NYMEX Light Sweet Crude Oil Future December 2020


Trading Metrics calculated at close of trading on 24-Aug-2020
Day Change Summary
Previous Current
21-Aug-2020 24-Aug-2020 Change Change % Previous Week
Open 43.34 43.04 -0.30 -0.7% 43.24
High 43.50 43.42 -0.08 -0.2% 43.91
Low 42.06 42.83 0.77 1.8% 42.06
Close 42.93 43.27 0.34 0.8% 42.93
Range 1.44 0.59 -0.85 -59.0% 1.85
ATR 1.19 1.15 -0.04 -3.6% 0.00
Volume 95,117 73,749 -21,368 -22.5% 390,063
Daily Pivots for day following 24-Aug-2020
Classic Woodie Camarilla DeMark
R4 44.94 44.70 43.59
R3 44.35 44.11 43.43
R2 43.76 43.76 43.38
R1 43.52 43.52 43.32 43.64
PP 43.17 43.17 43.17 43.24
S1 42.93 42.93 43.22 43.05
S2 42.58 42.58 43.16
S3 41.99 42.34 43.11
S4 41.40 41.75 42.95
Weekly Pivots for week ending 21-Aug-2020
Classic Woodie Camarilla DeMark
R4 48.52 47.57 43.95
R3 46.67 45.72 43.44
R2 44.82 44.82 43.27
R1 43.87 43.87 43.10 43.42
PP 42.97 42.97 42.97 42.74
S1 42.02 42.02 42.76 41.57
S2 41.12 41.12 42.59
S3 39.27 40.17 42.42
S4 37.42 38.32 41.91
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 43.91 42.06 1.85 4.3% 0.94 2.2% 65% False False 77,669
10 43.91 42.06 1.85 4.3% 0.98 2.3% 65% False False 78,640
20 44.11 39.63 4.48 10.4% 1.14 2.6% 81% False False 80,638
40 44.11 38.27 5.84 13.5% 1.17 2.7% 86% False False 75,154
60 44.11 35.72 8.39 19.4% 1.42 3.3% 90% False False 75,739
80 44.11 27.57 16.54 38.2% 1.57 3.6% 95% False False 78,267
100 44.11 25.31 18.80 43.4% 1.77 4.1% 96% False False 84,411
120 48.33 25.31 23.02 53.2% 1.97 4.5% 78% False False 89,614
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.23
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 45.93
2.618 44.96
1.618 44.37
1.000 44.01
0.618 43.78
HIGH 43.42
0.618 43.19
0.500 43.13
0.382 43.06
LOW 42.83
0.618 42.47
1.000 42.24
1.618 41.88
2.618 41.29
4.250 40.32
Fisher Pivots for day following 24-Aug-2020
Pivot 1 day 3 day
R1 43.22 43.11
PP 43.17 42.96
S1 43.13 42.80

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

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