NYMEX Light Sweet Crude Oil Future November 2020


Trading Metrics calculated at close of trading on 11-Aug-2020
Day Change Summary
Previous Current
10-Aug-2020 11-Aug-2020 Change Change % Previous Week
Open 42.01 42.54 0.53 1.3% 41.00
High 42.86 43.44 0.58 1.4% 43.91
Low 41.83 42.08 0.25 0.6% 40.25
Close 42.50 42.20 -0.30 -0.7% 41.86
Range 1.03 1.36 0.33 32.0% 3.66
ATR 1.35 1.35 0.00 0.1% 0.00
Volume 73,466 88,928 15,462 21.0% 415,807
Daily Pivots for day following 11-Aug-2020
Classic Woodie Camarilla DeMark
R4 46.65 45.79 42.95
R3 45.29 44.43 42.57
R2 43.93 43.93 42.45
R1 43.07 43.07 42.32 42.82
PP 42.57 42.57 42.57 42.45
S1 41.71 41.71 42.08 41.46
S2 41.21 41.21 41.95
S3 39.85 40.35 41.83
S4 38.49 38.99 41.45
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 41.70 2.21 5.2% 1.28 3.0% 23% False False 87,650
10 43.91 39.33 4.58 10.9% 1.38 3.3% 63% False False 75,091
20 43.91 39.33 4.58 10.9% 1.21 2.9% 63% False False 55,822
40 43.91 37.56 6.35 15.0% 1.39 3.3% 73% False False 43,470
60 43.91 31.75 12.16 28.8% 1.60 3.8% 86% False False 35,540
80 43.91 24.43 19.48 46.2% 1.79 4.2% 91% False False 33,268
100 43.91 24.43 19.48 46.2% 1.84 4.4% 91% False False 30,341
120 53.26 24.43 28.83 68.3% 2.01 4.8% 62% False False 28,825
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 0.31
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 49.22
2.618 47.00
1.618 45.64
1.000 44.80
0.618 44.28
HIGH 43.44
0.618 42.92
0.500 42.76
0.382 42.60
LOW 42.08
0.618 41.24
1.000 40.72
1.618 39.88
2.618 38.52
4.250 36.30
Fisher Pivots for day following 11-Aug-2020
Pivot 1 day 3 day
R1 42.76 42.57
PP 42.57 42.45
S1 42.39 42.32

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

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