NYMEX Light Sweet Crude Oil Future November 2020

Trading Metrics calculated at close of trading on 14-Aug-2020

Day Change Summary
	Previous	Current
	13-Aug-2020	14-Aug-2020	Change	Change %	Previous Week
Open	43.13	42.94	-0.19	-0.4%	42.01
High	43.40	43.16	-0.24	-0.6%	43.46
Low	42.69	42.30	-0.39	-0.9%	41.83
Close	42.84	42.67	-0.17	-0.4%	42.67
Range	0.71	0.86	0.15	21.1%	1.63
ATR	1.30	1.27	-0.03	-2.4%	0.00
Volume	88,124	65,448	-22,676	-25.7%	417,751

Daily Pivots for day following 14-Aug-2020
	Classic	Woodie	Camarilla	DeMark
R4	45.29	44.84	43.14
R3	44.43	43.98	42.91
R2	43.57	43.57	42.83
R1	43.12	43.12	42.75	42.92
PP	42.71	42.71	42.71	42.61
S1	42.26	42.26	42.59	42.06
S2	41.85	41.85	42.51
S3	40.99	41.40	42.43
S4	40.13	40.54	42.20

Weekly Pivots for week ending 14-Aug-2020
	Classic	Woodie	Camarilla	DeMark
R4	47.54	46.74	43.57
R3	45.91	45.11	43.12
R2	44.28	44.28	42.97
R1	43.48	43.48	42.82	43.88
PP	42.65	42.65	42.65	42.86
S1	41.85	41.85	42.52	42.25
S2	41.02	41.02	42.37
S3	39.39	40.22	42.22
S4	37.76	38.59	41.77

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	43.46	41.83	1.63	3.8%	1.06	2.5%	52%	False	False	83,550
10	43.91	40.25	3.66	8.6%	1.26	3.0%	66%	False	False	83,355
20	43.91	39.33	4.58	10.7%	1.24	2.9%	73%	False	False	65,129
40	43.91	37.82	6.09	14.3%	1.33	3.1%	80%	False	False	48,393
60	43.91	32.79	11.12	26.1%	1.55	3.6%	89%	False	False	38,834
80	43.91	25.99	17.92	42.0%	1.64	3.9%	93%	False	False	34,990
100	43.91	24.43	19.48	45.7%	1.78	4.2%	94%	False	False	32,546
120	50.44	24.43	26.01	61.0%	2.00	4.7%	70%	False	False	30,660

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	True
Bear Hook	False
Bull Hook	False
Stretch	0.33
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	46.82
2.618	45.41
1.618	44.55
1.000	44.02
0.618	43.69
HIGH	43.16
0.618	42.83
0.500	42.73
0.382	42.63
LOW	42.30
0.618	41.77
1.000	41.44
1.618	40.91
2.618	40.05
4.250	38.65

Fisher Pivots for day following 14-Aug-2020
Pivot	1 day	3 day
R1	42.73	42.80
PP	42.71	42.75
S1	42.69	42.71

Download as Excel Spreadsheet

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

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