NYMEX Light Sweet Crude Oil Future November 2020


Trading Metrics calculated at close of trading on 25-Aug-2020
Day Change Summary
Previous Current
24-Aug-2020 25-Aug-2020 Change Change % Previous Week
Open 42.72 42.71 -0.01 0.0% 42.83
High 43.13 43.84 0.71 1.6% 43.60
Low 42.51 42.63 0.12 0.3% 41.74
Close 42.93 43.65 0.72 1.7% 42.62
Range 0.62 1.21 0.59 95.2% 1.86
ATR 1.18 1.18 0.00 0.2% 0.00
Volume 84,971 108,406 23,435 27.6% 373,226
Daily Pivots for day following 25-Aug-2020
Classic Woodie Camarilla DeMark
R4 47.00 46.54 44.32
R3 45.79 45.33 43.98
R2 44.58 44.58 43.87
R1 44.12 44.12 43.76 44.35
PP 43.37 43.37 43.37 43.49
S1 42.91 42.91 43.54 43.14
S2 42.16 42.16 43.43
S3 40.95 41.70 43.32
S4 39.74 40.49 42.98
Weekly Pivots for week ending 21-Aug-2020
Classic Woodie Camarilla DeMark
R4 48.23 47.29 43.64
R3 46.37 45.43 43.13
R2 44.51 44.51 42.96
R1 43.57 43.57 42.79 43.11
PP 42.65 42.65 42.65 42.43
S1 41.71 41.71 42.45 41.25
S2 40.79 40.79 42.28
S3 38.93 39.85 42.11
S4 37.07 37.99 41.60
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 43.84 41.74 2.10 4.8% 1.04 2.4% 91% True False 88,270
10 43.84 41.74 2.10 4.8% 1.00 2.3% 91% True False 82,196
20 43.91 39.33 4.58 10.5% 1.19 2.7% 94% False False 78,643
40 43.91 39.24 4.67 10.7% 1.17 2.7% 94% False False 58,414
60 43.91 35.54 8.37 19.2% 1.43 3.3% 97% False False 46,190
80 43.91 26.73 17.18 39.4% 1.57 3.6% 98% False False 40,194
100 43.91 24.43 19.48 44.6% 1.73 4.0% 99% False False 36,610
120 47.14 24.43 22.71 52.0% 1.94 4.4% 85% False False 34,783
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 False
Bear Hook False
Bull Hook False
Stretch 0.19
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 48.98
2.618 47.01
1.618 45.80
1.000 45.05
0.618 44.59
HIGH 43.84
0.618 43.38
0.500 43.24
0.382 43.09
LOW 42.63
0.618 41.88
1.000 41.42
1.618 40.67
2.618 39.46
4.250 37.49
Fisher Pivots for day following 25-Aug-2020
Pivot 1 day 3 day
R1 43.51 43.36
PP 43.37 43.08
S1 43.24 42.79

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

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