NYMEX Light Sweet Crude Oil Future November 2020


Trading Metrics calculated at close of trading on 04-Sep-2020
Day Change Summary
Previous Current
03-Sep-2020 04-Sep-2020 Change Change % Previous Week
Open 41.96 41.60 -0.36 -0.9% 43.30
High 42.14 42.19 0.05 0.1% 43.89
Low 40.61 39.75 -0.86 -2.1% 39.75
Close 41.72 40.15 -1.57 -3.8% 40.15
Range 1.53 2.44 0.91 59.5% 4.14
ATR 1.17 1.26 0.09 7.7% 0.00
Volume 114,483 115,667 1,184 1.0% 538,331
Daily Pivots for day following 04-Sep-2020
Classic Woodie Camarilla DeMark
R4 48.02 46.52 41.49
R3 45.58 44.08 40.82
R2 43.14 43.14 40.60
R1 41.64 41.64 40.37 41.17
PP 40.70 40.70 40.70 40.46
S1 39.20 39.20 39.93 38.73
S2 38.26 38.26 39.70
S3 35.82 36.76 39.48
S4 33.38 34.32 38.81
Weekly Pivots for week ending 04-Sep-2020
Classic Woodie Camarilla DeMark
R4 53.68 51.06 42.43
R3 49.54 46.92 41.29
R2 45.40 45.40 40.91
R1 42.78 42.78 40.53 42.02
PP 41.26 41.26 41.26 40.89
S1 38.64 38.64 39.77 37.88
S2 37.12 37.12 39.39
S3 32.98 34.50 39.01
S4 28.84 30.36 37.87
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 43.89 39.75 4.14 10.3% 1.52 3.8% 10% False True 107,666
10 44.05 39.75 4.30 10.7% 1.20 3.0% 9% False True 100,880
20 44.05 39.75 4.30 10.7% 1.13 2.8% 9% False True 89,989
40 44.05 39.33 4.72 11.8% 1.17 2.9% 17% False False 70,310
60 44.05 35.54 8.51 21.2% 1.35 3.4% 54% False False 56,941
80 44.05 29.03 15.02 37.4% 1.49 3.7% 74% False False 47,703
100 44.05 24.43 19.62 48.9% 1.66 4.1% 80% False False 43,206
120 44.05 24.43 19.62 48.9% 1.78 4.4% 80% False False 39,442
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.23
Widest range in 26 trading days
Fibonacci Retracements and Extensions
4.250 52.56
2.618 48.58
1.618 46.14
1.000 44.63
0.618 43.70
HIGH 42.19
0.618 41.26
0.500 40.97
0.382 40.68
LOW 39.75
0.618 38.24
1.000 37.31
1.618 35.80
2.618 33.36
4.250 29.38
Fisher Pivots for day following 04-Sep-2020
Pivot 1 day 3 day
R1 40.97 41.63
PP 40.70 41.14
S1 40.42 40.64

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

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