NYMEX Light Sweet Crude Oil Future January 2021


Trading Metrics calculated at close of trading on 07-Aug-2020
Day Change Summary
Previous Current
06-Aug-2020 07-Aug-2020 Change Change % Previous Week
Open 43.15 43.16 0.01 0.0% 41.42
High 43.72 43.35 -0.37 -0.8% 44.32
Low 42.85 42.34 -0.51 -1.2% 40.91
Close 43.18 42.48 -0.70 -1.6% 42.48
Range 0.87 1.01 0.14 16.1% 3.41
ATR 1.29 1.27 -0.02 -1.6% 0.00
Volume 24,766 20,562 -4,204 -17.0% 141,136
Daily Pivots for day following 07-Aug-2020
Classic Woodie Camarilla DeMark
R4 45.75 45.13 43.04
R3 44.74 44.12 42.76
R2 43.73 43.73 42.67
R1 43.11 43.11 42.57 42.92
PP 42.72 42.72 42.72 42.63
S1 42.10 42.10 42.39 41.91
S2 41.71 41.71 42.29
S3 40.70 41.09 42.20
S4 39.69 40.08 41.92
Weekly Pivots for week ending 07-Aug-2020
Classic Woodie Camarilla DeMark
R4 52.80 51.05 44.36
R3 49.39 47.64 43.42
R2 45.98 45.98 43.11
R1 44.23 44.23 42.79 45.11
PP 42.57 42.57 42.57 43.01
S1 40.82 40.82 42.17 41.70
S2 39.16 39.16 41.85
S3 35.75 37.41 41.54
S4 32.34 34.00 40.60
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 8.0% 1.38 3.2% 46% False False 28,227
10 44.32 39.94 4.38 10.3% 1.27 3.0% 58% False False 23,114
20 44.32 39.94 4.38 10.3% 1.13 2.7% 58% False False 18,250
40 44.32 35.94 8.38 19.7% 1.36 3.2% 78% False False 15,909
60 44.32 30.35 13.97 32.9% 1.48 3.5% 87% False False 14,534
80 44.32 26.22 18.10 42.6% 1.66 3.9% 90% False False 13,541
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.25
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 47.64
2.618 45.99
1.618 44.98
1.000 44.36
0.618 43.97
HIGH 43.35
0.618 42.96
0.500 42.85
0.382 42.73
LOW 42.34
0.618 41.72
1.000 41.33
1.618 40.71
2.618 39.70
4.250 38.05
Fisher Pivots for day following 07-Aug-2020
Pivot 1 day 3 day
R1 42.85 43.33
PP 42.72 43.05
S1 42.60 42.76

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

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