NYMEX Light Sweet Crude Oil Future November 2020


Trading Metrics calculated at close of trading on 07-Aug-2020
Day Change Summary
Previous Current
06-Aug-2020 07-Aug-2020 Change Change % Previous Week
Open 42.74 42.54 -0.20 -0.5% 41.00
High 43.19 42.78 -0.41 -0.9% 43.91
Low 42.25 41.70 -0.55 -1.3% 40.25
Close 42.56 41.86 -0.70 -1.6% 41.86
Range 0.94 1.08 0.14 14.9% 3.66
ATR 1.40 1.37 -0.02 -1.6% 0.00
Volume 94,403 79,225 -15,178 -16.1% 415,807
Daily Pivots for day following 07-Aug-2020
Classic Woodie Camarilla DeMark
R4 45.35 44.69 42.45
R3 44.27 43.61 42.16
R2 43.19 43.19 42.06
R1 42.53 42.53 41.96 42.32
PP 42.11 42.11 42.11 42.01
S1 41.45 41.45 41.76 41.24
S2 41.03 41.03 41.66
S3 39.95 40.37 41.56
S4 38.87 39.29 41.27
Weekly Pivots for week ending 07-Aug-2020
Classic Woodie Camarilla DeMark
R4 52.99 51.08 43.87
R3 49.33 47.42 42.87
R2 45.67 45.67 42.53
R1 43.76 43.76 42.20 44.72
PP 42.01 42.01 42.01 42.48
S1 40.10 40.10 41.52 41.06
S2 38.35 38.35 41.19
S3 34.69 36.44 40.85
S4 31.03 32.78 39.85
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 43.91 40.25 3.66 8.7% 1.46 3.5% 44% False False 83,161
10 43.91 39.33 4.58 10.9% 1.37 3.3% 55% False False 68,639
20 43.91 39.33 4.58 10.9% 1.22 2.9% 55% False False 50,632
40 43.91 35.54 8.37 20.0% 1.46 3.5% 76% False False 40,417
60 43.91 29.03 14.88 35.5% 1.61 3.9% 86% False False 33,608
80 43.91 24.43 19.48 46.5% 1.79 4.3% 89% False False 31,510
100 43.91 24.43 19.48 46.5% 1.92 4.6% 89% False False 29,333
120 54.17 24.43 29.74 71.0% 2.01 4.8% 59% False False 27,582
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.33
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 47.37
2.618 45.61
1.618 44.53
1.000 43.86
0.618 43.45
HIGH 42.78
0.618 42.37
0.500 42.24
0.382 42.11
LOW 41.70
0.618 41.03
1.000 40.62
1.618 39.95
2.618 38.87
4.250 37.11
Fisher Pivots for day following 07-Aug-2020
Pivot 1 day 3 day
R1 42.24 42.81
PP 42.11 42.49
S1 41.99 42.18

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

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