NYMEX Light Sweet Crude Oil Future March 2021


Trading Metrics calculated at close of trading on 19-Aug-2020
Day Change Summary
Previous Current
18-Aug-2020 19-Aug-2020 Change Change % Previous Week
Open 44.48 44.38 -0.10 -0.2% 43.26
High 44.67 44.58 -0.09 -0.2% 44.41
Low 43.97 44.09 0.12 0.3% 43.16
Close 44.57 44.51 -0.06 -0.1% 43.84
Range 0.70 0.49 -0.21 -30.0% 1.25
ATR 1.05 1.01 -0.04 -3.8% 0.00
Volume 10,801 11,073 272 2.5% 74,643
Daily Pivots for day following 19-Aug-2020
Classic Woodie Camarilla DeMark
R4 45.86 45.68 44.78
R3 45.37 45.19 44.64
R2 44.88 44.88 44.60
R1 44.70 44.70 44.55 44.79
PP 44.39 44.39 44.39 44.44
S1 44.21 44.21 44.47 44.30
S2 43.90 43.90 44.42
S3 43.41 43.72 44.38
S4 42.92 43.23 44.24
Weekly Pivots for week ending 14-Aug-2020
Classic Woodie Camarilla DeMark
R4 47.55 46.95 44.53
R3 46.30 45.70 44.18
R2 45.05 45.05 44.07
R1 44.45 44.45 43.95 44.75
PP 43.80 43.80 43.80 43.96
S1 43.20 43.20 43.73 43.50
S2 42.55 42.55 43.61
S3 41.30 41.95 43.50
S4 40.05 40.70 43.15
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 44.67 43.56 1.11 2.5% 0.66 1.5% 86% False False 13,407
10 44.67 42.88 1.79 4.0% 0.80 1.8% 91% False False 14,004
20 44.75 40.46 4.29 9.6% 1.01 2.3% 94% False False 13,424
40 44.75 38.52 6.23 14.0% 1.09 2.4% 96% False False 12,576
60 44.75 34.79 9.96 22.4% 1.29 2.9% 98% False False 11,930
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR True
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.21
Narrowest range in 24 trading days
Fibonacci Retracements and Extensions
4.250 46.66
2.618 45.86
1.618 45.37
1.000 45.07
0.618 44.88
HIGH 44.58
0.618 44.39
0.500 44.34
0.382 44.28
LOW 44.09
0.618 43.79
1.000 43.60
1.618 43.30
2.618 42.81
4.250 42.01
Fisher Pivots for day following 19-Aug-2020
Pivot 1 day 3 day
R1 44.45 44.41
PP 44.39 44.31
S1 44.34 44.21

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

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