NYMEX Light Sweet Crude Oil Future January 2021


Trading Metrics calculated at close of trading on 21-Jul-2020
Day Change Summary
Previous Current
20-Jul-2020 21-Jul-2020 Change Change % Previous Week
Open 41.42 41.41 -0.01 0.0% 41.26
High 41.60 42.95 1.35 3.2% 41.93
Low 40.74 41.39 0.65 1.6% 40.10
Close 41.54 42.34 0.80 1.9% 41.42
Range 0.86 1.56 0.70 81.4% 1.83
ATR 1.32 1.34 0.02 1.3% 0.00
Volume 7,436 17,884 10,448 140.5% 57,145
Daily Pivots for day following 21-Jul-2020
Classic Woodie Camarilla DeMark
R4 46.91 46.18 43.20
R3 45.35 44.62 42.77
R2 43.79 43.79 42.63
R1 43.06 43.06 42.48 43.43
PP 42.23 42.23 42.23 42.41
S1 41.50 41.50 42.20 41.87
S2 40.67 40.67 42.05
S3 39.11 39.94 41.91
S4 37.55 38.38 41.48
Weekly Pivots for week ending 17-Jul-2020
Classic Woodie Camarilla DeMark
R4 46.64 45.86 42.43
R3 44.81 44.03 41.92
R2 42.98 42.98 41.76
R1 42.20 42.20 41.59 42.59
PP 41.15 41.15 41.15 41.35
S1 40.37 40.37 41.25 40.76
S2 39.32 39.32 41.08
S3 37.49 38.54 40.92
S4 35.66 36.71 40.41
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 42.95 40.74 2.21 5.2% 0.92 2.2% 72% True False 10,852
10 42.95 39.69 3.26 7.7% 1.07 2.5% 81% True False 12,634
20 42.95 38.20 4.75 11.2% 1.29 3.1% 87% True False 14,067
40 42.95 33.95 9.00 21.3% 1.56 3.7% 93% True False 12,923
60 42.95 27.77 15.18 35.9% 1.62 3.8% 96% True False 12,092
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 7 trading days
Fibonacci Retracements and Extensions
4.250 49.58
2.618 47.03
1.618 45.47
1.000 44.51
0.618 43.91
HIGH 42.95
0.618 42.35
0.500 42.17
0.382 41.99
LOW 41.39
0.618 40.43
1.000 39.83
1.618 38.87
2.618 37.31
4.250 34.76
Fisher Pivots for day following 21-Jul-2020
Pivot 1 day 3 day
R1 42.28 42.18
PP 42.23 42.01
S1 42.17 41.85

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

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