NYMEX Light Sweet Crude Oil Future December 2020


Trading Metrics calculated at close of trading on 01-Sep-2020
Day Change Summary
Previous Current
31-Aug-2020 01-Sep-2020 Change Change % Previous Week
Open 43.61 43.42 -0.19 -0.4% 43.04
High 44.19 43.98 -0.21 -0.5% 44.33
Low 43.15 43.37 0.22 0.5% 42.83
Close 43.21 43.41 0.20 0.5% 43.62
Range 1.04 0.61 -0.43 -41.3% 1.50
ATR 1.08 1.06 -0.02 -2.0% 0.00
Volume 59,380 86,654 27,274 45.9% 448,714
Daily Pivots for day following 01-Sep-2020
Classic Woodie Camarilla DeMark
R4 45.42 45.02 43.75
R3 44.81 44.41 43.58
R2 44.20 44.20 43.52
R1 43.80 43.80 43.47 43.70
PP 43.59 43.59 43.59 43.53
S1 43.19 43.19 43.35 43.09
S2 42.98 42.98 43.30
S3 42.37 42.58 43.24
S4 41.76 41.97 43.07
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 43.01 1.32 3.0% 0.82 1.9% 30% False False 80,388
10 44.33 42.06 2.27 5.2% 0.91 2.1% 59% False False 84,425
20 44.33 42.03 2.30 5.3% 1.00 2.3% 60% False False 84,854
40 44.33 39.46 4.87 11.2% 1.10 2.5% 81% False False 76,891
60 44.33 35.72 8.61 19.8% 1.34 3.1% 89% False False 76,243
80 44.33 29.68 14.65 33.7% 1.45 3.3% 94% False False 76,937
100 44.33 25.31 19.02 43.8% 1.67 3.8% 95% False False 82,114
120 44.33 25.31 19.02 43.8% 1.83 4.2% 95% False False 86,190
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.18
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 46.57
2.618 45.58
1.618 44.97
1.000 44.59
0.618 44.36
HIGH 43.98
0.618 43.75
0.500 43.68
0.382 43.60
LOW 43.37
0.618 42.99
1.000 42.76
1.618 42.38
2.618 41.77
4.250 40.78
Fisher Pivots for day following 01-Sep-2020
Pivot 1 day 3 day
R1 43.68 43.67
PP 43.59 43.58
S1 43.50 43.50

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

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