NYMEX Light Sweet Crude Oil Future December 2020


Trading Metrics calculated at close of trading on 27-Aug-2020
Day Change Summary
Previous Current
26-Aug-2020 27-Aug-2020 Change Change % Previous Week
Open 43.98 44.09 0.11 0.3% 43.24
High 44.33 44.11 -0.22 -0.5% 43.91
Low 43.63 43.01 -0.62 -1.4% 42.06
Close 44.00 43.61 -0.39 -0.9% 42.93
Range 0.70 1.10 0.40 57.1% 1.85
ATR 1.12 1.12 0.00 -0.1% 0.00
Volume 85,712 90,352 4,640 5.4% 390,063
Daily Pivots for day following 27-Aug-2020
Classic Woodie Camarilla DeMark
R4 46.88 46.34 44.22
R3 45.78 45.24 43.91
R2 44.68 44.68 43.81
R1 44.14 44.14 43.71 43.86
PP 43.58 43.58 43.58 43.44
S1 43.04 43.04 43.51 42.76
S2 42.48 42.48 43.41
S3 41.38 41.94 43.31
S4 40.28 40.84 43.01
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 44.33 42.06 2.27 5.2% 1.00 2.3% 68% False False 92,797
10 44.33 42.06 2.27 5.2% 0.95 2.2% 68% False False 82,603
20 44.33 40.60 3.73 8.6% 1.09 2.5% 81% False False 84,970
40 44.33 39.46 4.87 11.2% 1.13 2.6% 85% False False 76,739
60 44.33 35.72 8.61 19.7% 1.40 3.2% 92% False False 76,414
80 44.33 29.63 14.70 33.7% 1.51 3.5% 95% False False 77,540
100 44.33 25.31 19.02 43.6% 1.70 3.9% 96% False False 83,125
120 44.33 25.31 19.02 43.6% 1.89 4.3% 96% False False 88,403
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.19
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 48.79
2.618 46.99
1.618 45.89
1.000 45.21
0.618 44.79
HIGH 44.11
0.618 43.69
0.500 43.56
0.382 43.43
LOW 43.01
0.618 42.33
1.000 41.91
1.618 41.23
2.618 40.13
4.250 38.34
Fisher Pivots for day following 27-Aug-2020
Pivot 1 day 3 day
R1 43.59 43.66
PP 43.58 43.64
S1 43.56 43.63

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

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