NYMEX Light Sweet Crude Oil Future March 2021


Trading Metrics calculated at close of trading on 03-Sep-2020
Day Change Summary
Previous Current
02-Sep-2020 03-Sep-2020 Change Change % Previous Week
Open 44.54 43.48 -1.06 -2.4% 43.88
High 44.72 43.56 -1.16 -2.6% 45.07
Low 43.05 42.26 -0.79 -1.8% 43.68
Close 43.27 43.20 -0.07 -0.2% 44.51
Range 1.67 1.30 -0.37 -22.2% 1.39
ATR 0.98 1.01 0.02 2.3% 0.00
Volume 22,665 19,351 -3,314 -14.6% 106,183
Daily Pivots for day following 03-Sep-2020
Classic Woodie Camarilla DeMark
R4 46.91 46.35 43.92
R3 45.61 45.05 43.56
R2 44.31 44.31 43.44
R1 43.75 43.75 43.32 43.38
PP 43.01 43.01 43.01 42.82
S1 42.45 42.45 43.08 42.08
S2 41.71 41.71 42.96
S3 40.41 41.15 42.84
S4 39.11 39.85 42.49
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 42.26 2.74 6.3% 1.01 2.3% 34% False True 18,672
10 45.07 42.26 2.81 6.5% 0.94 2.2% 33% False True 20,025
20 45.07 42.26 2.81 6.5% 0.89 2.1% 33% False True 17,031
40 45.07 40.13 4.94 11.4% 0.98 2.3% 62% False False 14,506
60 45.07 36.55 8.52 19.7% 1.17 2.7% 78% False False 13,354
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.14
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 49.09
2.618 46.96
1.618 45.66
1.000 44.86
0.618 44.36
HIGH 43.56
0.618 43.06
0.500 42.91
0.382 42.76
LOW 42.26
0.618 41.46
1.000 40.96
1.618 40.16
2.618 38.86
4.250 36.74
Fisher Pivots for day following 03-Sep-2020
Pivot 1 day 3 day
R1 43.10 43.50
PP 43.01 43.40
S1 42.91 43.30

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

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