NYMEX Light Sweet Crude Oil Future April 2021


Trading Metrics calculated at close of trading on 23-Jul-2020
Day Change Summary
Previous Current
22-Jul-2020 23-Jul-2020 Change Change % Previous Week
Open 42.24 42.74 0.50 1.2% 41.47
High 42.74 43.14 0.40 0.9% 42.27
Low 42.16 41.95 -0.21 -0.5% 40.66
Close 42.74 42.10 -0.64 -1.5% 41.87
Range 0.58 1.19 0.61 105.2% 1.61
ATR 1.07 1.08 0.01 0.8% 0.00
Volume 788 2,444 1,656 210.2% 9,678
Daily Pivots for day following 23-Jul-2020
Classic Woodie Camarilla DeMark
R4 45.97 45.22 42.75
R3 44.78 44.03 42.43
R2 43.59 43.59 42.32
R1 42.84 42.84 42.21 42.62
PP 42.40 42.40 42.40 42.29
S1 41.65 41.65 41.99 41.43
S2 41.21 41.21 41.88
S3 40.02 40.46 41.77
S4 38.83 39.27 41.45
Weekly Pivots for week ending 17-Jul-2020
Classic Woodie Camarilla DeMark
R4 46.43 45.76 42.76
R3 44.82 44.15 42.31
R2 43.21 43.21 42.17
R1 42.54 42.54 42.02 42.88
PP 41.60 41.60 41.60 41.77
S1 40.93 40.93 41.72 41.27
S2 39.99 39.99 41.57
S3 38.38 39.32 41.43
S4 36.77 37.71 40.98
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 43.22 41.29 1.93 4.6% 0.82 1.9% 42% False False 3,054
10 43.22 40.37 2.85 6.8% 0.89 2.1% 61% False False 2,426
20 43.22 38.74 4.48 10.6% 1.01 2.4% 75% False False 2,904
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.24
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 48.20
2.618 46.26
1.618 45.07
1.000 44.33
0.618 43.88
HIGH 43.14
0.618 42.69
0.500 42.55
0.382 42.40
LOW 41.95
0.618 41.21
1.000 40.76
1.618 40.02
2.618 38.83
4.250 36.89
Fisher Pivots for day following 23-Jul-2020
Pivot 1 day 3 day
R1 42.55 42.59
PP 42.40 42.42
S1 42.25 42.26

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

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