NYMEX Light Sweet Crude Oil Future November 2020


Trading Metrics calculated at close of trading on 21-Jul-2020
Day Change Summary
Previous Current
20-Jul-2020 21-Jul-2020 Change Change % Previous Week
Open 41.11 41.10 -0.01 0.0% 40.96
High 41.33 42.75 1.42 3.4% 41.73
Low 40.37 41.09 0.72 1.8% 39.71
Close 41.24 42.17 0.93 2.3% 41.11
Range 0.96 1.66 0.70 72.9% 2.02
ATR 1.43 1.45 0.02 1.1% 0.00
Volume 30,767 44,851 14,084 45.8% 127,802
Daily Pivots for day following 21-Jul-2020
Classic Woodie Camarilla DeMark
R4 46.98 46.24 43.08
R3 45.32 44.58 42.63
R2 43.66 43.66 42.47
R1 42.92 42.92 42.32 43.29
PP 42.00 42.00 42.00 42.19
S1 41.26 41.26 42.02 41.63
S2 40.34 40.34 41.87
S3 38.68 39.60 41.71
S4 37.02 37.94 41.26
Weekly Pivots for week ending 17-Jul-2020
Classic Woodie Camarilla DeMark
R4 46.91 46.03 42.22
R3 44.89 44.01 41.67
R2 42.87 42.87 41.48
R1 41.99 41.99 41.30 42.43
PP 40.85 40.85 40.85 41.07
S1 39.97 39.97 40.92 40.41
S2 38.83 38.83 40.74
S3 36.81 37.95 40.55
S4 34.79 35.93 40.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 42.75 40.37 2.38 5.6% 1.01 2.4% 76% True False 28,965
10 42.75 39.25 3.50 8.3% 1.17 2.8% 83% True False 30,016
20 42.75 37.82 4.93 11.7% 1.39 3.3% 88% True False 33,303
40 42.75 33.09 9.66 22.9% 1.68 4.0% 94% True False 26,784
60 42.75 25.99 16.76 39.7% 1.76 4.2% 97% True False 25,615
80 42.75 24.43 18.32 43.4% 1.92 4.5% 97% True False 24,983
100 48.99 24.43 24.56 58.2% 2.14 5.1% 72% False False 24,243
120 54.17 24.43 29.74 70.5% 1.98 4.7% 60% False False 22,166
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 0.27
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 49.81
2.618 47.10
1.618 45.44
1.000 44.41
0.618 43.78
HIGH 42.75
0.618 42.12
0.500 41.92
0.382 41.72
LOW 41.09
0.618 40.06
1.000 39.43
1.618 38.40
2.618 36.74
4.250 34.04
Fisher Pivots for day following 21-Jul-2020
Pivot 1 day 3 day
R1 42.09 41.97
PP 42.00 41.76
S1 41.92 41.56

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

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