NYMEX Light Sweet Crude Oil Future December 2020


Trading Metrics calculated at close of trading on 26-Aug-2020
Day Change Summary
Previous Current
25-Aug-2020 26-Aug-2020 Change Change % Previous Week
Open 43.06 43.98 0.92 2.1% 43.24
High 44.16 44.33 0.17 0.4% 43.91
Low 42.99 43.63 0.64 1.5% 42.06
Close 43.94 44.00 0.06 0.1% 42.93
Range 1.17 0.70 -0.47 -40.2% 1.85
ATR 1.15 1.12 -0.03 -2.8% 0.00
Volume 119,059 85,712 -33,347 -28.0% 390,063
Daily Pivots for day following 26-Aug-2020
Classic Woodie Camarilla DeMark
R4 46.09 45.74 44.39
R3 45.39 45.04 44.19
R2 44.69 44.69 44.13
R1 44.34 44.34 44.06 44.52
PP 43.99 43.99 43.99 44.07
S1 43.64 43.64 43.94 43.82
S2 43.29 43.29 43.87
S3 42.59 42.94 43.81
S4 41.89 42.24 43.62
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 44.33 42.06 2.27 5.2% 1.03 2.3% 85% True False 91,970
10 44.33 42.06 2.27 5.2% 0.91 2.1% 85% True False 80,637
20 44.33 39.63 4.70 10.7% 1.16 2.6% 93% True False 85,252
40 44.33 39.38 4.95 11.3% 1.13 2.6% 93% True False 76,825
60 44.33 35.72 8.61 19.6% 1.40 3.2% 96% True False 76,351
80 44.33 29.30 15.03 34.2% 1.54 3.5% 98% True False 77,975
100 44.33 25.31 19.02 43.2% 1.71 3.9% 98% True False 83,201
120 44.33 25.31 19.02 43.2% 1.93 4.4% 98% True False 89,683
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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.22
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 47.31
2.618 46.16
1.618 45.46
1.000 45.03
0.618 44.76
HIGH 44.33
0.618 44.06
0.500 43.98
0.382 43.90
LOW 43.63
0.618 43.20
1.000 42.93
1.618 42.50
2.618 41.80
4.250 40.66
Fisher Pivots for day following 26-Aug-2020
Pivot 1 day 3 day
R1 43.99 43.86
PP 43.99 43.72
S1 43.98 43.58

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

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