NYMEX Light Sweet Crude Oil Future November 2020


Trading Metrics calculated at close of trading on 27-Aug-2020
Day Change Summary
Previous Current
26-Aug-2020 27-Aug-2020 Change Change % Previous Week
Open 43.74 43.78 0.04 0.1% 42.83
High 44.05 43.81 -0.24 -0.5% 43.60
Low 43.32 42.68 -0.64 -1.5% 41.74
Close 43.69 43.31 -0.38 -0.9% 42.62
Range 0.73 1.13 0.40 54.8% 1.86
ATR 1.15 1.15 0.00 -0.1% 0.00
Volume 80,804 93,846 13,042 16.1% 373,226
Daily Pivots for day following 27-Aug-2020
Classic Woodie Camarilla DeMark
R4 46.66 46.11 43.93
R3 45.53 44.98 43.62
R2 44.40 44.40 43.52
R1 43.85 43.85 43.41 43.56
PP 43.27 43.27 43.27 43.12
S1 42.72 42.72 43.21 42.43
S2 42.14 42.14 43.10
S3 41.01 41.59 43.00
S4 39.88 40.46 42.69
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 44.05 41.74 2.31 5.3% 1.03 2.4% 68% False False 90,559
10 44.05 41.74 2.31 5.3% 0.99 2.3% 68% False False 80,670
20 44.05 40.25 3.80 8.8% 1.13 2.6% 81% False False 81,061
40 44.05 39.25 4.80 11.1% 1.16 2.7% 85% False False 59,111
60 44.05 35.54 8.51 19.6% 1.41 3.3% 91% False False 48,386
80 44.05 29.00 15.05 34.7% 1.52 3.5% 95% False False 41,533
100 44.05 24.43 19.62 45.3% 1.69 3.9% 96% False False 37,871
120 44.05 24.43 19.62 45.3% 1.86 4.3% 96% False False 35,577
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 48.61
2.618 46.77
1.618 45.64
1.000 44.94
0.618 44.51
HIGH 43.81
0.618 43.38
0.500 43.25
0.382 43.11
LOW 42.68
0.618 41.98
1.000 41.55
1.618 40.85
2.618 39.72
4.250 37.88
Fisher Pivots for day following 27-Aug-2020
Pivot 1 day 3 day
R1 43.29 43.34
PP 43.27 43.33
S1 43.25 43.32

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

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