NYMEX Light Sweet Crude Oil Future November 2020


Trading Metrics calculated at close of trading on 17-Aug-2020
Day Change Summary
Previous Current
14-Aug-2020 17-Aug-2020 Change Change % Previous Week
Open 42.94 42.83 -0.11 -0.3% 42.01
High 43.16 43.56 0.40 0.9% 43.46
Low 42.30 42.47 0.17 0.4% 41.83
Close 42.67 43.48 0.81 1.9% 42.67
Range 0.86 1.09 0.23 26.7% 1.63
ATR 1.27 1.26 -0.01 -1.0% 0.00
Volume 65,448 64,828 -620 -0.9% 417,751
Daily Pivots for day following 17-Aug-2020
Classic Woodie Camarilla DeMark
R4 46.44 46.05 44.08
R3 45.35 44.96 43.78
R2 44.26 44.26 43.68
R1 43.87 43.87 43.58 44.07
PP 43.17 43.17 43.17 43.27
S1 42.78 42.78 43.38 42.98
S2 42.08 42.08 43.28
S3 40.99 41.69 43.18
S4 39.90 40.60 42.88
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 43.56 42.08 1.48 3.4% 1.07 2.5% 95% True False 81,822
10 43.91 40.80 3.11 7.2% 1.21 2.8% 86% False False 83,668
20 43.91 39.33 4.58 10.5% 1.25 2.9% 91% False False 66,832
40 43.91 37.82 6.09 14.0% 1.32 3.0% 93% False False 49,338
60 43.91 32.79 11.12 25.6% 1.55 3.6% 96% False False 39,569
80 43.91 25.99 17.92 41.2% 1.63 3.7% 98% False False 35,572
100 43.91 24.43 19.48 44.8% 1.78 4.1% 98% False False 33,063
120 48.99 24.43 24.56 56.5% 1.99 4.6% 78% False False 31,104
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 True
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.29
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 48.19
2.618 46.41
1.618 45.32
1.000 44.65
0.618 44.23
HIGH 43.56
0.618 43.14
0.500 43.02
0.382 42.89
LOW 42.47
0.618 41.80
1.000 41.38
1.618 40.71
2.618 39.62
4.250 37.84
Fisher Pivots for day following 17-Aug-2020
Pivot 1 day 3 day
R1 43.33 43.30
PP 43.17 43.11
S1 43.02 42.93

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

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