NYMEX Light Sweet Crude Oil Future November 2020


Trading Metrics calculated at close of trading on 08-Sep-2020
Day Change Summary
Previous Current
04-Sep-2020 08-Sep-2020 Change Change % Previous Week
Open 41.60 39.86 -1.74 -4.2% 43.30
High 42.19 39.96 -2.23 -5.3% 43.89
Low 39.75 36.58 -3.17 -8.0% 39.75
Close 40.15 37.19 -2.96 -7.4% 40.15
Range 2.44 3.38 0.94 38.5% 4.14
ATR 1.26 1.43 0.16 13.0% 0.00
Volume 115,667 269,132 153,465 132.7% 538,331
Daily Pivots for day following 08-Sep-2020
Classic Woodie Camarilla DeMark
R4 48.05 46.00 39.05
R3 44.67 42.62 38.12
R2 41.29 41.29 37.81
R1 39.24 39.24 37.50 38.58
PP 37.91 37.91 37.91 37.58
S1 35.86 35.86 36.88 35.20
S2 34.53 34.53 36.57
S3 31.15 32.48 36.26
S4 27.77 29.10 35.33
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 43.70 36.58 7.12 19.1% 1.99 5.3% 9% False True 145,923
10 44.05 36.58 7.47 20.1% 1.47 4.0% 8% False True 119,296
20 44.05 36.58 7.47 20.1% 1.25 3.3% 8% False True 99,772
40 44.05 36.58 7.47 20.1% 1.23 3.3% 8% False True 76,195
60 44.05 35.56 8.49 22.8% 1.37 3.7% 19% False False 61,040
80 44.05 30.34 13.71 36.9% 1.51 4.1% 50% False False 50,787
100 44.05 24.43 19.62 52.8% 1.67 4.5% 65% False False 45,804
120 44.05 24.43 19.62 52.8% 1.77 4.8% 65% False False 41,353
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.22
Widest range in 96 trading days
Fibonacci Retracements and Extensions
4.250 54.33
2.618 48.81
1.618 45.43
1.000 43.34
0.618 42.05
HIGH 39.96
0.618 38.67
0.500 38.27
0.382 37.87
LOW 36.58
0.618 34.49
1.000 33.20
1.618 31.11
2.618 27.73
4.250 22.22
Fisher Pivots for day following 08-Sep-2020
Pivot 1 day 3 day
R1 38.27 39.39
PP 37.91 38.65
S1 37.55 37.92

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

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