NYMEX Light Sweet Crude Oil Future March 2021


Trading Metrics calculated at close of trading on 27-Jul-2020
Day Change Summary
Previous Current
24-Jul-2020 27-Jul-2020 Change Change % Previous Week
Open 41.94 42.43 0.49 1.2% 41.66
High 42.36 42.84 0.48 1.1% 43.14
Low 41.66 41.68 0.02 0.0% 41.10
Close 42.35 42.73 0.38 0.9% 42.35
Range 0.70 1.16 0.46 65.7% 2.04
ATR 1.17 1.17 0.00 -0.1% 0.00
Volume 9,072 9,863 791 8.7% 45,452
Daily Pivots for day following 27-Jul-2020
Classic Woodie Camarilla DeMark
R4 45.90 45.47 43.37
R3 44.74 44.31 43.05
R2 43.58 43.58 42.94
R1 43.15 43.15 42.84 43.37
PP 42.42 42.42 42.42 42.52
S1 41.99 41.99 42.62 42.21
S2 41.26 41.26 42.52
S3 40.10 40.83 42.41
S4 38.94 39.67 42.09
Weekly Pivots for week ending 24-Jul-2020
Classic Woodie Camarilla DeMark
R4 48.32 47.37 43.47
R3 46.28 45.33 42.91
R2 44.24 44.24 42.72
R1 43.29 43.29 42.54 43.77
PP 42.20 42.20 42.20 42.43
S1 41.25 41.25 42.16 41.73
S2 40.16 40.16 41.98
S3 38.12 39.21 41.79
S4 36.08 37.17 41.23
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 43.14 41.66 1.48 3.5% 1.04 2.4% 72% False False 10,186
10 43.14 40.45 2.69 6.3% 0.92 2.2% 85% False False 9,751
20 43.14 38.79 4.35 10.2% 1.05 2.4% 91% False False 11,504
40 43.14 36.55 6.59 15.4% 1.36 3.2% 94% False False 11,205
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
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 2 trading days
Fibonacci Retracements and Extensions
4.250 47.77
2.618 45.88
1.618 44.72
1.000 44.00
0.618 43.56
HIGH 42.84
0.618 42.40
0.500 42.26
0.382 42.12
LOW 41.68
0.618 40.96
1.000 40.52
1.618 39.80
2.618 38.64
4.250 36.75
Fisher Pivots for day following 27-Jul-2020
Pivot 1 day 3 day
R1 42.57 42.60
PP 42.42 42.48
S1 42.26 42.35

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

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