NYMEX Light Sweet Crude Oil Future February 2021

Trading Metrics calculated at close of trading on 12-Aug-2020

Day Change Summary
	Previous	Current
	11-Aug-2020	12-Aug-2020	Change	Change %	Previous Week
Open	43.52	43.11	-0.41	-0.9%	41.67
High	44.14	44.19	0.05	0.1%	44.47
Low	42.92	43.00	0.08	0.2%	41.19
Close	43.06	44.01	0.95	2.2%	42.76
Range	1.22	1.19	-0.03	-2.5%	3.28
ATR	1.17	1.17	0.00	0.1%	0.00
Volume	9,540	12,468	2,928	30.7%	59,066

Daily Pivots for day following 12-Aug-2020
	Classic	Woodie	Camarilla	DeMark
R4	47.30	46.85	44.66
R3	46.11	45.66	44.34
R2	44.92	44.92	44.23
R1	44.47	44.47	44.12	44.70
PP	43.73	43.73	43.73	43.85
S1	43.28	43.28	43.90	43.51
S2	42.54	42.54	43.79
S3	41.35	42.09	43.68
S4	40.16	40.90	43.36

Weekly Pivots for week ending 07-Aug-2020
	Classic	Woodie	Camarilla	DeMark
R4	52.65	50.98	44.56
R3	49.37	47.70	43.66
R2	46.09	46.09	43.36
R1	44.42	44.42	43.06	45.26
PP	42.81	42.81	42.81	43.22
S1	41.14	41.14	42.46	41.98
S2	39.53	39.53	42.16
S3	36.25	37.86	41.86
S4	32.97	34.58	40.96

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	44.19	42.67	1.52	3.5%	0.97	2.2%	88%	True	False	10,372
10	44.47	40.19	4.28	9.7%	1.26	2.9%	89%	False	False	10,701
20	44.47	40.19	4.28	9.7%	1.06	2.4%	89%	False	False	8,851
40	44.47	38.37	6.10	13.9%	1.17	2.7%	92%	False	False	7,740
60	44.47	33.99	10.48	23.8%	1.34	3.1%	96%	False	False	7,087

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0.22
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	49.25
2.618	47.31
1.618	46.12
1.000	45.38
0.618	44.93
HIGH	44.19
0.618	43.74
0.500	43.60
0.382	43.45
LOW	43.00
0.618	42.26
1.000	41.81
1.618	41.07
2.618	39.88
4.250	37.94

Fisher Pivots for day following 12-Aug-2020
Pivot	1 day	3 day
R1	43.87	43.85
PP	43.73	43.69
S1	43.60	43.54

Download as Excel Spreadsheet

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

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