NYMEX Light Sweet Crude Oil Future November 2020


Trading Metrics calculated at close of trading on 05-Aug-2020
Day Change Summary
Previous Current
04-Aug-2020 05-Aug-2020 Change Change % Previous Week
Open 41.39 41.99 0.60 1.4% 41.63
High 42.55 43.91 1.36 3.2% 42.31
Low 40.80 41.94 1.14 2.8% 39.33
Close 42.21 42.76 0.55 1.3% 40.91
Range 1.75 1.97 0.22 12.6% 2.98
ATR 1.39 1.43 0.04 3.0% 0.00
Volume 78,247 102,230 23,983 30.7% 270,583
Daily Pivots for day following 05-Aug-2020
Classic Woodie Camarilla DeMark
R4 48.78 47.74 43.84
R3 46.81 45.77 43.30
R2 44.84 44.84 43.12
R1 43.80 43.80 42.94 44.32
PP 42.87 42.87 42.87 43.13
S1 41.83 41.83 42.58 42.35
S2 40.90 40.90 42.40
S3 38.93 39.86 42.22
S4 36.96 37.89 41.68
Weekly Pivots for week ending 31-Jul-2020
Classic Woodie Camarilla DeMark
R4 49.79 48.33 42.55
R3 46.81 45.35 41.73
R2 43.83 43.83 41.46
R1 42.37 42.37 41.18 41.61
PP 40.85 40.85 40.85 40.47
S1 39.39 39.39 40.64 38.63
S2 37.87 37.87 40.36
S3 34.89 36.41 40.09
S4 31.91 33.43 39.27
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 43.91 39.33 4.58 10.7% 1.75 4.1% 75% True False 71,858
10 43.91 39.33 4.58 10.7% 1.40 3.3% 75% True False 60,515
20 43.91 39.25 4.66 10.9% 1.29 3.0% 75% True False 45,223
40 43.91 35.54 8.37 19.6% 1.54 3.6% 86% True False 37,168
60 43.91 29.00 14.91 34.9% 1.62 3.8% 92% True False 31,485
80 43.91 24.43 19.48 45.6% 1.82 4.3% 94% True False 29,855
100 43.91 24.43 19.48 45.6% 1.95 4.6% 94% True False 27,892
120 54.17 24.43 29.74 69.6% 2.00 4.7% 62% False False 26,236
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.33
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 52.28
2.618 49.07
1.618 47.10
1.000 45.88
0.618 45.13
HIGH 43.91
0.618 43.16
0.500 42.93
0.382 42.69
LOW 41.94
0.618 40.72
1.000 39.97
1.618 38.75
2.618 36.78
4.250 33.57
Fisher Pivots for day following 05-Aug-2020
Pivot 1 day 3 day
R1 42.93 42.53
PP 42.87 42.31
S1 42.82 42.08

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

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