NYMEX Light Sweet Crude Oil Future March 2021


Trading Metrics calculated at close of trading on 12-Aug-2020
Day Change Summary
Previous Current
11-Aug-2020 12-Aug-2020 Change Change % Previous Week
Open 43.64 43.35 -0.29 -0.7% 41.72
High 44.36 44.41 0.05 0.1% 44.75
Low 43.16 43.22 0.06 0.1% 41.46
Close 43.30 44.24 0.94 2.2% 43.03
Range 1.20 1.19 -0.01 -0.8% 3.29
ATR 1.16 1.16 0.00 0.2% 0.00
Volume 14,286 17,346 3,060 21.4% 90,580
Daily Pivots for day following 12-Aug-2020
Classic Woodie Camarilla DeMark
R4 47.53 47.07 44.89
R3 46.34 45.88 44.57
R2 45.15 45.15 44.46
R1 44.69 44.69 44.35 44.92
PP 43.96 43.96 43.96 44.07
S1 43.50 43.50 44.13 43.73
S2 42.77 42.77 44.02
S3 41.58 42.31 43.91
S4 40.39 41.12 43.59
Weekly Pivots for week ending 07-Aug-2020
Classic Woodie Camarilla DeMark
R4 52.95 51.28 44.84
R3 49.66 47.99 43.93
R2 46.37 46.37 43.63
R1 44.70 44.70 43.33 45.54
PP 43.08 43.08 43.08 43.50
S1 41.41 41.41 42.73 42.25
S2 39.79 39.79 42.43
S3 36.50 38.12 42.13
S4 33.21 34.83 41.22
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 44.41 42.88 1.53 3.5% 0.94 2.1% 89% True False 14,601
10 44.75 40.46 4.29 9.7% 1.25 2.8% 88% False False 15,019
20 44.75 40.46 4.29 9.7% 1.04 2.3% 88% False False 12,005
40 44.75 38.52 6.23 14.1% 1.18 2.7% 92% False False 11,851
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.19
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 49.47
2.618 47.53
1.618 46.34
1.000 45.60
0.618 45.15
HIGH 44.41
0.618 43.96
0.500 43.82
0.382 43.67
LOW 43.22
0.618 42.48
1.000 42.03
1.618 41.29
2.618 40.10
4.250 38.16
Fisher Pivots for day following 12-Aug-2020
Pivot 1 day 3 day
R1 44.10 44.09
PP 43.96 43.94
S1 43.82 43.79

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

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