NYMEX Light Sweet Crude Oil Future December 2020


Trading Metrics calculated at close of trading on 05-Aug-2020
Day Change Summary
Previous Current
04-Aug-2020 05-Aug-2020 Change Change % Previous Week
Open 41.67 42.22 0.55 1.3% 41.82
High 42.78 44.11 1.33 3.1% 42.48
Low 41.12 42.15 1.03 2.5% 39.63
Close 42.46 43.04 0.58 1.4% 41.22
Range 1.66 1.96 0.30 18.1% 2.85
ATR 1.36 1.40 0.04 3.2% 0.00
Volume 94,078 171,968 77,890 82.8% 340,969
Daily Pivots for day following 05-Aug-2020
Classic Woodie Camarilla DeMark
R4 48.98 47.97 44.12
R3 47.02 46.01 43.58
R2 45.06 45.06 43.40
R1 44.05 44.05 43.22 44.56
PP 43.10 43.10 43.10 43.35
S1 42.09 42.09 42.86 42.60
S2 41.14 41.14 42.68
S3 39.18 40.13 42.50
S4 37.22 38.17 41.96
Weekly Pivots for week ending 31-Jul-2020
Classic Woodie Camarilla DeMark
R4 49.66 48.29 42.79
R3 46.81 45.44 42.00
R2 43.96 43.96 41.74
R1 42.59 42.59 41.48 41.85
PP 41.11 41.11 41.11 40.74
S1 39.74 39.74 40.96 39.00
S2 38.26 38.26 40.70
S3 35.41 36.89 40.44
S4 32.56 34.04 39.65
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 44.11 39.63 4.48 10.4% 1.70 3.9% 76% True False 99,229
10 44.11 39.63 4.48 10.4% 1.36 3.2% 76% True False 82,829
20 44.11 39.46 4.65 10.8% 1.25 2.9% 77% True False 74,008
40 44.11 35.72 8.39 19.5% 1.52 3.5% 87% True False 74,537
60 44.11 29.68 14.43 33.5% 1.61 3.7% 93% True False 75,717
80 44.11 25.31 18.80 43.7% 1.83 4.3% 94% True False 82,421
100 44.11 25.31 18.80 43.7% 1.99 4.6% 94% True False 87,036
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.31
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 52.44
2.618 49.24
1.618 47.28
1.000 46.07
0.618 45.32
HIGH 44.11
0.618 43.36
0.500 43.13
0.382 42.90
LOW 42.15
0.618 40.94
1.000 40.19
1.618 38.98
2.618 37.02
4.250 33.82
Fisher Pivots for day following 05-Aug-2020
Pivot 1 day 3 day
R1 43.13 42.81
PP 43.10 42.58
S1 43.07 42.36

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

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