NYMEX Light Sweet Crude Oil Future November 2020


Trading Metrics calculated at close of trading on 04-Aug-2020
Day Change Summary
Previous Current
03-Aug-2020 04-Aug-2020 Change Change % Previous Week
Open 41.00 41.39 0.39 1.0% 41.63
High 41.83 42.55 0.72 1.7% 42.31
Low 40.25 40.80 0.55 1.4% 39.33
Close 41.68 42.21 0.53 1.3% 40.91
Range 1.58 1.75 0.17 10.8% 2.98
ATR 1.36 1.39 0.03 2.0% 0.00
Volume 61,702 78,247 16,545 26.8% 270,583
Daily Pivots for day following 04-Aug-2020
Classic Woodie Camarilla DeMark
R4 47.10 46.41 43.17
R3 45.35 44.66 42.69
R2 43.60 43.60 42.53
R1 42.91 42.91 42.37 43.26
PP 41.85 41.85 41.85 42.03
S1 41.16 41.16 42.05 41.51
S2 40.10 40.10 41.89
S3 38.35 39.41 41.73
S4 36.60 37.66 41.25
Weekly Pivots for week ending 31-Jul-2020
Classic Woodie Camarilla DeMark
R4 49.79 48.33 42.55
R3 46.81 45.35 41.73
R2 43.83 43.83 41.46
R1 42.37 42.37 41.18 41.61
PP 40.85 40.85 40.85 40.47
S1 39.39 39.39 40.64 38.63
S2 37.87 37.87 40.36
S3 34.89 36.41 40.09
S4 31.91 33.43 39.27
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 42.55 39.33 3.22 7.6% 1.48 3.5% 89% True False 62,532
10 42.62 39.33 3.29 7.8% 1.29 3.1% 88% False False 53,337
20 42.75 39.25 3.50 8.3% 1.23 2.9% 85% False False 41,676
40 42.75 35.54 7.21 17.1% 1.53 3.6% 93% False False 35,171
60 42.75 29.00 13.75 32.6% 1.61 3.8% 96% False False 30,115
80 42.75 24.43 18.32 43.4% 1.82 4.3% 97% False False 28,754
100 42.75 24.43 18.32 43.4% 1.95 4.6% 97% False False 27,075
120 54.17 24.43 29.74 70.5% 1.99 4.7% 60% False False 25,521
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.36
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 49.99
2.618 47.13
1.618 45.38
1.000 44.30
0.618 43.63
HIGH 42.55
0.618 41.88
0.500 41.68
0.382 41.47
LOW 40.80
0.618 39.72
1.000 39.05
1.618 37.97
2.618 36.22
4.250 33.36
Fisher Pivots for day following 04-Aug-2020
Pivot 1 day 3 day
R1 42.03 41.94
PP 41.85 41.67
S1 41.68 41.40

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

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