NYMEX Light Sweet Crude Oil Future March 2021


Trading Metrics calculated at close of trading on 05-Aug-2020
Day Change Summary
Previous Current
04-Aug-2020 05-Aug-2020 Change Change % Previous Week
Open 42.48 42.96 0.48 1.1% 42.43
High 43.50 44.75 1.25 2.9% 42.84
Low 42.04 42.88 0.84 2.0% 40.46
Close 43.25 43.80 0.55 1.3% 41.99
Range 1.46 1.87 0.41 28.1% 2.38
ATR 1.19 1.23 0.05 4.1% 0.00
Volume 16,894 25,414 8,520 50.4% 44,448
Daily Pivots for day following 05-Aug-2020
Classic Woodie Camarilla DeMark
R4 49.42 48.48 44.83
R3 47.55 46.61 44.31
R2 45.68 45.68 44.14
R1 44.74 44.74 43.97 45.21
PP 43.81 43.81 43.81 44.05
S1 42.87 42.87 43.63 43.34
S2 41.94 41.94 43.46
S3 40.07 41.00 43.29
S4 38.20 39.13 42.77
Weekly Pivots for week ending 31-Jul-2020
Classic Woodie Camarilla DeMark
R4 48.90 47.83 43.30
R3 46.52 45.45 42.64
R2 44.14 44.14 42.43
R1 43.07 43.07 42.21 42.42
PP 41.76 41.76 41.76 41.44
S1 40.69 40.69 41.77 40.04
S2 39.38 39.38 41.55
S3 37.00 38.31 41.34
S4 34.62 35.93 40.68
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 44.75 40.46 4.29 9.8% 1.55 3.5% 78% True False 15,436
10 44.75 40.46 4.29 9.8% 1.21 2.8% 78% True False 12,844
20 44.75 40.13 4.62 10.5% 1.10 2.5% 79% True False 11,716
40 44.75 36.55 8.20 18.7% 1.33 3.0% 88% True False 11,308
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 0.22
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 52.70
2.618 49.65
1.618 47.78
1.000 46.62
0.618 45.91
HIGH 44.75
0.618 44.04
0.500 43.82
0.382 43.59
LOW 42.88
0.618 41.72
1.000 41.01
1.618 39.85
2.618 37.98
4.250 34.93
Fisher Pivots for day following 05-Aug-2020
Pivot 1 day 3 day
R1 43.82 43.57
PP 43.81 43.34
S1 43.81 43.11

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

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