NYMEX Light Sweet Crude Oil Future February 2021


Trading Metrics calculated at close of trading on 03-Aug-2020
Day Change Summary
Previous Current
31-Jul-2020 03-Aug-2020 Change Change % Previous Week
Open 41.75 41.67 -0.08 -0.2% 42.23
High 41.92 42.67 0.75 1.8% 42.68
Low 41.18 41.19 0.01 0.0% 40.19
Close 41.75 42.56 0.81 1.9% 41.75
Range 0.74 1.48 0.74 100.0% 2.49
ATR 1.15 1.18 0.02 2.0% 0.00
Volume 6,986 12,469 5,483 78.5% 41,913
Daily Pivots for day following 03-Aug-2020
Classic Woodie Camarilla DeMark
R4 46.58 46.05 43.37
R3 45.10 44.57 42.97
R2 43.62 43.62 42.83
R1 43.09 43.09 42.70 43.36
PP 42.14 42.14 42.14 42.27
S1 41.61 41.61 42.42 41.88
S2 40.66 40.66 42.29
S3 39.18 40.13 42.15
S4 37.70 38.65 41.75
Weekly Pivots for week ending 31-Jul-2020
Classic Woodie Camarilla DeMark
R4 49.01 47.87 43.12
R3 46.52 45.38 42.43
R2 44.03 44.03 42.21
R1 42.89 42.89 41.98 42.22
PP 41.54 41.54 41.54 41.20
S1 40.40 40.40 41.52 39.73
S2 39.05 39.05 41.29
S3 36.56 37.91 41.07
S4 34.07 35.42 40.38
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 42.68 40.19 2.49 5.9% 1.13 2.7% 95% False False 9,382
10 43.03 40.19 2.84 6.7% 1.11 2.6% 83% False False 8,284
20 43.03 39.90 3.13 7.4% 1.02 2.4% 85% False False 6,906
40 43.03 36.26 6.77 15.9% 1.34 3.1% 93% False False 7,043
60 43.03 30.75 12.28 28.9% 1.38 3.2% 96% False False 6,509
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 0.24
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 48.96
2.618 46.54
1.618 45.06
1.000 44.15
0.618 43.58
HIGH 42.67
0.618 42.10
0.500 41.93
0.382 41.76
LOW 41.19
0.618 40.28
1.000 39.71
1.618 38.80
2.618 37.32
4.250 34.90
Fisher Pivots for day following 03-Aug-2020
Pivot 1 day 3 day
R1 42.35 42.18
PP 42.14 41.81
S1 41.93 41.43

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

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