NYMEX Light Sweet Crude Oil Future February 2021


Trading Metrics calculated at close of trading on 31-Aug-2020
Day Change Summary
Previous Current
28-Aug-2020 31-Aug-2020 Change Change % Previous Week
Open 44.12 44.25 0.13 0.3% 43.60
High 44.51 44.77 0.26 0.6% 44.84
Low 43.93 43.75 -0.18 -0.4% 43.43
Close 44.24 43.82 -0.42 -0.9% 44.24
Range 0.58 1.02 0.44 75.9% 1.41
ATR 0.96 0.96 0.00 0.5% 0.00
Volume 10,700 14,040 3,340 31.2% 69,437
Daily Pivots for day following 31-Aug-2020
Classic Woodie Camarilla DeMark
R4 47.17 46.52 44.38
R3 46.15 45.50 44.10
R2 45.13 45.13 44.01
R1 44.48 44.48 43.91 44.30
PP 44.11 44.11 44.11 44.02
S1 43.46 43.46 43.73 43.28
S2 43.09 43.09 43.63
S3 42.07 42.44 43.54
S4 41.05 41.42 43.26
Weekly Pivots for week ending 28-Aug-2020
Classic Woodie Camarilla DeMark
R4 48.40 47.73 45.02
R3 46.99 46.32 44.63
R2 45.58 45.58 44.50
R1 44.91 44.91 44.37 45.25
PP 44.17 44.17 44.17 44.34
S1 43.50 43.50 44.11 43.84
S2 42.76 42.76 43.98
S3 41.35 42.09 43.85
S4 39.94 40.68 43.46
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 44.84 43.61 1.23 2.8% 0.84 1.9% 17% False False 14,727
10 44.84 42.72 2.12 4.8% 0.84 1.9% 52% False False 13,023
20 44.84 41.71 3.13 7.1% 0.93 2.1% 67% False False 12,577
40 44.84 39.90 4.94 11.3% 0.98 2.2% 79% False False 9,741
60 44.84 36.26 8.58 19.6% 1.20 2.7% 88% False False 8,888
80 44.84 30.75 14.09 32.2% 1.26 2.9% 93% False False 8,026
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.16
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 49.11
2.618 47.44
1.618 46.42
1.000 45.79
0.618 45.40
HIGH 44.77
0.618 44.38
0.500 44.26
0.382 44.14
LOW 43.75
0.618 43.12
1.000 42.73
1.618 42.10
2.618 41.08
4.250 39.42
Fisher Pivots for day following 31-Aug-2020
Pivot 1 day 3 day
R1 44.26 44.19
PP 44.11 44.07
S1 43.97 43.94

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

View Archives - Comment on this page... - Back to Index of Symbols