NYMEX Light Sweet Crude Oil Future November 2020


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 42.54 42.24 -0.30 -0.7% 41.00
High 43.44 43.46 0.02 0.0% 43.91
Low 42.08 42.13 0.05 0.1% 40.25
Close 42.20 43.25 1.05 2.5% 41.86
Range 1.36 1.33 -0.03 -2.2% 3.66
ATR 1.35 1.35 0.00 -0.1% 0.00
Volume 88,928 101,785 12,857 14.5% 415,807
Daily Pivots for day following 12-Aug-2020
Classic Woodie Camarilla DeMark
R4 46.94 46.42 43.98
R3 45.61 45.09 43.62
R2 44.28 44.28 43.49
R1 43.76 43.76 43.37 44.02
PP 42.95 42.95 42.95 43.08
S1 42.43 42.43 43.13 42.69
S2 41.62 41.62 43.01
S3 40.29 41.10 42.88
S4 38.96 39.77 42.52
Weekly Pivots for week ending 07-Aug-2020
Classic Woodie Camarilla DeMark
R4 52.99 51.08 43.87
R3 49.33 47.42 42.87
R2 45.67 45.67 42.53
R1 43.76 43.76 42.20 44.72
PP 42.01 42.01 42.01 42.48
S1 40.10 40.10 41.52 41.06
S2 38.35 38.35 41.19
S3 34.69 36.44 40.85
S4 31.03 32.78 39.85
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 43.46 41.70 1.76 4.1% 1.15 2.7% 88% True False 87,561
10 43.91 39.33 4.58 10.6% 1.45 3.4% 86% False False 79,709
20 43.91 39.33 4.58 10.6% 1.23 2.8% 86% False False 59,124
40 43.91 37.82 6.09 14.1% 1.37 3.2% 89% False False 45,537
60 43.91 32.79 11.12 25.7% 1.57 3.6% 94% False False 36,797
80 43.91 24.43 19.48 45.0% 1.77 4.1% 97% False False 34,216
100 43.91 24.43 19.48 45.0% 1.81 4.2% 97% False False 31,200
120 52.03 24.43 27.60 63.8% 2.02 4.7% 68% False False 29,587
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 0.30
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 49.11
2.618 46.94
1.618 45.61
1.000 44.79
0.618 44.28
HIGH 43.46
0.618 42.95
0.500 42.80
0.382 42.64
LOW 42.13
0.618 41.31
1.000 40.80
1.618 39.98
2.618 38.65
4.250 36.48
Fisher Pivots for day following 12-Aug-2020
Pivot 1 day 3 day
R1 43.10 43.05
PP 42.95 42.85
S1 42.80 42.65

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

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