NYMEX Light Sweet Crude Oil Future January 2021


Trading Metrics calculated at close of trading on 06-Aug-2020
Day Change Summary
Previous Current
05-Aug-2020 06-Aug-2020 Change Change % Previous Week
Open 42.45 43.15 0.70 1.6% 41.98
High 44.32 43.72 -0.60 -1.4% 42.62
Low 42.39 42.85 0.46 1.1% 39.94
Close 43.31 43.18 -0.13 -0.3% 41.49
Range 1.93 0.87 -1.06 -54.9% 2.68
ATR 1.33 1.29 -0.03 -2.5% 0.00
Volume 37,404 24,766 -12,638 -33.8% 90,011
Daily Pivots for day following 06-Aug-2020
Classic Woodie Camarilla DeMark
R4 45.86 45.39 43.66
R3 44.99 44.52 43.42
R2 44.12 44.12 43.34
R1 43.65 43.65 43.26 43.89
PP 43.25 43.25 43.25 43.37
S1 42.78 42.78 43.10 43.02
S2 42.38 42.38 43.02
S3 41.51 41.91 42.94
S4 40.64 41.04 42.70
Weekly Pivots for week ending 31-Jul-2020
Classic Woodie Camarilla DeMark
R4 49.39 48.12 42.96
R3 46.71 45.44 42.23
R2 44.03 44.03 41.98
R1 42.76 42.76 41.74 42.06
PP 41.35 41.35 41.35 41.00
S1 40.08 40.08 41.24 39.38
S2 38.67 38.67 41.00
S3 35.99 37.40 40.75
S4 33.31 34.72 40.02
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 44.32 40.91 3.41 7.9% 1.33 3.1% 67% False False 27,139
10 44.32 39.94 4.38 10.1% 1.25 2.9% 74% False False 23,347
20 44.32 39.69 4.63 10.7% 1.17 2.7% 75% False False 17,961
40 44.32 35.94 8.38 19.4% 1.41 3.3% 86% False False 15,759
60 44.32 30.35 13.97 32.4% 1.48 3.4% 92% False False 14,390
80 44.32 26.22 18.10 41.9% 1.68 3.9% 94% False False 13,368
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 0.25
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 47.42
2.618 46.00
1.618 45.13
1.000 44.59
0.618 44.26
HIGH 43.72
0.618 43.39
0.500 43.29
0.382 43.18
LOW 42.85
0.618 42.31
1.000 41.98
1.618 41.44
2.618 40.57
4.250 39.15
Fisher Pivots for day following 06-Aug-2020
Pivot 1 day 3 day
R1 43.29 43.08
PP 43.25 42.97
S1 43.22 42.87

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

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