NYMEX Light Sweet Crude Oil Future December 2020


Trading Metrics calculated at close of trading on 03-Sep-2020
Day Change Summary
Previous Current
02-Sep-2020 03-Sep-2020 Change Change % Previous Week
Open 43.66 42.28 -1.38 -3.2% 43.04
High 43.84 42.51 -1.33 -3.0% 44.33
Low 41.97 41.03 -0.94 -2.2% 42.83
Close 42.22 42.11 -0.11 -0.3% 43.62
Range 1.87 1.48 -0.39 -20.9% 1.50
ATR 1.11 1.14 0.03 2.3% 0.00
Volume 129,747 122,296 -7,451 -5.7% 448,714
Daily Pivots for day following 03-Sep-2020
Classic Woodie Camarilla DeMark
R4 46.32 45.70 42.92
R3 44.84 44.22 42.52
R2 43.36 43.36 42.38
R1 42.74 42.74 42.25 42.31
PP 41.88 41.88 41.88 41.67
S1 41.26 41.26 41.97 40.83
S2 40.40 40.40 41.84
S3 38.92 39.78 41.70
S4 37.44 38.30 41.30
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 41.03 3.16 7.5% 1.13 2.7% 34% False True 95,583
10 44.33 41.03 3.30 7.8% 1.06 2.5% 33% False True 94,190
20 44.33 41.03 3.30 7.8% 1.03 2.4% 33% False True 84,357
40 44.33 39.46 4.87 11.6% 1.13 2.7% 54% False False 79,668
60 44.33 35.72 8.61 20.4% 1.34 3.2% 74% False False 78,214
80 44.33 29.68 14.65 34.8% 1.46 3.5% 85% False False 78,045
100 44.33 25.31 19.02 45.2% 1.66 4.0% 88% False False 82,885
120 44.33 25.31 19.02 45.2% 1.80 4.3% 88% False False 86,427
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 48.80
2.618 46.38
1.618 44.90
1.000 43.99
0.618 43.42
HIGH 42.51
0.618 41.94
0.500 41.77
0.382 41.60
LOW 41.03
0.618 40.12
1.000 39.55
1.618 38.64
2.618 37.16
4.250 34.74
Fisher Pivots for day following 03-Sep-2020
Pivot 1 day 3 day
R1 42.00 42.51
PP 41.88 42.37
S1 41.77 42.24

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.