NYMEX Light Sweet Crude Oil Future March 2021

Trading Metrics calculated at close of trading on 20-Jul-2020

Day Change Summary
	Previous	Current
	17-Jul-2020	20-Jul-2020	Change	Change %	Previous Week
Open	41.86	41.66	-0.20	-0.5%	41.64
High	41.87	41.90	0.03	0.1%	42.17
Low	41.25	41.10	-0.15	-0.4%	40.45
Close	41.73	41.84	0.11	0.3%	41.73
Range	0.62	0.80	0.18	29.0%	1.72
ATR	1.27	1.23	-0.03	-2.6%	0.00
Volume	7,769	4,382	-3,387	-43.6%	52,975

Daily Pivots for day following 20-Jul-2020
	Classic	Woodie	Camarilla	DeMark
R4	44.01	43.73	42.28
R3	43.21	42.93	42.06
R2	42.41	42.41	41.99
R1	42.13	42.13	41.91	42.27
PP	41.61	41.61	41.61	41.69
S1	41.33	41.33	41.77	41.47
S2	40.81	40.81	41.69
S3	40.01	40.53	41.62
S4	39.21	39.73	41.40

Weekly Pivots for week ending 17-Jul-2020
	Classic	Woodie	Camarilla	DeMark
R4	46.61	45.89	42.68
R3	44.89	44.17	42.20
R2	43.17	43.17	42.05
R1	42.45	42.45	41.89	42.81
PP	41.45	41.45	41.45	41.63
S1	40.73	40.73	41.57	41.09
S2	39.73	39.73	41.41
S3	38.01	39.01	41.26
S4	36.29	37.29	40.78

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	42.17	40.45	1.72	4.1%	0.80	1.9%	81%	False	False	9,316
10	42.17	40.13	2.04	4.9%	0.94	2.2%	84%	False	False	11,794
20	42.17	38.52	3.65	8.7%	1.22	2.9%	91%	False	False	11,545

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	True
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.26
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	45.30
2.618	43.99
1.618	43.19
1.000	42.70
0.618	42.39
HIGH	41.90
0.618	41.59
0.500	41.50
0.382	41.41
LOW	41.10
0.618	40.61
1.000	40.30
1.618	39.81
2.618	39.01
4.250	37.70

Fisher Pivots for day following 20-Jul-2020
Pivot	1 day	3 day
R1	41.73	41.76
PP	41.61	41.67
S1	41.50	41.59

Download as Excel Spreadsheet

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

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