NYMEX Light Sweet Crude Oil Future January 2021


Trading Metrics calculated at close of trading on 03-Sep-2020
Day Change Summary
Previous Current
02-Sep-2020 03-Sep-2020 Change Change % Previous Week
Open 44.01 42.66 -1.35 -3.1% 43.32
High 44.15 42.89 -1.26 -2.9% 44.60
Low 42.36 41.48 -0.88 -2.1% 43.14
Close 42.60 42.50 -0.10 -0.2% 43.94
Range 1.79 1.41 -0.38 -21.2% 1.46
ATR 1.05 1.08 0.03 2.4% 0.00
Volume 33,197 30,267 -2,930 -8.8% 125,684
Daily Pivots for day following 03-Sep-2020
Classic Woodie Camarilla DeMark
R4 46.52 45.92 43.28
R3 45.11 44.51 42.89
R2 43.70 43.70 42.76
R1 43.10 43.10 42.63 42.70
PP 42.29 42.29 42.29 42.09
S1 41.69 41.69 42.37 41.29
S2 40.88 40.88 42.24
S3 39.47 40.28 42.11
S4 38.06 38.87 41.72
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 44.48 41.48 3.00 7.1% 1.08 2.5% 34% False True 23,475
10 44.60 41.48 3.12 7.3% 1.00 2.4% 33% False True 25,618
20 44.60 41.48 3.12 7.3% 0.96 2.3% 33% False True 24,901
40 44.60 39.69 4.91 11.6% 1.06 2.5% 57% False False 21,431
60 44.60 35.94 8.66 20.4% 1.26 3.0% 76% False False 18,807
80 44.60 30.35 14.25 33.5% 1.35 3.2% 85% False False 17,017
100 44.60 26.22 18.38 43.2% 1.53 3.6% 89% False False 15,674
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.17
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 48.88
2.618 46.58
1.618 45.17
1.000 44.30
0.618 43.76
HIGH 42.89
0.618 42.35
0.500 42.19
0.382 42.02
LOW 41.48
0.618 40.61
1.000 40.07
1.618 39.20
2.618 37.79
4.250 35.49
Fisher Pivots for day following 03-Sep-2020
Pivot 1 day 3 day
R1 42.40 42.88
PP 42.29 42.75
S1 42.19 42.63

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

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