NYMEX Light Sweet Crude Oil Future January 2021


Trading Metrics calculated at close of trading on 02-Sep-2020
Day Change Summary
Previous Current
01-Sep-2020 02-Sep-2020 Change Change % Previous Week
Open 43.73 44.01 0.28 0.6% 43.32
High 44.27 44.15 -0.12 -0.3% 44.60
Low 43.68 42.36 -1.32 -3.0% 43.14
Close 43.75 42.60 -1.15 -2.6% 43.94
Range 0.59 1.79 1.20 203.4% 1.46
ATR 0.99 1.05 0.06 5.7% 0.00
Volume 22,674 33,197 10,523 46.4% 125,684
Daily Pivots for day following 02-Sep-2020
Classic Woodie Camarilla DeMark
R4 48.41 47.29 43.58
R3 46.62 45.50 43.09
R2 44.83 44.83 42.93
R1 43.71 43.71 42.76 43.38
PP 43.04 43.04 43.04 42.87
S1 41.92 41.92 42.44 41.59
S2 41.25 41.25 42.27
S3 39.46 40.13 42.11
S4 37.67 38.34 41.62
Weekly Pivots for week ending 28-Aug-2020
Classic Woodie Camarilla DeMark
R4 48.27 47.57 44.74
R3 46.81 46.11 44.34
R2 45.35 45.35 44.21
R1 44.65 44.65 44.07 45.00
PP 43.89 43.89 43.89 44.07
S1 43.19 43.19 43.81 43.54
S2 42.43 42.43 43.67
S3 40.97 41.73 43.54
S4 39.51 40.27 43.14
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 44.48 42.36 2.12 5.0% 1.00 2.4% 11% False True 21,511
10 44.60 42.36 2.24 5.3% 0.98 2.3% 11% False True 25,439
20 44.60 42.34 2.26 5.3% 0.93 2.2% 12% False False 24,626
40 44.60 39.69 4.91 11.5% 1.06 2.5% 59% False False 21,017
60 44.60 35.94 8.66 20.3% 1.26 3.0% 77% False False 18,502
80 44.60 30.35 14.25 33.5% 1.35 3.2% 86% False False 16,734
100 44.60 26.22 18.38 43.1% 1.53 3.6% 89% False False 15,501
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.15
Widest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 51.76
2.618 48.84
1.618 47.05
1.000 45.94
0.618 45.26
HIGH 44.15
0.618 43.47
0.500 43.26
0.382 43.04
LOW 42.36
0.618 41.25
1.000 40.57
1.618 39.46
2.618 37.67
4.250 34.75
Fisher Pivots for day following 02-Sep-2020
Pivot 1 day 3 day
R1 43.26 43.42
PP 43.04 43.15
S1 42.82 42.87

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

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