NYMEX Light Sweet Crude Oil Future November 2020


Trading Metrics calculated at close of trading on 08-Jul-2020
Day Change Summary
Previous Current
07-Jul-2020 08-Jul-2020 Change Change % Previous Week
Open 40.96 40.74 -0.22 -0.5% 38.40
High 41.27 41.38 0.11 0.3% 41.09
Low 40.34 40.67 0.33 0.8% 38.09
Close 40.94 41.29 0.35 0.9% 41.02
Range 0.93 0.71 -0.22 -23.7% 3.00
ATR 1.75 1.68 -0.07 -4.2% 0.00
Volume 23,200 31,296 8,096 34.9% 211,494
Daily Pivots for day following 08-Jul-2020
Classic Woodie Camarilla DeMark
R4 43.24 42.98 41.68
R3 42.53 42.27 41.49
R2 41.82 41.82 41.42
R1 41.56 41.56 41.36 41.69
PP 41.11 41.11 41.11 41.18
S1 40.85 40.85 41.22 40.98
S2 40.40 40.40 41.16
S3 39.69 40.14 41.09
S4 38.98 39.43 40.90
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 39.29 2.19 5.3% 1.11 2.7% 91% False False 42,862
10 41.48 37.82 3.66 8.9% 1.50 3.6% 95% False False 38,111
20 41.91 35.54 6.37 15.4% 1.79 4.3% 90% False False 29,113
40 41.91 29.00 12.91 31.3% 1.78 4.3% 95% False False 24,616
60 41.91 24.43 17.48 42.3% 2.00 4.8% 96% False False 24,732
80 41.91 24.43 17.48 42.3% 2.11 5.1% 96% False False 23,560
100 54.17 24.43 29.74 72.0% 2.15 5.2% 57% False False 22,439
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.38
Narrowest range in 99 trading days
Fibonacci Retracements and Extensions
4.250 44.40
2.618 43.24
1.618 42.53
1.000 42.09
0.618 41.82
HIGH 41.38
0.618 41.11
0.500 41.03
0.382 40.94
LOW 40.67
0.618 40.23
1.000 39.96
1.618 39.52
2.618 38.81
4.250 37.65
Fisher Pivots for day following 08-Jul-2020
Pivot 1 day 3 day
R1 41.20 41.14
PP 41.11 41.00
S1 41.03 40.85

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

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