NYMEX Light Sweet Crude Oil Future February 2021


Trading Metrics calculated at close of trading on 14-Aug-2020
Day Change Summary
Previous Current
13-Aug-2020 14-Aug-2020 Change Change % Previous Week
Open 43.94 43.87 -0.07 -0.2% 42.88
High 44.14 43.87 -0.27 -0.6% 44.19
Low 43.56 43.30 -0.26 -0.6% 42.88
Close 43.70 43.58 -0.12 -0.3% 43.58
Range 0.58 0.57 -0.01 -1.7% 1.31
ATR 1.13 1.09 -0.04 -3.5% 0.00
Volume 15,136 12,504 -2,632 -17.4% 59,559
Daily Pivots for day following 14-Aug-2020
Classic Woodie Camarilla DeMark
R4 45.29 45.01 43.89
R3 44.72 44.44 43.74
R2 44.15 44.15 43.68
R1 43.87 43.87 43.63 43.73
PP 43.58 43.58 43.58 43.51
S1 43.30 43.30 43.53 43.16
S2 43.01 43.01 43.48
S3 42.44 42.73 43.42
S4 41.87 42.16 43.27
Weekly Pivots for week ending 14-Aug-2020
Classic Woodie Camarilla DeMark
R4 47.48 46.84 44.30
R3 46.17 45.53 43.94
R2 44.86 44.86 43.82
R1 44.22 44.22 43.70 44.54
PP 43.55 43.55 43.55 43.71
S1 42.91 42.91 43.46 43.23
S2 42.24 42.24 43.34
S3 40.93 41.60 43.22
S4 39.62 40.29 42.86
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 44.19 42.88 1.31 3.0% 0.87 2.0% 53% False False 11,911
10 44.47 41.19 3.28 7.5% 1.08 2.5% 73% False False 11,862
20 44.47 40.19 4.28 9.8% 1.06 2.4% 79% False False 9,590
40 44.47 38.37 6.10 14.0% 1.15 2.6% 85% False False 8,254
60 44.47 33.99 10.48 24.0% 1.32 3.0% 92% False False 7,440
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.23
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 46.29
2.618 45.36
1.618 44.79
1.000 44.44
0.618 44.22
HIGH 43.87
0.618 43.65
0.500 43.59
0.382 43.52
LOW 43.30
0.618 42.95
1.000 42.73
1.618 42.38
2.618 41.81
4.250 40.88
Fisher Pivots for day following 14-Aug-2020
Pivot 1 day 3 day
R1 43.59 43.60
PP 43.58 43.59
S1 43.58 43.59

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

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