NYMEX Light Sweet Crude Oil Future January 2021


Trading Metrics calculated at close of trading on 04-Sep-2020
Day Change Summary
Previous Current
03-Sep-2020 04-Sep-2020 Change Change % Previous Week
Open 42.66 42.33 -0.33 -0.8% 43.99
High 42.89 42.92 0.03 0.1% 44.48
Low 41.48 40.65 -0.83 -2.0% 40.65
Close 42.50 41.02 -1.48 -3.5% 41.02
Range 1.41 2.27 0.86 61.0% 3.83
ATR 1.08 1.16 0.09 7.9% 0.00
Volume 30,267 29,229 -1,038 -3.4% 130,441
Daily Pivots for day following 04-Sep-2020
Classic Woodie Camarilla DeMark
R4 48.34 46.95 42.27
R3 46.07 44.68 41.64
R2 43.80 43.80 41.44
R1 42.41 42.41 41.23 41.97
PP 41.53 41.53 41.53 41.31
S1 40.14 40.14 40.81 39.70
S2 39.26 39.26 40.60
S3 36.99 37.87 40.40
S4 34.72 35.60 39.77
Weekly Pivots for week ending 04-Sep-2020
Classic Woodie Camarilla DeMark
R4 53.54 51.11 43.13
R3 49.71 47.28 42.07
R2 45.88 45.88 41.72
R1 43.45 43.45 41.37 42.75
PP 42.05 42.05 42.05 41.70
S1 39.62 39.62 40.67 38.92
S2 38.22 38.22 40.32
S3 34.39 35.79 39.97
S4 30.56 31.96 38.91
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 44.48 40.65 3.83 9.3% 1.41 3.4% 10% False True 26,088
10 44.60 40.65 3.95 9.6% 1.09 2.7% 9% False True 25,612
20 44.60 40.65 3.95 9.6% 1.02 2.5% 9% False True 25,334
40 44.60 39.94 4.66 11.4% 1.08 2.6% 23% False False 21,792
60 44.60 35.94 8.66 21.1% 1.25 3.0% 59% False False 19,051
80 44.60 30.35 14.25 34.7% 1.37 3.3% 75% False False 17,234
100 44.60 26.22 18.38 44.8% 1.53 3.7% 81% False False 15,900
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.21
Widest range in 26 trading days
Fibonacci Retracements and Extensions
4.250 52.57
2.618 48.86
1.618 46.59
1.000 45.19
0.618 44.32
HIGH 42.92
0.618 42.05
0.500 41.79
0.382 41.52
LOW 40.65
0.618 39.25
1.000 38.38
1.618 36.98
2.618 34.71
4.250 31.00
Fisher Pivots for day following 04-Sep-2020
Pivot 1 day 3 day
R1 41.79 42.40
PP 41.53 41.94
S1 41.28 41.48

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

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