NYMEX Light Sweet Crude Oil Future February 2021


Trading Metrics calculated at close of trading on 21-Aug-2020
Day Change Summary
Previous Current
20-Aug-2020 21-Aug-2020 Change Change % Previous Week
Open 44.03 44.02 -0.01 0.0% 43.80
High 44.03 44.02 -0.01 0.0% 44.41
Low 42.90 42.72 -0.18 -0.4% 42.72
Close 43.99 43.51 -0.48 -1.1% 43.51
Range 1.13 1.30 0.17 15.0% 1.69
ATR 1.03 1.05 0.02 1.8% 0.00
Volume 11,873 13,078 1,205 10.1% 61,908
Daily Pivots for day following 21-Aug-2020
Classic Woodie Camarilla DeMark
R4 47.32 46.71 44.23
R3 46.02 45.41 43.87
R2 44.72 44.72 43.75
R1 44.11 44.11 43.63 43.77
PP 43.42 43.42 43.42 43.24
S1 42.81 42.81 43.39 42.47
S2 42.12 42.12 43.27
S3 40.82 41.51 43.15
S4 39.52 40.21 42.80
Weekly Pivots for week ending 21-Aug-2020
Classic Woodie Camarilla DeMark
R4 48.62 47.75 44.44
R3 46.93 46.06 43.97
R2 45.24 45.24 43.82
R1 44.37 44.37 43.66 43.96
PP 43.55 43.55 43.55 43.34
S1 42.68 42.68 43.36 42.27
S2 41.86 41.86 43.20
S3 40.17 40.99 43.05
S4 38.48 39.30 42.58
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 44.41 42.72 1.69 3.9% 0.91 2.1% 47% False True 12,381
10 44.41 42.72 1.69 3.9% 0.89 2.0% 47% False True 12,146
20 44.47 40.19 4.28 9.8% 1.03 2.4% 78% False False 11,122
40 44.47 38.63 5.84 13.4% 1.04 2.4% 84% False False 8,902
60 44.47 35.19 9.28 21.3% 1.27 2.9% 90% False False 8,042
80 44.47 29.00 15.47 35.6% 1.38 3.2% 94% False False 7,605
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.17
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 49.55
2.618 47.42
1.618 46.12
1.000 45.32
0.618 44.82
HIGH 44.02
0.618 43.52
0.500 43.37
0.382 43.22
LOW 42.72
0.618 41.92
1.000 41.42
1.618 40.62
2.618 39.32
4.250 37.20
Fisher Pivots for day following 21-Aug-2020
Pivot 1 day 3 day
R1 43.46 43.53
PP 43.42 43.52
S1 43.37 43.52

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

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