NYMEX Light Sweet Crude Oil Future May 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	44.87	45.04	0.17	0.4%	44.36
High	45.13	45.18	0.05	0.1%	45.42
Low	44.73	43.60	-1.13	-2.5%	44.12
Close	44.78	43.82	-0.96	-2.1%	44.95
Range	0.40	1.58	1.18	295.0%	1.30
ATR	0.84	0.89	0.05	6.3%	0.00
Volume	4,609	4,688	79	1.7%	16,168

Daily Pivots for day following 02-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	48.94	47.96	44.69
R3	47.36	46.38	44.25
R2	45.78	45.78	44.11
R1	44.80	44.80	43.96	44.50
PP	44.20	44.20	44.20	44.05
S1	43.22	43.22	43.68	42.92
S2	42.62	42.62	43.53
S3	41.04	41.64	43.39
S4	39.46	40.06	42.95

Weekly Pivots for week ending 28-Aug-2020
	Classic	Woodie	Camarilla	DeMark
R4	48.73	48.14	45.67
R3	47.43	46.84	45.31
R2	46.13	46.13	45.19
R1	45.54	45.54	45.07	45.84
PP	44.83	44.83	44.83	44.98
S1	44.24	44.24	44.83	44.54
S2	43.53	43.53	44.71
S3	42.23	42.94	44.59
S4	40.93	41.64	44.24

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	45.36	43.60	1.76	4.0%	0.84	1.9%	13%	False	True	3,481
10	45.42	43.47	1.95	4.5%	0.82	1.9%	18%	False	False	3,262
20	45.42	43.33	2.09	4.8%	0.76	1.7%	23%	False	False	4,375

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.11
Widest range in 20 trading days

Fibonacci Retracements and Extensions
4.250	51.90
2.618	49.32
1.618	47.74
1.000	46.76
0.618	46.16
HIGH	45.18
0.618	44.58
0.500	44.39
0.382	44.20
LOW	43.60
0.618	42.62
1.000	42.02
1.618	41.04
2.618	39.46
4.250	36.89

Fisher Pivots for day following 02-Sep-2020
Pivot	1 day	3 day
R1	44.39	44.48
PP	44.20	44.26
S1	44.01	44.04

Download as Excel Spreadsheet

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

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