NYMEX Light Sweet Crude Oil Future November 2020


Trading Metrics calculated at close of trading on 14-Aug-2020
Day Change Summary
Previous Current
13-Aug-2020 14-Aug-2020 Change Change % Previous Week
Open 43.13 42.94 -0.19 -0.4% 42.01
High 43.40 43.16 -0.24 -0.6% 43.46
Low 42.69 42.30 -0.39 -0.9% 41.83
Close 42.84 42.67 -0.17 -0.4% 42.67
Range 0.71 0.86 0.15 21.1% 1.63
ATR 1.30 1.27 -0.03 -2.4% 0.00
Volume 88,124 65,448 -22,676 -25.7% 417,751
Daily Pivots for day following 14-Aug-2020
Classic Woodie Camarilla DeMark
R4 45.29 44.84 43.14
R3 44.43 43.98 42.91
R2 43.57 43.57 42.83
R1 43.12 43.12 42.75 42.92
PP 42.71 42.71 42.71 42.61
S1 42.26 42.26 42.59 42.06
S2 41.85 41.85 42.51
S3 40.99 41.40 42.43
S4 40.13 40.54 42.20
Weekly Pivots for week ending 14-Aug-2020
Classic Woodie Camarilla DeMark
R4 47.54 46.74 43.57
R3 45.91 45.11 43.12
R2 44.28 44.28 42.97
R1 43.48 43.48 42.82 43.88
PP 42.65 42.65 42.65 42.86
S1 41.85 41.85 42.52 42.25
S2 41.02 41.02 42.37
S3 39.39 40.22 42.22
S4 37.76 38.59 41.77
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 43.46 41.83 1.63 3.8% 1.06 2.5% 52% False False 83,550
10 43.91 40.25 3.66 8.6% 1.26 3.0% 66% False False 83,355
20 43.91 39.33 4.58 10.7% 1.24 2.9% 73% False False 65,129
40 43.91 37.82 6.09 14.3% 1.33 3.1% 80% False False 48,393
60 43.91 32.79 11.12 26.1% 1.55 3.6% 89% False False 38,834
80 43.91 25.99 17.92 42.0% 1.64 3.9% 93% False False 34,990
100 43.91 24.43 19.48 45.7% 1.78 4.2% 94% False False 32,546
120 50.44 24.43 26.01 61.0% 2.00 4.7% 70% False False 30,660
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 True
Bear Hook False
Bull Hook False
Stretch 0.33
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 46.82
2.618 45.41
1.618 44.55
1.000 44.02
0.618 43.69
HIGH 43.16
0.618 42.83
0.500 42.73
0.382 42.63
LOW 42.30
0.618 41.77
1.000 41.44
1.618 40.91
2.618 40.05
4.250 38.65
Fisher Pivots for day following 14-Aug-2020
Pivot 1 day 3 day
R1 42.73 42.80
PP 42.71 42.75
S1 42.69 42.71

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

View Archives - Comment on this page... - Back to Index of Symbols