NYMEX Light Sweet Crude Oil Future March 2021

Trading Metrics calculated at close of trading on 27-Jul-2020

Day Change Summary
	Previous	Current
	24-Jul-2020	27-Jul-2020	Change	Change %	Previous Week
Open	41.94	42.43	0.49	1.2%	41.66
High	42.36	42.84	0.48	1.1%	43.14
Low	41.66	41.68	0.02	0.0%	41.10
Close	42.35	42.73	0.38	0.9%	42.35
Range	0.70	1.16	0.46	65.7%	2.04
ATR	1.17	1.17	0.00	-0.1%	0.00
Volume	9,072	9,863	791	8.7%	45,452

Daily Pivots for day following 27-Jul-2020
	Classic	Woodie	Camarilla	DeMark
R4	45.90	45.47	43.37
R3	44.74	44.31	43.05
R2	43.58	43.58	42.94
R1	43.15	43.15	42.84	43.37
PP	42.42	42.42	42.42	42.52
S1	41.99	41.99	42.62	42.21
S2	41.26	41.26	42.52
S3	40.10	40.83	42.41
S4	38.94	39.67	42.09

Weekly Pivots for week ending 24-Jul-2020
	Classic	Woodie	Camarilla	DeMark
R4	48.32	47.37	43.47
R3	46.28	45.33	42.91
R2	44.24	44.24	42.72
R1	43.29	43.29	42.54	43.77
PP	42.20	42.20	42.20	42.43
S1	41.25	41.25	42.16	41.73
S2	40.16	40.16	41.98
S3	38.12	39.21	41.79
S4	36.08	37.17	41.23

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	43.14	41.66	1.48	3.5%	1.04	2.4%	72%	False	False	10,186
10	43.14	40.45	2.69	6.3%	0.92	2.2%	85%	False	False	9,751
20	43.14	38.79	4.35	10.2%	1.05	2.4%	91%	False	False	11,504
40	43.14	36.55	6.59	15.4%	1.36	3.2%	94%	False	False	11,205

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	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.25
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	47.77
2.618	45.88
1.618	44.72
1.000	44.00
0.618	43.56
HIGH	42.84
0.618	42.40
0.500	42.26
0.382	42.12
LOW	41.68
0.618	40.96
1.000	40.52
1.618	39.80
2.618	38.64
4.250	36.75

Fisher Pivots for day following 27-Jul-2020
Pivot	1 day	3 day
R1	42.57	42.60
PP	42.42	42.48
S1	42.26	42.35

Download as Excel Spreadsheet

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

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