NYMEX Light Sweet Crude Oil Future December 2020


Trading Metrics calculated at close of trading on 02-Sep-2020
Day Change Summary
Previous Current
01-Sep-2020 02-Sep-2020 Change Change % Previous Week
Open 43.42 43.66 0.24 0.6% 43.04
High 43.98 43.84 -0.14 -0.3% 44.33
Low 43.37 41.97 -1.40 -3.2% 42.83
Close 43.41 42.22 -1.19 -2.7% 43.62
Range 0.61 1.87 1.26 206.6% 1.50
ATR 1.06 1.11 0.06 5.5% 0.00
Volume 86,654 129,747 43,093 49.7% 448,714
Daily Pivots for day following 02-Sep-2020
Classic Woodie Camarilla DeMark
R4 48.29 47.12 43.25
R3 46.42 45.25 42.73
R2 44.55 44.55 42.56
R1 43.38 43.38 42.39 43.03
PP 42.68 42.68 42.68 42.50
S1 41.51 41.51 42.05 41.16
S2 40.81 40.81 41.88
S3 38.94 39.64 41.71
S4 37.07 37.77 41.19
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 44.19 41.97 2.22 5.3% 1.05 2.5% 11% False True 89,195
10 44.33 41.97 2.36 5.6% 1.04 2.5% 11% False True 90,582
20 44.33 41.97 2.36 5.6% 1.00 2.4% 11% False True 82,743
40 44.33 39.46 4.87 11.5% 1.13 2.7% 57% False False 78,376
60 44.33 35.72 8.61 20.4% 1.34 3.2% 75% False False 77,273
80 44.33 29.68 14.65 34.7% 1.45 3.4% 86% False False 77,473
100 44.33 25.31 19.02 45.0% 1.66 3.9% 89% False False 82,486
120 44.33 25.31 19.02 45.0% 1.82 4.3% 89% False False 86,321
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.17
Widest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 51.79
2.618 48.74
1.618 46.87
1.000 45.71
0.618 45.00
HIGH 43.84
0.618 43.13
0.500 42.91
0.382 42.68
LOW 41.97
0.618 40.81
1.000 40.10
1.618 38.94
2.618 37.07
4.250 34.02
Fisher Pivots for day following 02-Sep-2020
Pivot 1 day 3 day
R1 42.91 43.08
PP 42.68 42.79
S1 42.45 42.51

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

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