NYMEX Light Sweet Crude Oil Future December 2020


Trading Metrics calculated at close of trading on 20-Aug-2020
Day Change Summary
Previous Current
19-Aug-2020 20-Aug-2020 Change Change % Previous Week
Open 43.43 43.52 0.09 0.2% 42.32
High 43.79 43.54 -0.25 -0.6% 43.72
Low 43.20 42.28 -0.92 -2.1% 42.11
Close 43.69 43.39 -0.30 -0.7% 43.00
Range 0.59 1.26 0.67 113.6% 1.61
ATR 1.15 1.17 0.02 1.6% 0.00
Volume 68,171 86,217 18,046 26.5% 379,403
Daily Pivots for day following 20-Aug-2020
Classic Woodie Camarilla DeMark
R4 46.85 46.38 44.08
R3 45.59 45.12 43.74
R2 44.33 44.33 43.62
R1 43.86 43.86 43.51 43.47
PP 43.07 43.07 43.07 42.87
S1 42.60 42.60 43.27 42.21
S2 41.81 41.81 43.16
S3 40.55 41.34 43.04
S4 39.29 40.08 42.70
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 42.28 1.63 3.8% 0.90 2.1% 68% False True 72,408
10 43.91 42.03 1.88 4.3% 0.99 2.3% 72% False False 74,523
20 44.11 39.63 4.48 10.3% 1.15 2.6% 84% False False 79,244
40 44.11 38.02 6.09 14.0% 1.20 2.8% 88% False False 74,547
60 44.11 33.53 10.58 24.4% 1.47 3.4% 93% False False 75,568
80 44.11 27.08 17.03 39.2% 1.60 3.7% 96% False False 78,772
100 44.11 25.31 18.80 43.3% 1.79 4.1% 96% False False 84,644
120 49.09 25.31 23.78 54.8% 1.98 4.6% 76% False False 89,422
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.23
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 48.90
2.618 46.84
1.618 45.58
1.000 44.80
0.618 44.32
HIGH 43.54
0.618 43.06
0.500 42.91
0.382 42.76
LOW 42.28
0.618 41.50
1.000 41.02
1.618 40.24
2.618 38.98
4.250 36.93
Fisher Pivots for day following 20-Aug-2020
Pivot 1 day 3 day
R1 43.23 43.29
PP 43.07 43.19
S1 42.91 43.10

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

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