NYMEX Light Sweet Crude Oil Future March 2021


Trading Metrics calculated at close of trading on 24-Aug-2020
Day Change Summary
Previous Current
21-Aug-2020 24-Aug-2020 Change Change % Previous Week
Open 44.31 43.88 -0.43 -1.0% 44.01
High 44.33 44.22 -0.11 -0.2% 44.67
Low 42.96 43.68 0.72 1.7% 42.96
Close 43.77 44.17 0.40 0.9% 43.77
Range 1.37 0.54 -0.83 -60.6% 1.71
ATR 1.05 1.02 -0.04 -3.5% 0.00
Volume 18,331 13,323 -5,008 -27.3% 73,918
Daily Pivots for day following 24-Aug-2020
Classic Woodie Camarilla DeMark
R4 45.64 45.45 44.47
R3 45.10 44.91 44.32
R2 44.56 44.56 44.27
R1 44.37 44.37 44.22 44.47
PP 44.02 44.02 44.02 44.07
S1 43.83 43.83 44.12 43.93
S2 43.48 43.48 44.07
S3 42.94 43.29 44.02
S4 42.40 42.75 43.87
Weekly Pivots for week ending 21-Aug-2020
Classic Woodie Camarilla DeMark
R4 48.93 48.06 44.71
R3 47.22 46.35 44.24
R2 45.51 45.51 44.08
R1 44.64 44.64 43.93 44.22
PP 43.80 43.80 43.80 43.59
S1 42.93 42.93 43.61 42.51
S2 42.09 42.09 43.46
S3 40.38 41.22 43.30
S4 38.67 39.51 42.83
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 44.67 42.96 1.71 3.9% 0.83 1.9% 71% False False 14,541
10 44.67 42.96 1.71 3.9% 0.87 2.0% 71% False False 14,950
20 44.75 40.46 4.29 9.7% 1.00 2.3% 86% False False 14,352
40 44.75 38.79 5.96 13.5% 1.02 2.3% 90% False False 12,928
60 44.75 36.55 8.20 18.6% 1.24 2.8% 93% False False 12,254
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.19
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 46.52
2.618 45.63
1.618 45.09
1.000 44.76
0.618 44.55
HIGH 44.22
0.618 44.01
0.500 43.95
0.382 43.89
LOW 43.68
0.618 43.35
1.000 43.14
1.618 42.81
2.618 42.27
4.250 41.39
Fisher Pivots for day following 24-Aug-2020
Pivot 1 day 3 day
R1 44.10 44.00
PP 44.02 43.82
S1 43.95 43.65

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

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