NYMEX Light Sweet Crude Oil Future March 2021


Trading Metrics calculated at close of trading on 22-Jul-2020
Day Change Summary
Previous Current
21-Jul-2020 22-Jul-2020 Change Change % Previous Week
Open 41.76 42.17 0.41 1.0% 41.64
High 43.14 42.69 -0.45 -1.0% 42.17
Low 41.76 42.03 0.27 0.6% 40.45
Close 42.55 42.63 0.08 0.2% 41.73
Range 1.38 0.66 -0.72 -52.2% 1.72
ATR 1.24 1.20 -0.04 -3.4% 0.00
Volume 13,112 5,544 -7,568 -57.7% 52,975
Daily Pivots for day following 22-Jul-2020
Classic Woodie Camarilla DeMark
R4 44.43 44.19 42.99
R3 43.77 43.53 42.81
R2 43.11 43.11 42.75
R1 42.87 42.87 42.69 42.99
PP 42.45 42.45 42.45 42.51
S1 42.21 42.21 42.57 42.33
S2 41.79 41.79 42.51
S3 41.13 41.55 42.45
S4 40.47 40.89 42.27
Weekly Pivots for week ending 17-Jul-2020
Classic Woodie Camarilla DeMark
R4 46.61 45.89 42.68
R3 44.89 44.17 42.20
R2 43.17 43.17 42.05
R1 42.45 42.45 41.89 42.81
PP 41.45 41.45 41.45 41.63
S1 40.73 40.73 41.57 41.09
S2 39.73 39.73 41.41
S3 38.01 39.01 41.26
S4 36.29 37.29 40.78
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 43.14 41.10 2.04 4.8% 0.79 1.8% 75% False False 7,732
10 43.14 40.13 3.01 7.1% 0.99 2.3% 83% False False 10,589
20 43.14 38.52 4.62 10.8% 1.17 2.7% 89% False False 11,729
40 43.14 34.79 8.35 19.6% 1.43 3.4% 94% False False 11,182
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.23
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 45.50
2.618 44.42
1.618 43.76
1.000 43.35
0.618 43.10
HIGH 42.69
0.618 42.44
0.500 42.36
0.382 42.28
LOW 42.03
0.618 41.62
1.000 41.37
1.618 40.96
2.618 40.30
4.250 39.23
Fisher Pivots for day following 22-Jul-2020
Pivot 1 day 3 day
R1 42.54 42.46
PP 42.45 42.29
S1 42.36 42.12

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

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