NYMEX Light Sweet Crude Oil Future February 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 43.03 42.78 -0.25 -0.6% 44.25
High 43.25 43.24 -0.01 0.0% 44.77
Low 41.88 41.09 -0.79 -1.9% 41.09
Close 42.87 41.44 -1.43 -3.3% 41.44
Range 1.37 2.15 0.78 56.9% 3.68
ATR 1.03 1.11 0.08 7.8% 0.00
Volume 14,150 18,447 4,297 30.4% 89,514
Daily Pivots for day following 04-Sep-2020
Classic Woodie Camarilla DeMark
R4 48.37 47.06 42.62
R3 46.22 44.91 42.03
R2 44.07 44.07 41.83
R1 42.76 42.76 41.64 42.34
PP 41.92 41.92 41.92 41.72
S1 40.61 40.61 41.24 40.19
S2 39.77 39.77 41.05
S3 37.62 38.46 40.85
S4 35.47 36.31 40.26
Weekly Pivots for week ending 04-Sep-2020
Classic Woodie Camarilla DeMark
R4 53.47 51.14 43.46
R3 49.79 47.46 42.45
R2 46.11 46.11 42.11
R1 43.78 43.78 41.78 43.11
PP 42.43 42.43 42.43 42.10
S1 40.10 40.10 41.10 39.43
S2 38.75 38.75 40.77
S3 35.07 36.42 40.43
S4 31.39 32.74 39.42
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 44.77 41.09 3.68 8.9% 1.36 3.3% 10% False True 17,902
10 44.84 41.09 3.75 9.0% 1.05 2.5% 9% False True 15,895
20 44.84 41.09 3.75 9.0% 0.97 2.3% 9% False True 14,020
40 44.84 40.19 4.65 11.2% 1.01 2.4% 27% False False 11,071
60 44.84 36.26 8.58 20.7% 1.16 2.8% 60% False False 9,620
80 44.84 30.75 14.09 34.0% 1.28 3.1% 76% False False 8,673
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 0.22
Widest range in 26 trading days
Fibonacci Retracements and Extensions
4.250 52.38
2.618 48.87
1.618 46.72
1.000 45.39
0.618 44.57
HIGH 43.24
0.618 42.42
0.500 42.17
0.382 41.91
LOW 41.09
0.618 39.76
1.000 38.94
1.618 37.61
2.618 35.46
4.250 31.95
Fisher Pivots for day following 04-Sep-2020
Pivot 1 day 3 day
R1 42.17 42.78
PP 41.92 42.33
S1 41.68 41.89

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

View Archives - Comment on this page... - Back to Index of Symbols