NYMEX Light Sweet Crude Oil Future November 2020


Trading Metrics calculated at close of trading on 13-Aug-2020
Day Change Summary
Previous Current
12-Aug-2020 13-Aug-2020 Change Change % Previous Week
Open 42.24 43.13 0.89 2.1% 41.00
High 43.46 43.40 -0.06 -0.1% 43.91
Low 42.13 42.69 0.56 1.3% 40.25
Close 43.25 42.84 -0.41 -0.9% 41.86
Range 1.33 0.71 -0.62 -46.6% 3.66
ATR 1.35 1.30 -0.05 -3.4% 0.00
Volume 101,785 88,124 -13,661 -13.4% 415,807
Daily Pivots for day following 13-Aug-2020
Classic Woodie Camarilla DeMark
R4 45.11 44.68 43.23
R3 44.40 43.97 43.04
R2 43.69 43.69 42.97
R1 43.26 43.26 42.91 43.12
PP 42.98 42.98 42.98 42.91
S1 42.55 42.55 42.77 42.41
S2 42.27 42.27 42.71
S3 41.56 41.84 42.64
S4 40.85 41.13 42.45
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 43.46 41.70 1.76 4.1% 1.10 2.6% 65% False False 86,305
10 43.91 40.25 3.66 8.5% 1.26 3.0% 71% False False 81,453
20 43.91 39.33 4.58 10.7% 1.23 2.9% 77% False False 62,660
40 43.91 37.82 6.09 14.2% 1.35 3.2% 82% False False 47,219
60 43.91 32.79 11.12 26.0% 1.57 3.7% 90% False False 38,016
80 43.91 24.43 19.48 45.5% 1.69 4.0% 95% False False 34,507
100 43.91 24.43 19.48 45.5% 1.79 4.2% 95% False False 31,979
120 51.98 24.43 27.55 64.3% 2.01 4.7% 67% False False 30,182
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.33
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 46.42
2.618 45.26
1.618 44.55
1.000 44.11
0.618 43.84
HIGH 43.40
0.618 43.13
0.500 43.05
0.382 42.96
LOW 42.69
0.618 42.25
1.000 41.98
1.618 41.54
2.618 40.83
4.250 39.67
Fisher Pivots for day following 13-Aug-2020
Pivot 1 day 3 day
R1 43.05 42.82
PP 42.98 42.79
S1 42.91 42.77

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

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