NYMEX Light Sweet Crude Oil Future February 2021

Trading Metrics calculated at close of trading on 27-Aug-2020

Day Change Summary
	Previous	Current
	26-Aug-2020	27-Aug-2020	Change	Change %	Previous Week
Open	44.62	44.60	-0.02	0.0%	43.80
High	44.84	44.65	-0.19	-0.4%	44.41
Low	44.24	43.61	-0.63	-1.4%	42.72
Close	44.58	44.17	-0.41	-0.9%	43.51
Range	0.60	1.04	0.44	73.3%	1.69
ATR	0.98	0.99	0.00	0.4%	0.00
Volume	14,905	12,384	-2,521	-16.9%	61,908

Daily Pivots for day following 27-Aug-2020
	Classic	Woodie	Camarilla	DeMark
R4	47.26	46.76	44.74
R3	46.22	45.72	44.46
R2	45.18	45.18	44.36
R1	44.68	44.68	44.27	44.41
PP	44.14	44.14	44.14	44.01
S1	43.64	43.64	44.07	43.37
S2	43.10	43.10	43.98
S3	42.06	42.60	43.88
S4	41.02	41.56	43.60

Weekly Pivots for week ending 21-Aug-2020
	Classic	Woodie	Camarilla	DeMark
R4	48.62	47.75	44.44
R3	46.93	46.06	43.97
R2	45.24	45.24	43.82
R1	44.37	44.37	43.66	43.96
PP	43.55	43.55	43.55	43.34
S1	42.68	42.68	43.36	42.27
S2	41.86	41.86	43.20
S3	40.17	40.99	43.05
S4	38.48	39.30	42.58

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	44.84	42.72	2.12	4.8%	0.89	2.0%	68%	False	False	14,363
10	44.84	42.72	2.12	4.8%	0.82	1.9%	68%	False	False	13,314
20	44.84	41.18	3.66	8.3%	0.96	2.2%	82%	False	False	12,312
40	44.84	39.90	4.94	11.2%	0.99	2.2%	86%	False	False	9,486
60	44.84	36.26	8.58	19.4%	1.22	2.8%	92%	False	False	8,638
80	44.84	30.75	14.09	31.9%	1.30	2.9%	95%	False	False	7,873

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	0.12
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	49.07
2.618	47.37
1.618	46.33
1.000	45.69
0.618	45.29
HIGH	44.65
0.618	44.25
0.500	44.13
0.382	44.01
LOW	43.61
0.618	42.97
1.000	42.57
1.618	41.93
2.618	40.89
4.250	39.19

Fisher Pivots for day following 27-Aug-2020
Pivot	1 day	3 day
R1	44.16	44.23
PP	44.14	44.21
S1	44.13	44.19

Download as Excel Spreadsheet

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

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