NYMEX Light Sweet Crude Oil Future March 2021


Trading Metrics calculated at close of trading on 02-Sep-2020
Day Change Summary
Previous Current
01-Sep-2020 02-Sep-2020 Change Change % Previous Week
Open 44.26 44.54 0.28 0.6% 43.88
High 44.74 44.72 -0.02 0.0% 45.07
Low 44.19 43.05 -1.14 -2.6% 43.68
Close 44.33 43.27 -1.06 -2.4% 44.51
Range 0.55 1.67 1.12 203.6% 1.39
ATR 0.93 0.98 0.05 5.7% 0.00
Volume 21,600 22,665 1,065 4.9% 106,183
Daily Pivots for day following 02-Sep-2020
Classic Woodie Camarilla DeMark
R4 48.69 47.65 44.19
R3 47.02 45.98 43.73
R2 45.35 45.35 43.58
R1 44.31 44.31 43.42 44.00
PP 43.68 43.68 43.68 43.52
S1 42.64 42.64 43.12 42.33
S2 42.01 42.01 42.96
S3 40.34 40.97 42.81
S4 38.67 39.30 42.35
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 45.00 43.05 1.95 4.5% 0.95 2.2% 11% False True 18,588
10 45.07 42.96 2.11 4.9% 0.92 2.1% 15% False False 20,008
20 45.07 42.88 2.19 5.1% 0.86 2.0% 18% False False 17,006
40 45.07 40.13 4.94 11.4% 0.98 2.3% 64% False False 14,361
60 45.07 36.55 8.52 19.7% 1.18 2.7% 79% False False 13,207
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 0.14
Widest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 51.82
2.618 49.09
1.618 47.42
1.000 46.39
0.618 45.75
HIGH 44.72
0.618 44.08
0.500 43.89
0.382 43.69
LOW 43.05
0.618 42.02
1.000 41.38
1.618 40.35
2.618 38.68
4.250 35.95
Fisher Pivots for day following 02-Sep-2020
Pivot 1 day 3 day
R1 43.89 44.03
PP 43.68 43.77
S1 43.48 43.52

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

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