NYMEX Light Sweet Crude Oil Future January 2021


Trading Metrics calculated at close of trading on 08-Jul-2020
Day Change Summary
Previous Current
07-Jul-2020 08-Jul-2020 Change Change % Previous Week
Open 41.21 40.98 -0.23 -0.6% 38.80
High 41.51 41.60 0.09 0.2% 41.24
Low 40.61 40.93 0.32 0.8% 38.46
Close 41.17 41.54 0.37 0.9% 41.18
Range 0.90 0.67 -0.23 -25.6% 2.78
ATR 1.64 1.57 -0.07 -4.2% 0.00
Volume 11,658 15,380 3,722 31.9% 70,620
Daily Pivots for day following 08-Jul-2020
Classic Woodie Camarilla DeMark
R4 43.37 43.12 41.91
R3 42.70 42.45 41.72
R2 42.03 42.03 41.66
R1 41.78 41.78 41.60 41.91
PP 41.36 41.36 41.36 41.42
S1 41.11 41.11 41.48 41.24
S2 40.69 40.69 41.42
S3 40.02 40.44 41.36
S4 39.35 39.77 41.17
Weekly Pivots for week ending 03-Jul-2020
Classic Woodie Camarilla DeMark
R4 48.63 47.69 42.71
R3 45.85 44.91 41.94
R2 43.07 43.07 41.69
R1 42.13 42.13 41.43 42.60
PP 40.29 40.29 40.29 40.53
S1 39.35 39.35 40.93 39.82
S2 37.51 37.51 40.67
S3 34.73 36.57 40.42
S4 31.95 33.79 39.65
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 41.70 39.50 2.20 5.3% 1.07 2.6% 93% False False 17,176
10 41.70 38.20 3.50 8.4% 1.42 3.4% 95% False False 16,398
20 42.02 35.94 6.08 14.6% 1.67 4.0% 92% False False 13,473
40 42.02 30.35 11.67 28.1% 1.63 3.9% 96% False False 12,451
60 42.02 26.22 15.80 38.0% 1.85 4.5% 97% False False 11,824
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.39
Narrowest range in 70 trading days
Fibonacci Retracements and Extensions
4.250 44.45
2.618 43.35
1.618 42.68
1.000 42.27
0.618 42.01
HIGH 41.60
0.618 41.34
0.500 41.27
0.382 41.19
LOW 40.93
0.618 40.52
1.000 40.26
1.618 39.85
2.618 39.18
4.250 38.08
Fisher Pivots for day following 08-Jul-2020
Pivot 1 day 3 day
R1 41.45 41.39
PP 41.36 41.23
S1 41.27 41.08

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

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