NYMEX Light Sweet Crude Oil Future March 2021


Trading Metrics calculated at close of trading on 17-Aug-2020
Day Change Summary
Previous Current
14-Aug-2020 17-Aug-2020 Change Change % Previous Week
Open 44.03 44.01 -0.02 0.0% 43.26
High 44.21 44.63 0.42 1.0% 44.41
Low 43.56 43.75 0.19 0.4% 43.16
Close 43.84 44.57 0.73 1.7% 43.84
Range 0.65 0.88 0.23 35.4% 1.25
ATR 1.09 1.07 -0.01 -1.4% 0.00
Volume 18,624 14,533 -4,091 -22.0% 74,643
Daily Pivots for day following 17-Aug-2020
Classic Woodie Camarilla DeMark
R4 46.96 46.64 45.05
R3 46.08 45.76 44.81
R2 45.20 45.20 44.73
R1 44.88 44.88 44.65 45.04
PP 44.32 44.32 44.32 44.40
S1 44.00 44.00 44.49 44.16
S2 43.44 43.44 44.41
S3 42.56 43.12 44.33
S4 41.68 42.24 44.09
Weekly Pivots for week ending 14-Aug-2020
Classic Woodie Camarilla DeMark
R4 47.55 46.95 44.53
R3 46.30 45.70 44.18
R2 45.05 45.05 44.07
R1 44.45 44.45 43.95 44.75
PP 43.80 43.80 43.80 43.96
S1 43.20 43.20 43.73 43.50
S2 42.55 42.55 43.61
S3 41.30 41.95 43.50
S4 40.05 40.70 43.15
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 44.63 43.16 1.47 3.3% 0.90 2.0% 96% True False 15,359
10 44.75 42.04 2.71 6.1% 1.01 2.3% 93% False False 16,048
20 44.75 40.46 4.29 9.6% 1.05 2.4% 96% False False 13,263
40 44.75 38.52 6.23 14.0% 1.13 2.5% 97% False False 12,404
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 True
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.22
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 48.37
2.618 46.93
1.618 46.05
1.000 45.51
0.618 45.17
HIGH 44.63
0.618 44.29
0.500 44.19
0.382 44.09
LOW 43.75
0.618 43.21
1.000 42.87
1.618 42.33
2.618 41.45
4.250 40.01
Fisher Pivots for day following 17-Aug-2020
Pivot 1 day 3 day
R1 44.44 44.41
PP 44.32 44.25
S1 44.19 44.10

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

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