NYMEX Light Sweet Crude Oil Future November 2020


Trading Metrics calculated at close of trading on 01-Jul-2020
Day Change Summary
Previous Current
30-Jun-2020 01-Jul-2020 Change Change % Previous Week
Open 40.09 40.10 0.01 0.0% 39.58
High 40.32 40.75 0.43 1.1% 41.91
Low 39.24 39.29 0.05 0.1% 37.82
Close 39.58 40.23 0.65 1.6% 38.94
Range 1.08 1.46 0.38 35.2% 4.09
ATR 1.94 1.91 -0.03 -1.8% 0.00
Volume 59,807 86,964 27,157 45.4% 111,357
Daily Pivots for day following 01-Jul-2020
Classic Woodie Camarilla DeMark
R4 44.47 43.81 41.03
R3 43.01 42.35 40.63
R2 41.55 41.55 40.50
R1 40.89 40.89 40.36 41.22
PP 40.09 40.09 40.09 40.26
S1 39.43 39.43 40.10 39.76
S2 38.63 38.63 39.96
S3 37.17 37.97 39.83
S4 35.71 36.51 39.43
Weekly Pivots for week ending 26-Jun-2020
Classic Woodie Camarilla DeMark
R4 51.83 49.47 41.19
R3 47.74 45.38 40.06
R2 43.65 43.65 39.69
R1 41.29 41.29 39.31 40.43
PP 39.56 39.56 39.56 39.12
S1 37.20 37.20 38.57 36.34
S2 35.47 35.47 38.19
S3 31.38 33.11 37.82
S4 27.29 29.02 36.69
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 40.75 37.82 2.93 7.3% 1.59 4.0% 82% True False 44,497
10 41.91 37.82 4.09 10.2% 1.76 4.4% 59% False False 33,102
20 41.91 35.54 6.37 15.8% 1.93 4.8% 74% False False 26,938
40 41.91 29.00 12.91 32.1% 1.89 4.7% 87% False False 23,956
60 41.91 24.43 17.48 43.5% 2.05 5.1% 90% False False 23,712
80 41.91 24.43 17.48 43.5% 2.21 5.5% 90% False False 23,810
100 54.17 24.43 29.74 73.9% 2.14 5.3% 53% False False 21,748
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.46
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 46.96
2.618 44.57
1.618 43.11
1.000 42.21
0.618 41.65
HIGH 40.75
0.618 40.19
0.500 40.02
0.382 39.85
LOW 39.29
0.618 38.39
1.000 37.83
1.618 36.93
2.618 35.47
4.250 33.09
Fisher Pivots for day following 01-Jul-2020
Pivot 1 day 3 day
R1 40.16 39.96
PP 40.09 39.69
S1 40.02 39.42

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

View Archives - Comment on this page... - Back to Index of Symbols