NYMEX Light Sweet Crude Oil Future April 2021

Trading Metrics calculated at close of trading on 30-Jul-2020

Day Change Summary
	Previous	Current
	29-Jul-2020	30-Jul-2020	Change	Change %	Previous Week
Open	42.62	42.63	0.01	0.0%	41.66
High	42.94	42.63	-0.31	-0.7%	43.22
Low	42.47	40.68	-1.79	-4.2%	41.29
Close	42.82	41.87	-0.95	-2.2%	42.51
Range	0.47	1.95	1.48	314.9%	1.93
ATR	0.98	1.07	0.08	8.4%	0.00
Volume	3,425	3,097	-328	-9.6%	15,471

Daily Pivots for day following 30-Jul-2020
	Classic	Woodie	Camarilla	DeMark
R4	47.58	46.67	42.94
R3	45.63	44.72	42.41
R2	43.68	43.68	42.23
R1	42.77	42.77	42.05	42.25
PP	41.73	41.73	41.73	41.47
S1	40.82	40.82	41.69	40.30
S2	39.78	39.78	41.51
S3	37.83	38.87	41.33
S4	35.88	36.92	40.80

Weekly Pivots for week ending 24-Jul-2020
	Classic	Woodie	Camarilla	DeMark
R4	48.13	47.25	43.57
R3	46.20	45.32	43.04
R2	44.27	44.27	42.86
R1	43.39	43.39	42.69	43.83
PP	42.34	42.34	42.34	42.56
S1	41.46	41.46	42.33	41.90
S2	40.41	40.41	42.16
S3	38.48	39.53	41.98
S4	36.55	37.60	41.45

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	43.10	40.68	2.42	5.8%	0.96	2.3%	49%	False	True	2,598
10	43.22	40.68	2.54	6.1%	0.89	2.1%	47%	False	True	2,826
20	43.22	40.37	2.85	6.8%	0.91	2.2%	53%	False	False	2,425

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	0.19
Widest range in 25 trading days

Fibonacci Retracements and Extensions
4.250	50.92
2.618	47.74
1.618	45.79
1.000	44.58
0.618	43.84
HIGH	42.63
0.618	41.89
0.500	41.66
0.382	41.42
LOW	40.68
0.618	39.47
1.000	38.73
1.618	37.52
2.618	35.57
4.250	32.39

Fisher Pivots for day following 30-Jul-2020
Pivot	1 day	3 day
R1	41.80	41.89
PP	41.73	41.88
S1	41.66	41.88

Download as Excel Spreadsheet

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

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