NYMEX Light Sweet Crude Oil Future November 2020


Trading Metrics calculated at close of trading on 23-Jul-2020
Day Change Summary
Previous Current
22-Jul-2020 23-Jul-2020 Change Change % Previous Week
Open 41.82 42.18 0.36 0.9% 40.96
High 42.28 42.62 0.34 0.8% 41.73
Low 41.47 41.14 -0.33 -0.8% 39.71
Close 42.17 41.37 -0.80 -1.9% 41.11
Range 0.81 1.48 0.67 82.7% 2.02
ATR 1.40 1.41 0.01 0.4% 0.00
Volume 30,441 50,707 20,266 66.6% 127,802
Daily Pivots for day following 23-Jul-2020
Classic Woodie Camarilla DeMark
R4 46.15 45.24 42.18
R3 44.67 43.76 41.78
R2 43.19 43.19 41.64
R1 42.28 42.28 41.51 42.00
PP 41.71 41.71 41.71 41.57
S1 40.80 40.80 41.23 40.52
S2 40.23 40.23 41.10
S3 38.75 39.32 40.96
S4 37.27 37.84 40.56
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 5.8% 1.14 2.7% 42% False False 34,566
10 42.75 39.25 3.50 8.5% 1.18 2.8% 61% False False 31,720
20 42.75 37.82 4.93 11.9% 1.27 3.1% 72% False False 34,992
40 42.75 33.09 9.66 23.4% 1.64 4.0% 86% False False 27,808
60 42.75 26.29 16.46 39.8% 1.74 4.2% 92% False False 26,387
80 42.75 24.43 18.32 44.3% 1.91 4.6% 92% False False 25,445
100 48.99 24.43 24.56 59.4% 2.10 5.1% 69% False False 24,822
120 54.17 24.43 29.74 71.9% 1.98 4.8% 57% False False 22,676
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.35
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 48.91
2.618 46.49
1.618 45.01
1.000 44.10
0.618 43.53
HIGH 42.62
0.618 42.05
0.500 41.88
0.382 41.71
LOW 41.14
0.618 40.23
1.000 39.66
1.618 38.75
2.618 37.27
4.250 34.85
Fisher Pivots for day following 23-Jul-2020
Pivot 1 day 3 day
R1 41.88 41.92
PP 41.71 41.74
S1 41.54 41.55

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

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