NYMEX Light Sweet Crude Oil Future March 2021

Trading Metrics calculated at close of trading on 15-Jul-2020

Day Change Summary
	Previous	Current
	14-Jul-2020	15-Jul-2020	Change	Change %	Previous Week
Open	40.89	41.77	0.88	2.2%	41.20
High	41.66	42.17	0.51	1.2%	41.89
Low	40.45	41.27	0.82	2.0%	40.13
Close	41.48	42.16	0.68	1.6%	41.69
Range	1.21	0.90	-0.31	-25.6%	1.76
ATR	1.41	1.37	-0.04	-2.6%	0.00
Volume	15,031	11,543	-3,488	-23.2%	72,079

Daily Pivots for day following 15-Jul-2020
	Classic	Woodie	Camarilla	DeMark
R4	44.57	44.26	42.66
R3	43.67	43.36	42.41
R2	42.77	42.77	42.33
R1	42.46	42.46	42.24	42.62
PP	41.87	41.87	41.87	41.94
S1	41.56	41.56	42.08	41.72
S2	40.97	40.97	42.00
S3	40.07	40.66	41.91
S4	39.17	39.76	41.67

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	42.17	40.13	2.04	4.8%	1.19	2.8%	100%	True	False	13,445
10	42.17	39.65	2.52	6.0%	1.11	2.6%	100%	True	False	13,713
20	42.17	38.52	3.65	8.7%	1.32	3.1%	100%	True	False	11,697

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.35
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	46.00
2.618	44.53
1.618	43.63
1.000	43.07
0.618	42.73
HIGH	42.17
0.618	41.83
0.500	41.72
0.382	41.61
LOW	41.27
0.618	40.71
1.000	40.37
1.618	39.81
2.618	38.91
4.250	37.45

Fisher Pivots for day following 15-Jul-2020
Pivot	1 day	3 day
R1	42.01	41.88
PP	41.87	41.59
S1	41.72	41.31

Download as Excel Spreadsheet

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

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