NYMEX Light Sweet Crude Oil Future January 2021


Trading Metrics calculated at close of trading on 05-Aug-2020
Day Change Summary
Previous Current
04-Aug-2020 05-Aug-2020 Change Change % Previous Week
Open 41.80 42.45 0.65 1.6% 41.98
High 43.00 44.32 1.32 3.1% 42.62
Low 41.42 42.39 0.97 2.3% 39.94
Close 42.72 43.31 0.59 1.4% 41.49
Range 1.58 1.93 0.35 22.2% 2.68
ATR 1.28 1.33 0.05 3.6% 0.00
Volume 35,654 37,404 1,750 4.9% 90,011
Daily Pivots for day following 05-Aug-2020
Classic Woodie Camarilla DeMark
R4 49.13 48.15 44.37
R3 47.20 46.22 43.84
R2 45.27 45.27 43.66
R1 44.29 44.29 43.49 44.78
PP 43.34 43.34 43.34 43.59
S1 42.36 42.36 43.13 42.85
S2 41.41 41.41 42.96
S3 39.48 40.43 42.78
S4 37.55 38.50 42.25
Weekly Pivots for week ending 31-Jul-2020
Classic Woodie Camarilla DeMark
R4 49.39 48.12 42.96
R3 46.71 45.44 42.23
R2 44.03 44.03 41.98
R1 42.76 42.76 41.74 42.06
PP 41.35 41.35 41.35 41.00
S1 40.08 40.08 41.24 39.38
S2 38.67 38.67 41.00
S3 35.99 37.40 40.75
S4 33.31 34.72 40.02
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 44.32 39.94 4.38 10.1% 1.63 3.8% 77% True False 26,181
10 44.32 39.94 4.38 10.1% 1.30 3.0% 77% True False 22,730
20 44.32 39.69 4.63 10.7% 1.19 2.7% 78% True False 17,409
40 44.32 35.94 8.38 19.3% 1.43 3.3% 88% True False 15,441
60 44.32 30.35 13.97 32.3% 1.48 3.4% 93% True False 14,104
80 44.32 26.22 18.10 41.8% 1.68 3.9% 94% True False 13,220
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.27
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 52.52
2.618 49.37
1.618 47.44
1.000 46.25
0.618 45.51
HIGH 44.32
0.618 43.58
0.500 43.36
0.382 43.13
LOW 42.39
0.618 41.20
1.000 40.46
1.618 39.27
2.618 37.34
4.250 34.19
Fisher Pivots for day following 05-Aug-2020
Pivot 1 day 3 day
R1 43.36 43.08
PP 43.34 42.85
S1 43.33 42.62

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

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