NYMEX Light Sweet Crude Oil Future February 2021

Trading Metrics calculated at close of trading on 31-Aug-2020

Day Change Summary
	Previous	Current
	28-Aug-2020	31-Aug-2020	Change	Change %	Previous Week
Open	44.12	44.25	0.13	0.3%	43.60
High	44.51	44.77	0.26	0.6%	44.84
Low	43.93	43.75	-0.18	-0.4%	43.43
Close	44.24	43.82	-0.42	-0.9%	44.24
Range	0.58	1.02	0.44	75.9%	1.41
ATR	0.96	0.96	0.00	0.5%	0.00
Volume	10,700	14,040	3,340	31.2%	69,437

Daily Pivots for day following 31-Aug-2020
	Classic	Woodie	Camarilla	DeMark
R4	47.17	46.52	44.38
R3	46.15	45.50	44.10
R2	45.13	45.13	44.01
R1	44.48	44.48	43.91	44.30
PP	44.11	44.11	44.11	44.02
S1	43.46	43.46	43.73	43.28
S2	43.09	43.09	43.63
S3	42.07	42.44	43.54
S4	41.05	41.42	43.26

Weekly Pivots for week ending 28-Aug-2020
	Classic	Woodie	Camarilla	DeMark
R4	48.40	47.73	45.02
R3	46.99	46.32	44.63
R2	45.58	45.58	44.50
R1	44.91	44.91	44.37	45.25
PP	44.17	44.17	44.17	44.34
S1	43.50	43.50	44.11	43.84
S2	42.76	42.76	43.98
S3	41.35	42.09	43.85
S4	39.94	40.68	43.46

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	44.84	43.61	1.23	2.8%	0.84	1.9%	17%	False	False	14,727
10	44.84	42.72	2.12	4.8%	0.84	1.9%	52%	False	False	13,023
20	44.84	41.71	3.13	7.1%	0.93	2.1%	67%	False	False	12,577
40	44.84	39.90	4.94	11.3%	0.98	2.2%	79%	False	False	9,741
60	44.84	36.26	8.58	19.6%	1.20	2.7%	88%	False	False	8,888
80	44.84	30.75	14.09	32.2%	1.26	2.9%	93%	False	False	8,026

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.16
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	49.11
2.618	47.44
1.618	46.42
1.000	45.79
0.618	45.40
HIGH	44.77
0.618	44.38
0.500	44.26
0.382	44.14
LOW	43.75
0.618	43.12
1.000	42.73
1.618	42.10
2.618	41.08
4.250	39.42

Fisher Pivots for day following 31-Aug-2020
Pivot	1 day	3 day
R1	44.26	44.19
PP	44.11	44.07
S1	43.97	43.94

Download as Excel Spreadsheet

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

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