NYMEX Light Sweet Crude Oil Future December 2020


Trading Metrics calculated at close of trading on 18-Aug-2020
Day Change Summary
Previous Current
17-Aug-2020 18-Aug-2020 Change Change % Previous Week
Open 43.24 43.66 0.42 1.0% 42.32
High 43.86 43.91 0.05 0.1% 43.72
Low 42.82 43.11 0.29 0.7% 42.11
Close 43.78 43.76 -0.02 0.0% 43.00
Range 1.04 0.80 -0.24 -23.1% 1.61
ATR 1.23 1.20 -0.03 -2.5% 0.00
Volume 75,464 65,094 -10,370 -13.7% 379,403
Daily Pivots for day following 18-Aug-2020
Classic Woodie Camarilla DeMark
R4 45.99 45.68 44.20
R3 45.19 44.88 43.98
R2 44.39 44.39 43.91
R1 44.08 44.08 43.83 44.24
PP 43.59 43.59 43.59 43.67
S1 43.28 43.28 43.69 43.44
S2 42.79 42.79 43.61
S3 41.99 42.48 43.54
S4 41.19 41.68 43.32
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 43.91 42.44 1.47 3.4% 0.92 2.1% 90% True False 76,885
10 44.11 42.03 2.08 4.8% 1.09 2.5% 83% False False 85,284
20 44.11 39.63 4.48 10.2% 1.17 2.7% 92% False False 77,912
40 44.11 38.02 6.09 13.9% 1.27 2.9% 94% False False 74,214
60 44.11 33.53 10.58 24.2% 1.51 3.4% 97% False False 75,322
80 44.11 26.91 17.20 39.3% 1.62 3.7% 98% False False 79,555
100 44.11 25.31 18.80 43.0% 1.80 4.1% 98% False False 85,051
120 49.09 25.31 23.78 54.3% 2.01 4.6% 78% False False 89,718
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.26
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 47.31
2.618 46.00
1.618 45.20
1.000 44.71
0.618 44.40
HIGH 43.91
0.618 43.60
0.500 43.51
0.382 43.42
LOW 43.11
0.618 42.62
1.000 42.31
1.618 41.82
2.618 41.02
4.250 39.71
Fisher Pivots for day following 18-Aug-2020
Pivot 1 day 3 day
R1 43.68 43.60
PP 43.59 43.44
S1 43.51 43.28

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

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