NYMEX Light Sweet Crude Oil Future January 2021


Trading Metrics calculated at close of trading on 25-Aug-2020
Day Change Summary
Previous Current
24-Aug-2020 25-Aug-2020 Change Change % Previous Week
Open 43.32 43.46 0.14 0.3% 43.40
High 43.71 44.44 0.73 1.7% 44.18
Low 43.14 43.46 0.32 0.7% 42.38
Close 43.60 44.24 0.64 1.5% 43.23
Range 0.57 0.98 0.41 71.9% 1.80
ATR 1.08 1.08 -0.01 -0.7% 0.00
Volume 23,822 37,253 13,431 56.4% 121,379
Daily Pivots for day following 25-Aug-2020
Classic Woodie Camarilla DeMark
R4 46.99 46.59 44.78
R3 46.01 45.61 44.51
R2 45.03 45.03 44.42
R1 44.63 44.63 44.33 44.83
PP 44.05 44.05 44.05 44.15
S1 43.65 43.65 44.15 43.85
S2 43.07 43.07 44.06
S3 42.09 42.67 43.97
S4 41.11 41.69 43.70
Weekly Pivots for week ending 21-Aug-2020
Classic Woodie Camarilla DeMark
R4 48.66 47.75 44.22
R3 46.86 45.95 43.73
R2 45.06 45.06 43.56
R1 44.15 44.15 43.40 43.71
PP 43.26 43.26 43.26 43.04
S1 42.35 42.35 43.07 41.91
S2 41.46 41.46 42.90
S3 39.66 40.55 42.74
S4 37.86 38.75 42.24
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 44.44 42.38 2.06 4.7% 0.94 2.1% 90% True False 26,601
10 44.44 42.38 2.06 4.7% 0.90 2.0% 90% True False 26,352
20 44.44 39.94 4.50 10.2% 1.09 2.5% 96% True False 25,322
40 44.44 39.50 4.94 11.2% 1.08 2.4% 96% True False 20,173
60 44.44 35.94 8.50 19.2% 1.33 3.0% 98% True False 17,547
80 44.44 28.36 16.08 36.3% 1.44 3.2% 99% True False 15,804
100 44.44 26.22 18.22 41.2% 1.59 3.6% 99% True False 14,966
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 0.16
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 48.61
2.618 47.01
1.618 46.03
1.000 45.42
0.618 45.05
HIGH 44.44
0.618 44.07
0.500 43.95
0.382 43.83
LOW 43.46
0.618 42.85
1.000 42.48
1.618 41.87
2.618 40.89
4.250 39.30
Fisher Pivots for day following 25-Aug-2020
Pivot 1 day 3 day
R1 44.14 43.96
PP 44.05 43.69
S1 43.95 43.41

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

View Archives - Comment on this page... - Back to Index of Symbols