NYMEX Light Sweet Crude Oil Future November 2020


Trading Metrics calculated at close of trading on 07-Jul-2020
Day Change Summary
Previous Current
06-Jul-2020 07-Jul-2020 Change Change % Previous Week
Open 40.74 40.96 0.22 0.5% 38.40
High 41.48 41.27 -0.21 -0.5% 41.09
Low 40.22 40.34 0.12 0.3% 38.09
Close 40.99 40.94 -0.05 -0.1% 41.02
Range 1.26 0.93 -0.33 -26.2% 3.00
ATR 1.82 1.75 -0.06 -3.5% 0.00
Volume 35,528 23,200 -12,328 -34.7% 211,494
Daily Pivots for day following 07-Jul-2020
Classic Woodie Camarilla DeMark
R4 43.64 43.22 41.45
R3 42.71 42.29 41.20
R2 41.78 41.78 41.11
R1 41.36 41.36 41.03 41.11
PP 40.85 40.85 40.85 40.72
S1 40.43 40.43 40.85 40.18
S2 39.92 39.92 40.77
S3 38.99 39.50 40.68
S4 38.06 38.57 40.43
Weekly Pivots for week ending 03-Jul-2020
Classic Woodie Camarilla DeMark
R4 49.07 48.04 42.67
R3 46.07 45.04 41.85
R2 43.07 43.07 41.57
R1 42.04 42.04 41.30 42.56
PP 40.07 40.07 40.07 40.32
S1 39.04 39.04 40.75 39.56
S2 37.07 37.07 40.47
S3 34.07 36.04 40.20
S4 31.07 33.04 39.37
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 41.48 39.24 2.24 5.5% 1.19 2.9% 76% False False 48,564
10 41.91 37.82 4.09 10.0% 1.61 3.9% 76% False False 36,591
20 41.91 35.54 6.37 15.6% 1.84 4.5% 85% False False 28,666
40 41.91 29.00 12.91 31.5% 1.80 4.4% 92% False False 24,335
60 41.91 24.43 17.48 42.7% 2.02 4.9% 94% False False 24,446
80 41.91 24.43 17.48 42.7% 2.14 5.2% 94% False False 23,424
100 54.17 24.43 29.74 72.6% 2.15 5.2% 56% False False 22,290
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.45
Narrowest range in 94 trading days
Fibonacci Retracements and Extensions
4.250 45.22
2.618 43.70
1.618 42.77
1.000 42.20
0.618 41.84
HIGH 41.27
0.618 40.91
0.500 40.81
0.382 40.70
LOW 40.34
0.618 39.77
1.000 39.41
1.618 38.84
2.618 37.91
4.250 36.39
Fisher Pivots for day following 07-Jul-2020
Pivot 1 day 3 day
R1 40.90 40.85
PP 40.85 40.77
S1 40.81 40.68

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

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