NYMEX Light Sweet Crude Oil Future February 2021


Trading Metrics calculated at close of trading on 04-Aug-2020
Day Change Summary
Previous Current
03-Aug-2020 04-Aug-2020 Change Change % Previous Week
Open 41.67 42.22 0.55 1.3% 42.23
High 42.67 43.25 0.58 1.4% 42.68
Low 41.19 41.71 0.52 1.3% 40.19
Close 42.56 42.98 0.42 1.0% 41.75
Range 1.48 1.54 0.06 4.1% 2.49
ATR 1.18 1.20 0.03 2.2% 0.00
Volume 12,469 10,356 -2,113 -16.9% 41,913
Daily Pivots for day following 04-Aug-2020
Classic Woodie Camarilla DeMark
R4 47.27 46.66 43.83
R3 45.73 45.12 43.40
R2 44.19 44.19 43.26
R1 43.58 43.58 43.12 43.89
PP 42.65 42.65 42.65 42.80
S1 42.04 42.04 42.84 42.35
S2 41.11 41.11 42.70
S3 39.57 40.50 42.56
S4 38.03 38.96 42.13
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 43.25 40.19 3.06 7.1% 1.30 3.0% 91% True False 9,678
10 43.25 40.19 3.06 7.1% 1.12 2.6% 91% True False 8,479
20 43.25 39.90 3.35 7.8% 1.06 2.5% 92% True False 7,234
40 43.25 36.26 6.99 16.3% 1.32 3.1% 96% True False 7,128
60 43.25 30.75 12.50 29.1% 1.37 3.2% 98% True False 6,576
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 0.28
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 49.80
2.618 47.28
1.618 45.74
1.000 44.79
0.618 44.20
HIGH 43.25
0.618 42.66
0.500 42.48
0.382 42.30
LOW 41.71
0.618 40.76
1.000 40.17
1.618 39.22
2.618 37.68
4.250 35.17
Fisher Pivots for day following 04-Aug-2020
Pivot 1 day 3 day
R1 42.81 42.73
PP 42.65 42.47
S1 42.48 42.22

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

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