NYMEX Light Sweet Crude Oil Future December 2020


Trading Metrics calculated at close of trading on 08-Sep-2020
Day Change Summary
Previous Current
04-Sep-2020 08-Sep-2020 Change Change % Previous Week
Open 41.98 40.33 -1.65 -3.9% 43.61
High 42.56 40.40 -2.16 -5.1% 44.19
Low 40.20 37.12 -3.08 -7.7% 40.20
Close 40.59 37.71 -2.88 -7.1% 40.59
Range 2.36 3.28 0.92 39.0% 3.99
ATR 1.23 1.39 0.16 13.0% 0.00
Volume 116,897 243,488 126,591 108.3% 514,974
Daily Pivots for day following 08-Sep-2020
Classic Woodie Camarilla DeMark
R4 48.25 46.26 39.51
R3 44.97 42.98 38.61
R2 41.69 41.69 38.31
R1 39.70 39.70 38.01 39.06
PP 38.41 38.41 38.41 38.09
S1 36.42 36.42 37.41 35.78
S2 35.13 35.13 37.11
S3 31.85 33.14 36.81
S4 28.57 29.86 35.91
Weekly Pivots for week ending 04-Sep-2020
Classic Woodie Camarilla DeMark
R4 53.63 51.10 42.78
R3 49.64 47.11 41.69
R2 45.65 45.65 41.32
R1 43.12 43.12 40.96 42.39
PP 41.66 41.66 41.66 41.30
S1 39.13 39.13 40.22 38.40
S2 37.67 37.67 39.86
S3 33.68 35.14 39.49
S4 29.69 31.15 38.40
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 43.98 37.12 6.86 18.2% 1.92 5.1% 9% False True 139,816
10 44.33 37.12 7.21 19.1% 1.43 3.8% 8% False True 113,342
20 44.33 37.12 7.21 19.1% 1.20 3.2% 8% False True 95,991
40 44.33 37.12 7.21 19.1% 1.19 3.2% 8% False True 84,807
60 44.33 35.81 8.52 22.6% 1.34 3.6% 22% False False 81,023
80 44.33 30.79 13.54 35.9% 1.49 4.0% 51% False False 80,505
100 44.33 25.31 19.02 50.4% 1.67 4.4% 65% False False 85,307
120 44.33 25.31 19.02 50.4% 1.79 4.7% 65% False False 87,240
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 0.22
Widest range in 96 trading days
Fibonacci Retracements and Extensions
4.250 54.34
2.618 48.99
1.618 45.71
1.000 43.68
0.618 42.43
HIGH 40.40
0.618 39.15
0.500 38.76
0.382 38.37
LOW 37.12
0.618 35.09
1.000 33.84
1.618 31.81
2.618 28.53
4.250 23.18
Fisher Pivots for day following 08-Sep-2020
Pivot 1 day 3 day
R1 38.76 39.84
PP 38.41 39.13
S1 38.06 38.42

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.