NYMEX Light Sweet Crude Oil Future November 2020


Trading Metrics calculated at close of trading on 30-Jul-2020
Day Change Summary
Previous Current
29-Jul-2020 30-Jul-2020 Change Change % Previous Week
Open 41.63 41.85 0.22 0.5% 41.11
High 42.04 41.90 -0.14 -0.3% 42.75
Low 41.43 39.33 -2.10 -5.1% 40.37
Close 41.81 40.60 -1.21 -2.9% 41.64
Range 0.61 2.57 1.96 321.3% 2.38
ATR 1.29 1.38 0.09 7.1% 0.00
Volume 55,603 70,689 15,086 27.1% 198,456
Daily Pivots for day following 30-Jul-2020
Classic Woodie Camarilla DeMark
R4 48.32 47.03 42.01
R3 45.75 44.46 41.31
R2 43.18 43.18 41.07
R1 41.89 41.89 40.84 41.25
PP 40.61 40.61 40.61 40.29
S1 39.32 39.32 40.36 38.68
S2 38.04 38.04 40.13
S3 35.47 36.75 39.89
S4 32.90 34.18 39.19
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 42.31 39.33 2.98 7.3% 1.27 3.1% 43% False True 53,170
10 42.75 39.33 3.42 8.4% 1.21 3.0% 37% False True 43,868
20 42.75 39.25 3.50 8.6% 1.19 2.9% 39% False False 37,160
40 42.75 35.54 7.21 17.8% 1.56 3.8% 70% False False 32,049
60 42.75 29.00 13.75 33.9% 1.66 4.1% 84% False False 28,357
80 42.75 24.43 18.32 45.1% 1.84 4.5% 88% False False 27,074
100 42.75 24.43 18.32 45.1% 2.01 4.9% 88% False False 26,480
120 54.17 24.43 29.74 73.3% 1.98 4.9% 54% False False 24,317
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 0.25
Widest range in 25 trading days
Fibonacci Retracements and Extensions
4.250 52.82
2.618 48.63
1.618 46.06
1.000 44.47
0.618 43.49
HIGH 41.90
0.618 40.92
0.500 40.62
0.382 40.31
LOW 39.33
0.618 37.74
1.000 36.76
1.618 35.17
2.618 32.60
4.250 28.41
Fisher Pivots for day following 30-Jul-2020
Pivot 1 day 3 day
R1 40.62 40.82
PP 40.61 40.75
S1 40.61 40.67

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

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