NYMEX Light Sweet Crude Oil Future February 2021


Trading Metrics calculated at close of trading on 25-Aug-2020
Day Change Summary
Previous Current
24-Aug-2020 25-Aug-2020 Change Change % Previous Week
Open 43.60 43.79 0.19 0.4% 43.80
High 43.97 44.70 0.73 1.7% 44.41
Low 43.43 43.75 0.32 0.7% 42.72
Close 43.90 44.51 0.61 1.4% 43.51
Range 0.54 0.95 0.41 75.9% 1.69
ATR 1.02 1.01 0.00 -0.5% 0.00
Volume 9,840 21,608 11,768 119.6% 61,908
Daily Pivots for day following 25-Aug-2020
Classic Woodie Camarilla DeMark
R4 47.17 46.79 45.03
R3 46.22 45.84 44.77
R2 45.27 45.27 44.68
R1 44.89 44.89 44.60 45.08
PP 44.32 44.32 44.32 44.42
S1 43.94 43.94 44.42 44.13
S2 43.37 43.37 44.34
S3 42.42 42.99 44.25
S4 41.47 42.04 43.99
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 44.70 42.72 1.98 4.4% 0.89 2.0% 90% True False 13,107
10 44.70 42.72 1.98 4.4% 0.84 1.9% 90% True False 13,346
20 44.70 40.19 4.51 10.1% 1.01 2.3% 96% True False 11,877
40 44.70 39.66 5.04 11.3% 1.00 2.3% 96% True False 9,369
60 44.70 36.26 8.44 19.0% 1.23 2.8% 98% True False 8,351
80 44.70 29.00 15.70 35.3% 1.34 3.0% 99% True False 7,715
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 0.13
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 48.74
2.618 47.19
1.618 46.24
1.000 45.65
0.618 45.29
HIGH 44.70
0.618 44.34
0.500 44.23
0.382 44.11
LOW 43.75
0.618 43.16
1.000 42.80
1.618 42.21
2.618 41.26
4.250 39.71
Fisher Pivots for day following 25-Aug-2020
Pivot 1 day 3 day
R1 44.42 44.24
PP 44.32 43.98
S1 44.23 43.71

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

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