NYMEX Light Sweet Crude Oil Future November 2020


Trading Metrics calculated at close of trading on 27-Jul-2020
Day Change Summary
Previous Current
24-Jul-2020 27-Jul-2020 Change Change % Previous Week
Open 41.34 41.63 0.29 0.7% 41.11
High 41.93 42.17 0.24 0.6% 42.75
Low 41.01 40.90 -0.11 -0.3% 40.37
Close 41.64 42.00 0.36 0.9% 41.64
Range 0.92 1.27 0.35 38.0% 2.38
ATR 1.37 1.37 -0.01 -0.5% 0.00
Volume 41,690 57,802 16,112 38.6% 198,456
Daily Pivots for day following 27-Jul-2020
Classic Woodie Camarilla DeMark
R4 45.50 45.02 42.70
R3 44.23 43.75 42.35
R2 42.96 42.96 42.23
R1 42.48 42.48 42.12 42.72
PP 41.69 41.69 41.69 41.81
S1 41.21 41.21 41.88 41.45
S2 40.42 40.42 41.77
S3 39.15 39.94 41.65
S4 37.88 38.67 41.30
Weekly Pivots for week ending 24-Jul-2020
Classic Woodie Camarilla DeMark
R4 48.73 47.56 42.95
R3 46.35 45.18 42.29
R2 43.97 43.97 42.08
R1 42.80 42.80 41.86 43.39
PP 41.59 41.59 41.59 41.88
S1 40.42 40.42 41.42 41.01
S2 39.21 39.21 41.20
S3 36.83 38.04 40.99
S4 34.45 35.66 40.33
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 42.75 40.90 1.85 4.4% 1.23 2.9% 59% False True 45,098
10 42.75 39.71 3.04 7.2% 1.09 2.6% 75% False False 35,033
20 42.75 38.09 4.66 11.1% 1.21 2.9% 84% False False 37,551
40 42.75 35.54 7.21 17.2% 1.56 3.7% 90% False False 29,499
60 42.75 26.73 16.02 38.1% 1.71 4.1% 95% False False 27,248
80 42.75 24.43 18.32 43.6% 1.90 4.5% 96% False False 26,164
100 48.23 24.43 23.80 56.7% 2.09 5.0% 74% False False 25,673
120 54.17 24.43 29.74 70.8% 1.98 4.7% 59% False False 23,294
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 0.31
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 47.57
2.618 45.49
1.618 44.22
1.000 43.44
0.618 42.95
HIGH 42.17
0.618 41.68
0.500 41.54
0.382 41.39
LOW 40.90
0.618 40.12
1.000 39.63
1.618 38.85
2.618 37.58
4.250 35.50
Fisher Pivots for day following 27-Jul-2020
Pivot 1 day 3 day
R1 41.85 41.92
PP 41.69 41.84
S1 41.54 41.76

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

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