NYMEX Light Sweet Crude Oil Future November 2020


Trading Metrics calculated at close of trading on 03-Sep-2020
Day Change Summary
Previous Current
02-Sep-2020 03-Sep-2020 Change Change % Previous Week
Open 43.35 41.96 -1.39 -3.2% 42.72
High 43.51 42.14 -1.37 -3.1% 44.05
Low 41.59 40.61 -0.98 -2.4% 42.51
Close 41.85 41.72 -0.13 -0.3% 43.29
Range 1.92 1.53 -0.39 -20.3% 1.54
ATR 1.15 1.17 0.03 2.4% 0.00
Volume 120,084 114,483 -5,601 -4.7% 470,472
Daily Pivots for day following 03-Sep-2020
Classic Woodie Camarilla DeMark
R4 46.08 45.43 42.56
R3 44.55 43.90 42.14
R2 43.02 43.02 42.00
R1 42.37 42.37 41.86 41.93
PP 41.49 41.49 41.49 41.27
S1 40.84 40.84 41.58 40.40
S2 39.96 39.96 41.44
S3 38.43 39.31 41.30
S4 36.90 37.78 40.88
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 43.89 40.61 3.28 7.9% 1.16 2.8% 34% False True 105,021
10 44.05 40.61 3.44 8.2% 1.10 2.6% 32% False True 97,790
20 44.05 40.61 3.44 8.2% 1.06 2.5% 32% False True 88,166
40 44.05 39.25 4.80 11.5% 1.16 2.8% 51% False False 68,234
60 44.05 35.54 8.51 20.4% 1.36 3.3% 73% False False 55,455
80 44.05 29.00 15.05 36.1% 1.48 3.5% 85% False False 46,557
100 44.05 24.43 19.62 47.0% 1.66 4.0% 88% False False 42,201
120 44.05 24.43 19.62 47.0% 1.79 4.3% 88% False False 38,586
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
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 0.20
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 48.64
2.618 46.15
1.618 44.62
1.000 43.67
0.618 43.09
HIGH 42.14
0.618 41.56
0.500 41.38
0.382 41.19
LOW 40.61
0.618 39.66
1.000 39.08
1.618 38.13
2.618 36.60
4.250 34.11
Fisher Pivots for day following 03-Sep-2020
Pivot 1 day 3 day
R1 41.61 42.16
PP 41.49 42.01
S1 41.38 41.87

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

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