NYMEX Light Sweet Crude Oil Future January 2021


Trading Metrics calculated at close of trading on 31-Aug-2020
Day Change Summary
Previous Current
28-Aug-2020 31-Aug-2020 Change Change % Previous Week
Open 43.77 43.99 0.22 0.5% 43.32
High 44.25 44.48 0.23 0.5% 44.60
Low 43.66 43.47 -0.19 -0.4% 43.14
Close 43.94 43.53 -0.41 -0.9% 43.94
Range 0.59 1.01 0.42 71.2% 1.46
ATR 1.01 1.01 0.00 0.0% 0.00
Volume 16,164 15,074 -1,090 -6.7% 125,684
Daily Pivots for day following 31-Aug-2020
Classic Woodie Camarilla DeMark
R4 46.86 46.20 44.09
R3 45.85 45.19 43.81
R2 44.84 44.84 43.72
R1 44.18 44.18 43.62 44.01
PP 43.83 43.83 43.83 43.74
S1 43.17 43.17 43.44 43.00
S2 42.82 42.82 43.34
S3 41.81 42.16 43.25
S4 40.80 41.15 42.97
Weekly Pivots for week ending 28-Aug-2020
Classic Woodie Camarilla DeMark
R4 48.27 47.57 44.74
R3 46.81 46.11 44.34
R2 45.35 45.35 44.21
R1 44.65 44.65 44.07 45.00
PP 43.89 43.89 43.89 44.07
S1 43.19 43.19 43.81 43.54
S2 42.43 42.43 43.67
S3 40.97 41.73 43.54
S4 39.51 40.27 43.14
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 44.60 43.34 1.26 2.9% 0.85 2.0% 15% False False 23,387
10 44.60 42.38 2.22 5.1% 0.87 2.0% 52% False False 23,307
20 44.60 41.42 3.18 7.3% 0.99 2.3% 66% False False 25,485
40 44.60 39.69 4.91 11.3% 1.04 2.4% 78% False False 20,297
60 44.60 35.94 8.66 19.9% 1.29 3.0% 88% False False 18,018
80 44.60 30.35 14.25 32.7% 1.36 3.1% 92% False False 16,258
100 44.60 26.22 18.38 42.2% 1.55 3.6% 94% False False 15,210
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.18
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 48.77
2.618 47.12
1.618 46.11
1.000 45.49
0.618 45.10
HIGH 44.48
0.618 44.09
0.500 43.98
0.382 43.86
LOW 43.47
0.618 42.85
1.000 42.46
1.618 41.84
2.618 40.83
4.250 39.18
Fisher Pivots for day following 31-Aug-2020
Pivot 1 day 3 day
R1 43.98 43.91
PP 43.83 43.78
S1 43.68 43.66

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

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