NYMEX Light Sweet Crude Oil Future December 2020


Trading Metrics calculated at close of trading on 19-Aug-2020
Day Change Summary
Previous Current
18-Aug-2020 19-Aug-2020 Change Change % Previous Week
Open 43.66 43.43 -0.23 -0.5% 42.32
High 43.91 43.79 -0.12 -0.3% 43.72
Low 43.11 43.20 0.09 0.2% 42.11
Close 43.76 43.69 -0.07 -0.2% 43.00
Range 0.80 0.59 -0.21 -26.3% 1.61
ATR 1.20 1.15 -0.04 -3.6% 0.00
Volume 65,094 68,171 3,077 4.7% 379,403
Daily Pivots for day following 19-Aug-2020
Classic Woodie Camarilla DeMark
R4 45.33 45.10 44.01
R3 44.74 44.51 43.85
R2 44.15 44.15 43.80
R1 43.92 43.92 43.74 44.04
PP 43.56 43.56 43.56 43.62
S1 43.33 43.33 43.64 43.45
S2 42.97 42.97 43.58
S3 42.38 42.74 43.53
S4 41.79 42.15 43.37
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 42.65 1.26 2.9% 0.78 1.8% 83% False False 69,304
10 43.91 42.03 1.88 4.3% 0.95 2.2% 88% False False 74,904
20 44.11 39.63 4.48 10.3% 1.16 2.7% 91% False False 78,866
40 44.11 38.02 6.09 13.9% 1.24 2.8% 93% False False 74,443
60 44.11 33.53 10.58 24.2% 1.48 3.4% 96% False False 75,279
80 44.11 26.91 17.20 39.4% 1.61 3.7% 98% False False 79,163
100 44.11 25.31 18.80 43.0% 1.79 4.1% 98% False False 84,844
120 49.09 25.31 23.78 54.4% 1.99 4.6% 77% False False 89,370
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 True
3BNR True
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.28
Narrowest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 46.30
2.618 45.33
1.618 44.74
1.000 44.38
0.618 44.15
HIGH 43.79
0.618 43.56
0.500 43.50
0.382 43.43
LOW 43.20
0.618 42.84
1.000 42.61
1.618 42.25
2.618 41.66
4.250 40.69
Fisher Pivots for day following 19-Aug-2020
Pivot 1 day 3 day
R1 43.63 43.58
PP 43.56 43.47
S1 43.50 43.37

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

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