NYMEX Light Sweet Crude Oil Future November 2020


Trading Metrics calculated at close of trading on 28-Jul-2020
Day Change Summary
Previous Current
27-Jul-2020 28-Jul-2020 Change Change % Previous Week
Open 41.63 42.08 0.45 1.1% 41.11
High 42.17 42.31 0.14 0.3% 42.75
Low 40.90 41.31 0.41 1.0% 40.37
Close 42.00 41.52 -0.48 -1.1% 41.64
Range 1.27 1.00 -0.27 -21.3% 2.38
ATR 1.37 1.34 -0.03 -1.9% 0.00
Volume 57,802 40,066 -17,736 -30.7% 198,456
Daily Pivots for day following 28-Jul-2020
Classic Woodie Camarilla DeMark
R4 44.71 44.12 42.07
R3 43.71 43.12 41.80
R2 42.71 42.71 41.70
R1 42.12 42.12 41.61 41.92
PP 41.71 41.71 41.71 41.61
S1 41.12 41.12 41.43 40.92
S2 40.71 40.71 41.34
S3 39.71 40.12 41.25
S4 38.71 39.12 40.97
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 42.62 40.90 1.72 4.1% 1.10 2.6% 36% False False 44,141
10 42.75 40.37 2.38 5.7% 1.05 2.5% 48% False False 36,553
20 42.75 39.24 3.51 8.5% 1.16 2.8% 65% False False 38,184
40 42.75 35.54 7.21 17.4% 1.55 3.7% 83% False False 29,964
60 42.75 26.73 16.02 38.6% 1.69 4.1% 92% False False 27,378
80 42.75 24.43 18.32 44.1% 1.86 4.5% 93% False False 26,101
100 47.14 24.43 22.71 54.7% 2.09 5.0% 75% False False 26,011
120 54.17 24.43 29.74 71.6% 1.97 4.7% 57% False False 23,526
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.29
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 46.56
2.618 44.93
1.618 43.93
1.000 43.31
0.618 42.93
HIGH 42.31
0.618 41.93
0.500 41.81
0.382 41.69
LOW 41.31
0.618 40.69
1.000 40.31
1.618 39.69
2.618 38.69
4.250 37.06
Fisher Pivots for day following 28-Jul-2020
Pivot 1 day 3 day
R1 41.81 41.61
PP 41.71 41.58
S1 41.62 41.55

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

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