NYMEX Light Sweet Crude Oil Future February 2021


Trading Metrics calculated at close of trading on 18-Aug-2020
Day Change Summary
Previous Current
17-Aug-2020 18-Aug-2020 Change Change % Previous Week
Open 43.80 44.23 0.43 1.0% 42.88
High 44.39 44.41 0.02 0.0% 44.19
Low 43.47 43.74 0.27 0.6% 42.88
Close 44.34 44.33 -0.01 0.0% 43.58
Range 0.92 0.67 -0.25 -27.2% 1.31
ATR 1.08 1.05 -0.03 -2.7% 0.00
Volume 15,146 12,671 -2,475 -16.3% 59,559
Daily Pivots for day following 18-Aug-2020
Classic Woodie Camarilla DeMark
R4 46.17 45.92 44.70
R3 45.50 45.25 44.51
R2 44.83 44.83 44.45
R1 44.58 44.58 44.39 44.71
PP 44.16 44.16 44.16 44.22
S1 43.91 43.91 44.27 44.04
S2 43.49 43.49 44.21
S3 42.82 43.24 44.15
S4 42.15 42.57 43.96
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 44.41 43.00 1.41 3.2% 0.79 1.8% 94% True False 13,585
10 44.47 42.67 1.80 4.1% 0.94 2.1% 92% False False 12,361
20 44.47 40.19 4.28 9.7% 1.03 2.3% 97% False False 10,420
40 44.47 38.37 6.10 13.8% 1.11 2.5% 98% False False 8,541
60 44.47 34.40 10.07 22.7% 1.31 2.9% 99% False False 7,732
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.18
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 47.26
2.618 46.16
1.618 45.49
1.000 45.08
0.618 44.82
HIGH 44.41
0.618 44.15
0.500 44.08
0.382 44.00
LOW 43.74
0.618 43.33
1.000 43.07
1.618 42.66
2.618 41.99
4.250 40.89
Fisher Pivots for day following 18-Aug-2020
Pivot 1 day 3 day
R1 44.25 44.17
PP 44.16 44.01
S1 44.08 43.86

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

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