NYMEX Light Sweet Crude Oil Future February 2021


Trading Metrics calculated at close of trading on 09-Jul-2020
Day Change Summary
Previous Current
08-Jul-2020 09-Jul-2020 Change Change % Previous Week
Open 41.19 41.44 0.25 0.6% 38.90
High 41.70 41.68 -0.02 0.0% 41.31
Low 41.04 40.42 -0.62 -1.5% 38.63
Close 41.66 40.75 -0.91 -2.2% 41.26
Range 0.66 1.26 0.60 90.9% 2.68
ATR 1.44 1.43 -0.01 -0.9% 0.00
Volume 6,572 5,688 -884 -13.5% 35,325
Daily Pivots for day following 09-Jul-2020
Classic Woodie Camarilla DeMark
R4 44.73 44.00 41.44
R3 43.47 42.74 41.10
R2 42.21 42.21 40.98
R1 41.48 41.48 40.87 41.22
PP 40.95 40.95 40.95 40.82
S1 40.22 40.22 40.63 39.96
S2 39.69 39.69 40.52
S3 38.43 38.96 40.40
S4 37.17 37.70 40.06
Weekly Pivots for week ending 03-Jul-2020
Classic Woodie Camarilla DeMark
R4 48.44 47.53 42.73
R3 45.76 44.85 42.00
R2 43.08 43.08 41.75
R1 42.17 42.17 41.51 42.63
PP 40.40 40.40 40.40 40.63
S1 39.49 39.49 41.01 39.95
S2 37.72 37.72 40.77
S3 35.04 36.81 40.52
S4 32.36 34.13 39.79
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 41.79 40.25 1.54 3.8% 0.97 2.4% 32% False False 6,115
10 41.79 38.37 3.42 8.4% 1.18 2.9% 70% False False 7,261
20 41.97 36.26 5.71 14.0% 1.52 3.7% 79% False False 6,708
40 41.97 30.75 11.22 27.5% 1.53 3.7% 89% False False 6,293
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.30
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 47.04
2.618 44.98
1.618 43.72
1.000 42.94
0.618 42.46
HIGH 41.68
0.618 41.20
0.500 41.05
0.382 40.90
LOW 40.42
0.618 39.64
1.000 39.16
1.618 38.38
2.618 37.12
4.250 35.07
Fisher Pivots for day following 09-Jul-2020
Pivot 1 day 3 day
R1 41.05 41.06
PP 40.95 40.96
S1 40.85 40.85

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

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