NYMEX Light Sweet Crude Oil Future February 2021


Trading Metrics calculated at close of trading on 30-Jul-2020
Day Change Summary
Previous Current
29-Jul-2020 30-Jul-2020 Change Change % Previous Week
Open 42.10 42.39 0.29 0.7% 41.34
High 42.61 42.40 -0.21 -0.5% 43.03
Low 42.09 40.19 -1.90 -4.5% 40.94
Close 42.45 41.44 -1.01 -2.4% 42.18
Range 0.52 2.21 1.69 325.0% 2.09
ATR 1.10 1.18 0.08 7.5% 0.00
Volume 9,536 9,045 -491 -5.1% 31,263
Daily Pivots for day following 30-Jul-2020
Classic Woodie Camarilla DeMark
R4 47.97 46.92 42.66
R3 45.76 44.71 42.05
R2 43.55 43.55 41.85
R1 42.50 42.50 41.64 41.92
PP 41.34 41.34 41.34 41.06
S1 40.29 40.29 41.24 39.71
S2 39.13 39.13 41.03
S3 36.92 38.08 40.83
S4 34.71 35.87 40.22
Weekly Pivots for week ending 24-Jul-2020
Classic Woodie Camarilla DeMark
R4 48.32 47.34 43.33
R3 46.23 45.25 42.75
R2 44.14 44.14 42.56
R1 43.16 43.16 42.37 43.65
PP 42.05 42.05 42.05 42.30
S1 41.07 41.07 41.99 41.56
S2 39.96 39.96 41.80
S3 37.87 38.98 41.61
S4 35.78 36.89 41.03
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 42.68 40.19 2.49 6.0% 1.07 2.6% 50% False True 8,515
10 43.03 40.19 2.84 6.9% 1.03 2.5% 44% False True 7,087
20 43.03 39.90 3.13 7.6% 1.02 2.5% 49% False False 6,660
40 43.03 36.26 6.77 16.3% 1.36 3.3% 77% False False 6,800
60 43.03 30.75 12.28 29.6% 1.42 3.4% 87% False False 6,393
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 0.22
Widest range in 25 trading days
Fibonacci Retracements and Extensions
4.250 51.79
2.618 48.19
1.618 45.98
1.000 44.61
0.618 43.77
HIGH 42.40
0.618 41.56
0.500 41.30
0.382 41.03
LOW 40.19
0.618 38.82
1.000 37.98
1.618 36.61
2.618 34.40
4.250 30.80
Fisher Pivots for day following 30-Jul-2020
Pivot 1 day 3 day
R1 41.39 41.44
PP 41.34 41.44
S1 41.30 41.44

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

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