NYMEX Light Sweet Crude Oil Future November 2020


Trading Metrics calculated at close of trading on 01-Sep-2020
Day Change Summary
Previous Current
31-Aug-2020 01-Sep-2020 Change Change % Previous Week
Open 43.30 43.12 -0.18 -0.4% 42.72
High 43.89 43.70 -0.19 -0.4% 44.05
Low 42.84 43.04 0.20 0.5% 42.51
Close 42.90 43.08 0.18 0.4% 43.29
Range 1.05 0.66 -0.39 -37.1% 1.54
ATR 1.11 1.09 -0.02 -2.0% 0.00
Volume 77,846 110,251 32,405 41.6% 470,472
Daily Pivots for day following 01-Sep-2020
Classic Woodie Camarilla DeMark
R4 45.25 44.83 43.44
R3 44.59 44.17 43.26
R2 43.93 43.93 43.20
R1 43.51 43.51 43.14 43.39
PP 43.27 43.27 43.27 43.22
S1 42.85 42.85 43.02 42.73
S2 42.61 42.61 42.96
S3 41.95 42.19 42.90
S4 41.29 41.53 42.72
Weekly Pivots for week ending 28-Aug-2020
Classic Woodie Camarilla DeMark
R4 47.90 47.14 44.14
R3 46.36 45.60 43.71
R2 44.82 44.82 43.57
R1 44.06 44.06 43.43 44.44
PP 43.28 43.28 43.28 43.48
S1 42.52 42.52 43.15 42.90
S2 41.74 41.74 43.01
S3 40.20 40.98 42.87
S4 38.66 39.44 42.44
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 44.05 42.68 1.37 3.2% 0.85 2.0% 29% False False 93,038
10 44.05 41.74 2.31 5.4% 0.94 2.2% 58% False False 90,654
20 44.05 41.70 2.35 5.5% 1.03 2.4% 59% False False 86,270
40 44.05 39.25 4.80 11.1% 1.13 2.6% 80% False False 63,973
60 44.05 35.54 8.51 19.8% 1.37 3.2% 89% False False 52,204
80 44.05 29.00 15.05 34.9% 1.46 3.4% 94% False False 44,154
100 44.05 24.43 19.62 45.5% 1.66 3.9% 95% False False 40,257
120 44.05 24.43 19.62 45.5% 1.80 4.2% 95% False False 36,941
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.19
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 46.51
2.618 45.43
1.618 44.77
1.000 44.36
0.618 44.11
HIGH 43.70
0.618 43.45
0.500 43.37
0.382 43.29
LOW 43.04
0.618 42.63
1.000 42.38
1.618 41.97
2.618 41.31
4.250 40.24
Fisher Pivots for day following 01-Sep-2020
Pivot 1 day 3 day
R1 43.37 43.37
PP 43.27 43.27
S1 43.18 43.18

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

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