NYMEX Light Sweet Crude Oil Future December 2020

Trading Metrics calculated at close of trading on 18-Aug-2020

Day Change Summary
	Previous	Current
	17-Aug-2020	18-Aug-2020	Change	Change %	Previous Week
Open	43.24	43.66	0.42	1.0%	42.32
High	43.86	43.91	0.05	0.1%	43.72
Low	42.82	43.11	0.29	0.7%	42.11
Close	43.78	43.76	-0.02	0.0%	43.00
Range	1.04	0.80	-0.24	-23.1%	1.61
ATR	1.23	1.20	-0.03	-2.5%	0.00
Volume	75,464	65,094	-10,370	-13.7%	379,403

Daily Pivots for day following 18-Aug-2020
	Classic	Woodie	Camarilla	DeMark
R4	45.99	45.68	44.20
R3	45.19	44.88	43.98
R2	44.39	44.39	43.91
R1	44.08	44.08	43.83	44.24
PP	43.59	43.59	43.59	43.67
S1	43.28	43.28	43.69	43.44
S2	42.79	42.79	43.61
S3	41.99	42.48	43.54
S4	41.19	41.68	43.32

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	43.91	42.44	1.47	3.4%	0.92	2.1%	90%	True	False	76,885
10	44.11	42.03	2.08	4.8%	1.09	2.5%	83%	False	False	85,284
20	44.11	39.63	4.48	10.2%	1.17	2.7%	92%	False	False	77,912
40	44.11	38.02	6.09	13.9%	1.27	2.9%	94%	False	False	74,214
60	44.11	33.53	10.58	24.2%	1.51	3.4%	97%	False	False	75,322
80	44.11	26.91	17.20	39.3%	1.62	3.7%	98%	False	False	79,555
100	44.11	25.31	18.80	43.0%	1.80	4.1%	98%	False	False	85,051
120	49.09	25.31	23.78	54.3%	2.01	4.6%	78%	False	False	89,718

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.26
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	47.31
2.618	46.00
1.618	45.20
1.000	44.71
0.618	44.40
HIGH	43.91
0.618	43.60
0.500	43.51
0.382	43.42
LOW	43.11
0.618	42.62
1.000	42.31
1.618	41.82
2.618	41.02
4.250	39.71

Fisher Pivots for day following 18-Aug-2020
Pivot	1 day	3 day
R1	43.68	43.60
PP	43.59	43.44
S1	43.51	43.28

Download as Excel Spreadsheet

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

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