NYMEX Light Sweet Crude Oil Future December 2020

Trading Metrics calculated at close of trading on 17-Aug-2020

Day Change Summary
	Previous	Current
	14-Aug-2020	17-Aug-2020	Change	Change %	Previous Week
Open	43.27	43.24	-0.03	-0.1%	42.32
High	43.46	43.86	0.40	0.9%	43.72
Low	42.65	42.82	0.17	0.4%	42.11
Close	43.00	43.78	0.78	1.8%	43.00
Range	0.81	1.04	0.23	28.4%	1.61
ATR	1.24	1.23	-0.01	-1.2%	0.00
Volume	67,098	75,464	8,366	12.5%	379,403

Daily Pivots for day following 17-Aug-2020
	Classic	Woodie	Camarilla	DeMark
R4	46.61	46.23	44.35
R3	45.57	45.19	44.07
R2	44.53	44.53	43.97
R1	44.15	44.15	43.88	44.34
PP	43.49	43.49	43.49	43.58
S1	43.11	43.11	43.68	43.30
S2	42.45	42.45	43.59
S3	41.41	42.07	43.49
S4	40.37	41.03	43.21

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	43.86	42.38	1.48	3.4%	1.03	2.3%	95%	True	False	79,611
10	44.11	41.12	2.99	6.8%	1.18	2.7%	89%	False	False	88,182
20	44.11	39.63	4.48	10.2%	1.21	2.8%	93%	False	False	79,487
40	44.11	38.02	6.09	13.9%	1.29	2.9%	95%	False	False	73,838
60	44.11	33.12	10.99	25.1%	1.54	3.5%	97%	False	False	75,377
80	44.11	26.91	17.20	39.3%	1.64	3.7%	98%	False	False	79,629
100	44.11	25.31	18.80	42.9%	1.80	4.1%	98%	False	False	85,170
120	49.09	25.31	23.78	54.3%	2.02	4.6%	78%	False	False	90,064

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	True
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.29
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	48.28
2.618	46.58
1.618	45.54
1.000	44.90
0.618	44.50
HIGH	43.86
0.618	43.46
0.500	43.34
0.382	43.22
LOW	42.82
0.618	42.18
1.000	41.78
1.618	41.14
2.618	40.10
4.250	38.40

Fisher Pivots for day following 17-Aug-2020
Pivot	1 day	3 day
R1	43.63	43.61
PP	43.49	43.43
S1	43.34	43.26

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols