NYMEX Light Sweet Crude Oil Future March 2021


Trading Metrics calculated at close of trading on 18-Aug-2020
Day Change Summary
Previous Current
17-Aug-2020 18-Aug-2020 Change Change % Previous Week
Open 44.01 44.48 0.47 1.1% 43.26
High 44.63 44.67 0.04 0.1% 44.41
Low 43.75 43.97 0.22 0.5% 43.16
Close 44.57 44.57 0.00 0.0% 43.84
Range 0.88 0.70 -0.18 -20.5% 1.25
ATR 1.07 1.05 -0.03 -2.5% 0.00
Volume 14,533 10,801 -3,732 -25.7% 74,643
Daily Pivots for day following 18-Aug-2020
Classic Woodie Camarilla DeMark
R4 46.50 46.24 44.96
R3 45.80 45.54 44.76
R2 45.10 45.10 44.70
R1 44.84 44.84 44.63 44.97
PP 44.40 44.40 44.40 44.47
S1 44.14 44.14 44.51 44.27
S2 43.70 43.70 44.44
S3 43.00 43.44 44.38
S4 42.30 42.74 44.19
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 44.67 43.22 1.45 3.3% 0.80 1.8% 93% True False 14,662
10 44.75 42.88 1.87 4.2% 0.94 2.1% 90% False False 15,438
20 44.75 40.46 4.29 9.6% 1.01 2.3% 96% False False 13,148
40 44.75 38.52 6.23 14.0% 1.11 2.5% 97% False False 12,458
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 0.20
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 47.65
2.618 46.50
1.618 45.80
1.000 45.37
0.618 45.10
HIGH 44.67
0.618 44.40
0.500 44.32
0.382 44.24
LOW 43.97
0.618 43.54
1.000 43.27
1.618 42.84
2.618 42.14
4.250 41.00
Fisher Pivots for day following 18-Aug-2020
Pivot 1 day 3 day
R1 44.49 44.42
PP 44.40 44.27
S1 44.32 44.12

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

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