NYMEX Light Sweet Crude Oil Future February 2021

Trading Metrics calculated at close of trading on 04-Aug-2020

Day Change Summary
	Previous	Current
	03-Aug-2020	04-Aug-2020	Change	Change %	Previous Week
Open	41.67	42.22	0.55	1.3%	42.23
High	42.67	43.25	0.58	1.4%	42.68
Low	41.19	41.71	0.52	1.3%	40.19
Close	42.56	42.98	0.42	1.0%	41.75
Range	1.48	1.54	0.06	4.1%	2.49
ATR	1.18	1.20	0.03	2.2%	0.00
Volume	12,469	10,356	-2,113	-16.9%	41,913

Daily Pivots for day following 04-Aug-2020
	Classic	Woodie	Camarilla	DeMark
R4	47.27	46.66	43.83
R3	45.73	45.12	43.40
R2	44.19	44.19	43.26
R1	43.58	43.58	43.12	43.89
PP	42.65	42.65	42.65	42.80
S1	42.04	42.04	42.84	42.35
S2	41.11	41.11	42.70
S3	39.57	40.50	42.56
S4	38.03	38.96	42.13

Weekly Pivots for week ending 31-Jul-2020
	Classic	Woodie	Camarilla	DeMark
R4	49.01	47.87	43.12
R3	46.52	45.38	42.43
R2	44.03	44.03	42.21
R1	42.89	42.89	41.98	42.22
PP	41.54	41.54	41.54	41.20
S1	40.40	40.40	41.52	39.73
S2	39.05	39.05	41.29
S3	36.56	37.91	41.07
S4	34.07	35.42	40.38

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	43.25	40.19	3.06	7.1%	1.30	3.0%	91%	True	False	9,678
10	43.25	40.19	3.06	7.1%	1.12	2.6%	91%	True	False	8,479
20	43.25	39.90	3.35	7.8%	1.06	2.5%	92%	True	False	7,234
40	43.25	36.26	6.99	16.3%	1.32	3.1%	96%	True	False	7,128
60	43.25	30.75	12.50	29.1%	1.37	3.2%	98%	True	False	6,576

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	0.28
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	49.80
2.618	47.28
1.618	45.74
1.000	44.79
0.618	44.20
HIGH	43.25
0.618	42.66
0.500	42.48
0.382	42.30
LOW	41.71
0.618	40.76
1.000	40.17
1.618	39.22
2.618	37.68
4.250	35.17

Fisher Pivots for day following 04-Aug-2020
Pivot	1 day	3 day
R1	42.81	42.73
PP	42.65	42.47
S1	42.48	42.22

Download as Excel Spreadsheet

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

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