NYMEX Light Sweet Crude Oil Future December 2020


Trading Metrics calculated at close of trading on 17-Aug-2020
Day Change Summary
Previous Current
14-Aug-2020 17-Aug-2020 Change Change % Previous Week
Open 43.27 43.24 -0.03 -0.1% 42.32
High 43.46 43.86 0.40 0.9% 43.72
Low 42.65 42.82 0.17 0.4% 42.11
Close 43.00 43.78 0.78 1.8% 43.00
Range 0.81 1.04 0.23 28.4% 1.61
ATR 1.24 1.23 -0.01 -1.2% 0.00
Volume 67,098 75,464 8,366 12.5% 379,403
Daily Pivots for day following 17-Aug-2020
Classic Woodie Camarilla DeMark
R4 46.61 46.23 44.35
R3 45.57 45.19 44.07
R2 44.53 44.53 43.97
R1 44.15 44.15 43.88 44.34
PP 43.49 43.49 43.49 43.58
S1 43.11 43.11 43.68 43.30
S2 42.45 42.45 43.59
S3 41.41 42.07 43.49
S4 40.37 41.03 43.21
Weekly Pivots for week ending 14-Aug-2020
Classic Woodie Camarilla DeMark
R4 47.77 47.00 43.89
R3 46.16 45.39 43.44
R2 44.55 44.55 43.30
R1 43.78 43.78 43.15 44.17
PP 42.94 42.94 42.94 43.14
S1 42.17 42.17 42.85 42.56
S2 41.33 41.33 42.70
S3 39.72 40.56 42.56
S4 38.11 38.95 42.11
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 43.86 42.38 1.48 3.4% 1.03 2.3% 95% True False 79,611
10 44.11 41.12 2.99 6.8% 1.18 2.7% 89% False False 88,182
20 44.11 39.63 4.48 10.2% 1.21 2.8% 93% False False 79,487
40 44.11 38.02 6.09 13.9% 1.29 2.9% 95% False False 73,838
60 44.11 33.12 10.99 25.1% 1.54 3.5% 97% False False 75,377
80 44.11 26.91 17.20 39.3% 1.64 3.7% 98% False False 79,629
100 44.11 25.31 18.80 42.9% 1.80 4.1% 98% False False 85,170
120 49.09 25.31 23.78 54.3% 2.02 4.6% 78% False False 90,064
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.29
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 48.28
2.618 46.58
1.618 45.54
1.000 44.90
0.618 44.50
HIGH 43.86
0.618 43.46
0.500 43.34
0.382 43.22
LOW 42.82
0.618 42.18
1.000 41.78
1.618 41.14
2.618 40.10
4.250 38.40
Fisher Pivots for day following 17-Aug-2020
Pivot 1 day 3 day
R1 43.63 43.61
PP 43.49 43.43
S1 43.34 43.26

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

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