NYMEX Light Sweet Crude Oil Future March 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 42.77 42.50 -0.27 -0.6% 41.66
High 42.84 42.79 -0.05 -0.1% 43.14
Low 42.17 42.26 0.09 0.2% 41.10
Close 42.35 42.65 0.30 0.7% 42.35
Range 0.67 0.53 -0.14 -20.9% 2.04
ATR 1.14 1.09 -0.04 -3.8% 0.00
Volume 8,225 10,760 2,535 30.8% 45,452
Daily Pivots for day following 29-Jul-2020
Classic Woodie Camarilla DeMark
R4 44.16 43.93 42.94
R3 43.63 43.40 42.80
R2 43.10 43.10 42.75
R1 42.87 42.87 42.70 42.99
PP 42.57 42.57 42.57 42.62
S1 42.34 42.34 42.60 42.46
S2 42.04 42.04 42.55
S3 41.51 41.81 42.50
S4 40.98 41.28 42.36
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 43.04 41.66 1.38 3.2% 0.87 2.0% 72% False False 10,252
10 43.14 41.10 2.04 4.8% 0.83 1.9% 76% False False 8,992
20 43.14 39.65 3.49 8.2% 0.97 2.3% 86% False False 11,352
40 43.14 36.55 6.59 15.5% 1.33 3.1% 93% False False 11,053
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.19
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 45.04
2.618 44.18
1.618 43.65
1.000 43.32
0.618 43.12
HIGH 42.79
0.618 42.59
0.500 42.53
0.382 42.46
LOW 42.26
0.618 41.93
1.000 41.73
1.618 41.40
2.618 40.87
4.250 40.01
Fisher Pivots for day following 29-Jul-2020
Pivot 1 day 3 day
R1 42.61 42.52
PP 42.57 42.39
S1 42.53 42.26

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

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