077
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.30
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 48.53
2.618 45.92
1.618 44.32
1.000 43.33
0.618 42.72
HIGH 41.73
0.618 41.12
0.500 40.93
0.382 40.74
LOW 40.13
0.618 39.14
1.000 38.53
1.618 37.54
2.618 35.94
4.250 33.33
Fisher Pivots for day following 10-Jul-2020
Pivot 1 day 3 day
R1 41.44 41.45
PP 41.18 41.21
S1 40.93 40.98

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

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