NYMEX Light Sweet Crude Oil Future February 2021


Trading Metrics calculated at close of trading on 27-Aug-2020
Day Change Summary
Previous Current
26-Aug-2020 27-Aug-2020 Change Change % Previous Week
Open 44.62 44.60 -0.02 0.0% 43.80
High 44.84 44.65 -0.19 -0.4% 44.41
Low 44.24 43.61 -0.63 -1.4% 42.72
Close 44.58 44.17 -0.41 -0.9% 43.51
Range 0.60 1.04 0.44 73.3% 1.69
ATR 0.98 0.99 0.00 0.4% 0.00
Volume 14,905 12,384 -2,521 -16.9% 61,908
Daily Pivots for day following 27-Aug-2020
Classic Woodie Camarilla DeMark
R4 47.26 46.76 44.74
R3 46.22 45.72 44.46
R2 45.18 45.18 44.36
R1 44.68 44.68 44.27 44.41
PP 44.14 44.14 44.14 44.01
S1 43.64 43.64 44.07 43.37
S2 43.10 43.10 43.98
S3 42.06 42.60 43.88
S4 41.02 41.56 43.60
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 44.84 42.72 2.12 4.8% 0.89 2.0% 68% False False 14,363
10 44.84 42.72 2.12 4.8% 0.82 1.9% 68% False False 13,314
20 44.84 41.18 3.66 8.3% 0.96 2.2% 82% False False 12,312
40 44.84 39.90 4.94 11.2% 0.99 2.2% 86% False False 9,486
60 44.84 36.26 8.58 19.4% 1.22 2.8% 92% False False 8,638
80 44.84 30.75 14.09 31.9% 1.30 2.9% 95% False False 7,873
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.12
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 49.07
2.618 47.37
1.618 46.33
1.000 45.69
0.618 45.29
HIGH 44.65
0.618 44.25
0.500 44.13
0.382 44.01
LOW 43.61
0.618 42.97
1.000 42.57
1.618 41.93
2.618 40.89
4.250 39.19
Fisher Pivots for day following 27-Aug-2020
Pivot 1 day 3 day
R1 44.16 44.23
PP 44.14 44.21
S1 44.13 44.19

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

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