NYMEX Light Sweet Crude Oil Future December 2020


Trading Metrics calculated at close of trading on 28-Aug-2020
Day Change Summary
Previous Current
27-Aug-2020 28-Aug-2020 Change Change % Previous Week
Open 44.09 43.54 -0.55 -1.2% 43.04
High 44.11 43.97 -0.14 -0.3% 44.33
Low 43.01 43.33 0.32 0.7% 42.83
Close 43.61 43.62 0.01 0.0% 43.62
Range 1.10 0.64 -0.46 -41.8% 1.50
ATR 1.12 1.08 -0.03 -3.0% 0.00
Volume 90,352 79,842 -10,510 -11.6% 448,714
Daily Pivots for day following 28-Aug-2020
Classic Woodie Camarilla DeMark
R4 45.56 45.23 43.97
R3 44.92 44.59 43.80
R2 44.28 44.28 43.74
R1 43.95 43.95 43.68 44.12
PP 43.64 43.64 43.64 43.72
S1 43.31 43.31 43.56 43.48
S2 43.00 43.00 43.50
S3 42.36 42.67 43.44
S4 41.72 42.03 43.27
Weekly Pivots for week ending 28-Aug-2020
Classic Woodie Camarilla DeMark
R4 48.09 47.36 44.45
R3 46.59 45.86 44.03
R2 45.09 45.09 43.90
R1 44.36 44.36 43.76 44.73
PP 43.59 43.59 43.59 43.78
S1 42.86 42.86 43.48 43.23
S2 42.09 42.09 43.35
S3 40.59 41.36 43.21
S4 39.09 39.86 42.80
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 44.33 42.83 1.50 3.4% 0.84 1.9% 53% False False 89,742
10 44.33 42.06 2.27 5.2% 0.93 2.1% 69% False False 83,877
20 44.33 40.60 3.73 8.6% 1.08 2.5% 81% False False 85,845
40 44.33 39.46 4.87 11.2% 1.11 2.5% 85% False False 76,795
60 44.33 35.72 8.61 19.7% 1.39 3.2% 92% False False 76,817
80 44.33 29.63 14.70 33.7% 1.49 3.4% 95% False False 77,294
100 44.33 25.31 19.02 43.6% 1.69 3.9% 96% False False 83,038
120 44.33 25.31 19.02 43.6% 1.86 4.3% 96% False False 87,960
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.19
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 46.69
2.618 45.65
1.618 45.01
1.000 44.61
0.618 44.37
HIGH 43.97
0.618 43.73
0.500 43.65
0.382 43.57
LOW 43.33
0.618 42.93
1.000 42.69
1.618 42.29
2.618 41.65
4.250 40.61
Fisher Pivots for day following 28-Aug-2020
Pivot 1 day 3 day
R1 43.65 43.67
PP 43.64 43.65
S1 43.63 43.64

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

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