NYMEX Light Sweet Crude Oil Future December 2020


Trading Metrics calculated at close of trading on 25-Aug-2020
Day Change Summary
Previous Current
24-Aug-2020 25-Aug-2020 Change Change % Previous Week
Open 43.04 43.06 0.02 0.0% 43.24
High 43.42 44.16 0.74 1.7% 43.91
Low 42.83 42.99 0.16 0.4% 42.06
Close 43.27 43.94 0.67 1.5% 42.93
Range 0.59 1.17 0.58 98.3% 1.85
ATR 1.15 1.15 0.00 0.1% 0.00
Volume 73,749 119,059 45,310 61.4% 390,063
Daily Pivots for day following 25-Aug-2020
Classic Woodie Camarilla DeMark
R4 47.21 46.74 44.58
R3 46.04 45.57 44.26
R2 44.87 44.87 44.15
R1 44.40 44.40 44.05 44.64
PP 43.70 43.70 43.70 43.81
S1 43.23 43.23 43.83 43.47
S2 42.53 42.53 43.73
S3 41.36 42.06 43.62
S4 40.19 40.89 43.30
Weekly Pivots for week ending 21-Aug-2020
Classic Woodie Camarilla DeMark
R4 48.52 47.57 43.95
R3 46.67 45.72 43.44
R2 44.82 44.82 43.27
R1 43.87 43.87 43.10 43.42
PP 42.97 42.97 42.97 42.74
S1 42.02 42.02 42.76 41.57
S2 41.12 41.12 42.59
S3 39.27 40.17 42.42
S4 37.42 38.32 41.91
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 44.16 42.06 2.10 4.8% 1.01 2.3% 90% True False 88,462
10 44.16 42.06 2.10 4.8% 0.97 2.2% 90% True False 82,673
20 44.16 39.63 4.53 10.3% 1.15 2.6% 95% True False 84,089
40 44.16 39.37 4.79 10.9% 1.14 2.6% 95% True False 76,406
60 44.16 35.72 8.44 19.2% 1.42 3.2% 97% True False 76,264
80 44.16 27.57 16.59 37.8% 1.56 3.5% 99% True False 78,549
100 44.16 25.31 18.85 42.9% 1.74 4.0% 99% True False 83,955
120 47.28 25.31 21.97 50.0% 1.96 4.5% 85% False False 90,110
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 0.19
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 49.13
2.618 47.22
1.618 46.05
1.000 45.33
0.618 44.88
HIGH 44.16
0.618 43.71
0.500 43.58
0.382 43.44
LOW 42.99
0.618 42.27
1.000 41.82
1.618 41.10
2.618 39.93
4.250 38.02
Fisher Pivots for day following 25-Aug-2020
Pivot 1 day 3 day
R1 43.82 43.66
PP 43.70 43.39
S1 43.58 43.11

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

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