NYMEX Light Sweet Crude Oil Future December 2020


Trading Metrics calculated at close of trading on 04-Aug-2020
Day Change Summary
Previous Current
03-Aug-2020 04-Aug-2020 Change Change % Previous Week
Open 41.27 41.67 0.40 1.0% 41.82
High 42.13 42.78 0.65 1.5% 42.48
Low 40.60 41.12 0.52 1.3% 39.63
Close 41.99 42.46 0.47 1.1% 41.22
Range 1.53 1.66 0.13 8.5% 2.85
ATR 1.33 1.36 0.02 1.7% 0.00
Volume 71,766 94,078 22,312 31.1% 340,969
Daily Pivots for day following 04-Aug-2020
Classic Woodie Camarilla DeMark
R4 47.10 46.44 43.37
R3 45.44 44.78 42.92
R2 43.78 43.78 42.76
R1 43.12 43.12 42.61 43.45
PP 42.12 42.12 42.12 42.29
S1 41.46 41.46 42.31 41.79
S2 40.46 40.46 42.16
S3 38.80 39.80 42.00
S4 37.14 38.14 41.55
Weekly Pivots for week ending 31-Jul-2020
Classic Woodie Camarilla DeMark
R4 49.66 48.29 42.79
R3 46.81 45.44 42.00
R2 43.96 43.96 41.74
R1 42.59 42.59 41.48 41.85
PP 41.11 41.11 41.11 40.74
S1 39.74 39.74 40.96 39.00
S2 38.26 38.26 40.70
S3 35.41 36.89 40.44
S4 32.56 34.04 39.65
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 42.78 39.63 3.15 7.4% 1.43 3.4% 90% True False 77,327
10 42.78 39.63 3.15 7.4% 1.25 2.9% 90% True False 70,541
20 42.85 39.46 3.39 8.0% 1.19 2.8% 88% False False 68,928
40 42.85 35.72 7.13 16.8% 1.51 3.6% 95% False False 71,937
60 42.85 29.68 13.17 31.0% 1.60 3.8% 97% False False 74,298
80 42.85 25.31 17.54 41.3% 1.83 4.3% 98% False False 81,429
100 42.85 25.31 17.54 41.3% 2.00 4.7% 98% False False 86,457
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 0.33
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 49.84
2.618 47.13
1.618 45.47
1.000 44.44
0.618 43.81
HIGH 42.78
0.618 42.15
0.500 41.95
0.382 41.75
LOW 41.12
0.618 40.09
1.000 39.46
1.618 38.43
2.618 36.77
4.250 34.07
Fisher Pivots for day following 04-Aug-2020
Pivot 1 day 3 day
R1 42.29 42.20
PP 42.12 41.95
S1 41.95 41.69

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

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