NYMEX Light Sweet Crude Oil Future November 2020


Trading Metrics calculated at close of trading on 19-Aug-2020
Day Change Summary
Previous Current
18-Aug-2020 19-Aug-2020 Change Change % Previous Week
Open 43.37 43.08 -0.29 -0.7% 42.01
High 43.60 43.48 -0.12 -0.3% 43.46
Low 42.76 42.87 0.11 0.3% 41.83
Close 43.44 43.39 -0.05 -0.1% 42.67
Range 0.84 0.61 -0.23 -27.4% 1.63
ATR 1.23 1.18 -0.04 -3.6% 0.00
Volume 60,421 74,882 14,461 23.9% 417,751
Daily Pivots for day following 19-Aug-2020
Classic Woodie Camarilla DeMark
R4 45.08 44.84 43.73
R3 44.47 44.23 43.56
R2 43.86 43.86 43.50
R1 43.62 43.62 43.45 43.74
PP 43.25 43.25 43.25 43.31
S1 43.01 43.01 43.33 43.13
S2 42.64 42.64 43.28
S3 42.03 42.40 43.22
S4 41.42 41.79 43.05
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 43.60 42.30 1.30 3.0% 0.82 1.9% 84% False False 70,740
10 43.60 41.70 1.90 4.4% 0.99 2.3% 89% False False 79,151
20 43.91 39.33 4.58 10.6% 1.19 2.8% 89% False False 69,833
40 43.91 37.82 6.09 14.0% 1.27 2.9% 91% False False 51,927
60 43.91 33.09 10.82 24.9% 1.50 3.5% 95% False False 41,334
80 43.91 25.99 17.92 41.3% 1.60 3.7% 97% False False 36,851
100 43.91 24.43 19.48 44.9% 1.77 4.1% 97% False False 34,057
120 48.99 24.43 24.56 56.6% 1.97 4.5% 77% False False 32,004
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 True
3BNR True
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.27
Narrowest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 46.07
2.618 45.08
1.618 44.47
1.000 44.09
0.618 43.86
HIGH 43.48
0.618 43.25
0.500 43.18
0.382 43.10
LOW 42.87
0.618 42.49
1.000 42.26
1.618 41.88
2.618 41.27
4.250 40.28
Fisher Pivots for day following 19-Aug-2020
Pivot 1 day 3 day
R1 43.32 43.27
PP 43.25 43.15
S1 43.18 43.04

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

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