NYMEX Light Sweet Crude Oil Future March 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 44.34 44.52 0.18 0.4% 43.88
High 44.74 45.00 0.26 0.6% 45.07
Low 44.18 44.01 -0.17 -0.4% 43.68
Close 44.51 44.06 -0.45 -1.0% 44.51
Range 0.56 0.99 0.43 76.8% 1.39
ATR 0.95 0.95 0.00 0.3% 0.00
Volume 17,615 12,129 -5,486 -31.1% 106,183
Daily Pivots for day following 31-Aug-2020
Classic Woodie Camarilla DeMark
R4 47.33 46.68 44.60
R3 46.34 45.69 44.33
R2 45.35 45.35 44.24
R1 44.70 44.70 44.15 44.53
PP 44.36 44.36 44.36 44.27
S1 43.71 43.71 43.97 43.54
S2 43.37 43.37 43.88
S3 42.38 42.72 43.79
S4 41.39 41.73 43.52
Weekly Pivots for week ending 28-Aug-2020
Classic Woodie Camarilla DeMark
R4 48.59 47.94 45.27
R3 47.20 46.55 44.89
R2 45.81 45.81 44.76
R1 45.16 45.16 44.64 45.49
PP 44.42 44.42 44.42 44.58
S1 43.77 43.77 44.38 44.10
S2 43.03 43.03 44.26
S3 41.64 42.38 44.13
S4 40.25 40.99 43.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 45.07 43.88 1.19 2.7% 0.80 1.8% 15% False False 20,997
10 45.07 42.96 2.11 4.8% 0.82 1.9% 52% False False 17,769
20 45.07 42.04 3.03 6.9% 0.92 2.1% 67% False False 16,908
40 45.07 40.13 4.94 11.2% 0.96 2.2% 80% False False 14,022
60 45.07 36.55 8.52 19.3% 1.20 2.7% 88% False False 12,927
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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 6 trading days
Fibonacci Retracements and Extensions
4.250 49.21
2.618 47.59
1.618 46.60
1.000 45.99
0.618 45.61
HIGH 45.00
0.618 44.62
0.500 44.51
0.382 44.39
LOW 44.01
0.618 43.40
1.000 43.02
1.618 42.41
2.618 41.42
4.250 39.80
Fisher Pivots for day following 31-Aug-2020
Pivot 1 day 3 day
R1 44.51 44.44
PP 44.36 44.31
S1 44.21 44.19

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

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