NYMEX Light Sweet Crude Oil Future November 2020


Trading Metrics calculated at close of trading on 18-Aug-2020
Day Change Summary
Previous Current
17-Aug-2020 18-Aug-2020 Change Change % Previous Week
Open 42.83 43.37 0.54 1.3% 42.01
High 43.56 43.60 0.04 0.1% 43.46
Low 42.47 42.76 0.29 0.7% 41.83
Close 43.48 43.44 -0.04 -0.1% 42.67
Range 1.09 0.84 -0.25 -22.9% 1.63
ATR 1.26 1.23 -0.03 -2.4% 0.00
Volume 64,828 60,421 -4,407 -6.8% 417,751
Daily Pivots for day following 18-Aug-2020
Classic Woodie Camarilla DeMark
R4 45.79 45.45 43.90
R3 44.95 44.61 43.67
R2 44.11 44.11 43.59
R1 43.77 43.77 43.52 43.94
PP 43.27 43.27 43.27 43.35
S1 42.93 42.93 43.36 43.10
S2 42.43 42.43 43.29
S3 41.59 42.09 43.21
S4 40.75 41.25 42.98
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 43.60 42.13 1.47 3.4% 0.97 2.2% 89% True False 76,121
10 43.91 41.70 2.21 5.1% 1.12 2.6% 79% False False 81,885
20 43.91 39.33 4.58 10.5% 1.20 2.8% 90% False False 67,611
40 43.91 37.82 6.09 14.0% 1.30 3.0% 92% False False 50,457
60 43.91 33.09 10.82 24.9% 1.52 3.5% 96% False False 40,393
80 43.91 25.99 17.92 41.3% 1.62 3.7% 97% False False 36,114
100 43.91 24.43 19.48 44.8% 1.77 4.1% 98% False False 33,509
120 48.99 24.43 24.56 56.5% 1.98 4.6% 77% False False 31,471
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.26
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 47.17
2.618 45.80
1.618 44.96
1.000 44.44
0.618 44.12
HIGH 43.60
0.618 43.28
0.500 43.18
0.382 43.08
LOW 42.76
0.618 42.24
1.000 41.92
1.618 41.40
2.618 40.56
4.250 39.19
Fisher Pivots for day following 18-Aug-2020
Pivot 1 day 3 day
R1 43.35 43.28
PP 43.27 43.11
S1 43.18 42.95

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

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