NYMEX Light Sweet Crude Oil Future November 2020


Trading Metrics calculated at close of trading on 10-Aug-2020
Day Change Summary
Previous Current
07-Aug-2020 10-Aug-2020 Change Change % Previous Week
Open 42.54 42.01 -0.53 -1.2% 41.00
High 42.78 42.86 0.08 0.2% 43.91
Low 41.70 41.83 0.13 0.3% 40.25
Close 41.86 42.50 0.64 1.5% 41.86
Range 1.08 1.03 -0.05 -4.6% 3.66
ATR 1.37 1.35 -0.02 -1.8% 0.00
Volume 79,225 73,466 -5,759 -7.3% 415,807
Daily Pivots for day following 10-Aug-2020
Classic Woodie Camarilla DeMark
R4 45.49 45.02 43.07
R3 44.46 43.99 42.78
R2 43.43 43.43 42.69
R1 42.96 42.96 42.59 43.20
PP 42.40 42.40 42.40 42.51
S1 41.93 41.93 42.41 42.17
S2 41.37 41.37 42.31
S3 40.34 40.90 42.22
S4 39.31 39.87 41.93
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 40.80 3.11 7.3% 1.35 3.2% 55% False False 85,514
10 43.91 39.33 4.58 10.8% 1.34 3.2% 69% False False 70,205
20 43.91 39.33 4.58 10.8% 1.22 2.9% 69% False False 52,619
40 43.91 35.56 8.35 19.6% 1.43 3.4% 83% False False 41,674
60 43.91 30.34 13.57 31.9% 1.60 3.8% 90% False False 34,458
80 43.91 24.43 19.48 45.8% 1.78 4.2% 93% False False 32,312
100 43.91 24.43 19.48 45.8% 1.87 4.4% 93% False False 29,669
120 54.17 24.43 29.74 70.0% 2.01 4.7% 61% False False 28,133
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 0.29
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 47.24
2.618 45.56
1.618 44.53
1.000 43.89
0.618 43.50
HIGH 42.86
0.618 42.47
0.500 42.35
0.382 42.22
LOW 41.83
0.618 41.19
1.000 40.80
1.618 40.16
2.618 39.13
4.250 37.45
Fisher Pivots for day following 10-Aug-2020
Pivot 1 day 3 day
R1 42.45 42.48
PP 42.40 42.46
S1 42.35 42.45

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

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