NYMEX Light Sweet Crude Oil Future January 2021


Trading Metrics calculated at close of trading on 29-Jul-2020
Day Change Summary
Previous Current
28-Jul-2020 29-Jul-2020 Change Change % Previous Week
Open 42.37 42.05 -0.32 -0.8% 41.42
High 42.62 42.43 -0.19 -0.4% 42.95
Low 41.74 41.88 0.14 0.3% 40.74
Close 41.95 42.25 0.30 0.7% 42.00
Range 0.88 0.55 -0.33 -37.5% 2.21
ATR 1.24 1.19 -0.05 -4.0% 0.00
Volume 16,336 18,573 2,237 13.7% 76,719
Daily Pivots for day following 29-Jul-2020
Classic Woodie Camarilla DeMark
R4 43.84 43.59 42.55
R3 43.29 43.04 42.40
R2 42.74 42.74 42.35
R1 42.49 42.49 42.30 42.62
PP 42.19 42.19 42.19 42.25
S1 41.94 41.94 42.20 42.07
S2 41.64 41.64 42.15
S3 41.09 41.39 42.10
S4 40.54 40.84 41.95
Weekly Pivots for week ending 24-Jul-2020
Classic Woodie Camarilla DeMark
R4 48.53 47.47 43.22
R3 46.32 45.26 42.61
R2 44.11 44.11 42.41
R1 43.05 43.05 42.20 43.58
PP 41.90 41.90 41.90 42.16
S1 40.84 40.84 41.80 41.37
S2 39.69 39.69 41.59
S3 37.48 38.63 41.39
S4 35.27 36.42 40.78
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 42.83 41.29 1.54 3.6% 0.98 2.3% 62% False False 19,279
10 42.95 40.74 2.21 5.2% 0.92 2.2% 68% False False 15,038
20 42.95 39.50 3.45 8.2% 1.05 2.5% 80% False False 15,158
40 42.95 35.94 7.01 16.6% 1.43 3.4% 90% False False 13,850
60 42.95 30.00 12.95 30.7% 1.53 3.6% 95% False False 12,807
80 42.95 26.22 16.73 39.6% 1.69 4.0% 96% False False 12,424
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.24
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 44.77
2.618 43.87
1.618 43.32
1.000 42.98
0.618 42.77
HIGH 42.43
0.618 42.22
0.500 42.16
0.382 42.09
LOW 41.88
0.618 41.54
1.000 41.33
1.618 40.99
2.618 40.44
4.250 39.54
Fisher Pivots for day following 29-Jul-2020
Pivot 1 day 3 day
R1 42.22 42.15
PP 42.19 42.05
S1 42.16 41.96

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

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