NYMEX Light Sweet Crude Oil Future December 2020


Trading Metrics calculated at close of trading on 14-Aug-2020
Day Change Summary
Previous Current
13-Aug-2020 14-Aug-2020 Change Change % Previous Week
Open 43.40 43.27 -0.13 -0.3% 42.32
High 43.68 43.46 -0.22 -0.5% 43.72
Low 43.00 42.65 -0.35 -0.8% 42.11
Close 43.15 43.00 -0.15 -0.3% 43.00
Range 0.68 0.81 0.13 19.1% 1.61
ATR 1.27 1.24 -0.03 -2.6% 0.00
Volume 70,696 67,098 -3,598 -5.1% 379,403
Daily Pivots for day following 14-Aug-2020
Classic Woodie Camarilla DeMark
R4 45.47 45.04 43.45
R3 44.66 44.23 43.22
R2 43.85 43.85 43.15
R1 43.42 43.42 43.07 43.23
PP 43.04 43.04 43.04 42.94
S1 42.61 42.61 42.93 42.42
S2 42.23 42.23 42.85
S3 41.42 41.80 42.78
S4 40.61 40.99 42.55
Weekly Pivots for week ending 14-Aug-2020
Classic Woodie Camarilla DeMark
R4 47.77 47.00 43.89
R3 46.16 45.39 43.44
R2 44.55 44.55 43.30
R1 43.78 43.78 43.15 44.17
PP 42.94 42.94 42.94 43.14
S1 42.17 42.17 42.85 42.56
S2 41.33 41.33 42.70
S3 39.72 40.56 42.56
S4 38.11 38.95 42.11
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 43.72 42.11 1.61 3.7% 1.03 2.4% 55% False False 75,880
10 44.11 40.60 3.51 8.2% 1.23 2.8% 68% False False 87,812
20 44.11 39.63 4.48 10.4% 1.20 2.8% 75% False False 78,187
40 44.11 38.02 6.09 14.2% 1.31 3.0% 82% False False 74,387
60 44.11 33.12 10.99 25.6% 1.54 3.6% 90% False False 75,494
80 44.11 26.91 17.20 40.0% 1.65 3.8% 94% False False 79,928
100 44.11 25.31 18.80 43.7% 1.81 4.2% 94% False False 85,132
120 50.43 25.31 25.12 58.4% 2.03 4.7% 70% False False 90,005
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 True
Bear Hook False
Bull Hook False
Stretch 0.32
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 46.90
2.618 45.58
1.618 44.77
1.000 44.27
0.618 43.96
HIGH 43.46
0.618 43.15
0.500 43.06
0.382 42.96
LOW 42.65
0.618 42.15
1.000 41.84
1.618 41.34
2.618 40.53
4.250 39.21
Fisher Pivots for day following 14-Aug-2020
Pivot 1 day 3 day
R1 43.06 43.08
PP 43.04 43.05
S1 43.02 43.03

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

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