NYMEX Light Sweet Crude Oil Future December 2020


Trading Metrics calculated at close of trading on 13-Aug-2020
Day Change Summary
Previous Current
12-Aug-2020 13-Aug-2020 Change Change % Previous Week
Open 42.52 43.40 0.88 2.1% 41.27
High 43.72 43.68 -0.04 -0.1% 44.11
Low 42.44 43.00 0.56 1.3% 40.60
Close 43.52 43.15 -0.37 -0.9% 42.19
Range 1.28 0.68 -0.60 -46.9% 3.51
ATR 1.32 1.27 -0.05 -3.5% 0.00
Volume 106,074 70,696 -35,378 -33.4% 498,724
Daily Pivots for day following 13-Aug-2020
Classic Woodie Camarilla DeMark
R4 45.32 44.91 43.52
R3 44.64 44.23 43.34
R2 43.96 43.96 43.27
R1 43.55 43.55 43.21 43.42
PP 43.28 43.28 43.28 43.21
S1 42.87 42.87 43.09 42.74
S2 42.60 42.60 43.03
S3 41.92 42.19 42.96
S4 41.24 41.51 42.78
Weekly Pivots for week ending 07-Aug-2020
Classic Woodie Camarilla DeMark
R4 52.83 51.02 44.12
R3 49.32 47.51 43.16
R2 45.81 45.81 42.83
R1 44.00 44.00 42.51 44.91
PP 42.30 42.30 42.30 42.75
S1 40.49 40.49 41.87 41.40
S2 38.79 38.79 41.55
S3 35.28 36.98 41.22
S4 31.77 33.47 40.26
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 43.72 42.03 1.69 3.9% 1.08 2.5% 66% False False 76,638
10 44.11 40.60 3.51 8.1% 1.23 2.9% 73% False False 87,338
20 44.11 39.63 4.48 10.4% 1.20 2.8% 79% False False 76,930
40 44.11 38.02 6.09 14.1% 1.33 3.1% 84% False False 74,394
60 44.11 33.12 10.99 25.5% 1.55 3.6% 91% False False 75,604
80 44.11 25.31 18.80 43.6% 1.70 3.9% 95% False False 80,909
100 44.11 25.31 18.80 43.6% 1.82 4.2% 95% False False 85,171
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.31
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 46.57
2.618 45.46
1.618 44.78
1.000 44.36
0.618 44.10
HIGH 43.68
0.618 43.42
0.500 43.34
0.382 43.26
LOW 43.00
0.618 42.58
1.000 42.32
1.618 41.90
2.618 41.22
4.250 40.11
Fisher Pivots for day following 13-Aug-2020
Pivot 1 day 3 day
R1 43.34 43.12
PP 43.28 43.08
S1 43.21 43.05

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

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