NYMEX Light Sweet Crude Oil Future March 2021


Trading Metrics calculated at close of trading on 26-Aug-2020
Day Change Summary
Previous Current
25-Aug-2020 26-Aug-2020 Change Change % Previous Week
Open 44.02 44.78 0.76 1.7% 44.01
High 44.96 45.07 0.11 0.2% 44.67
Low 44.02 44.54 0.52 1.2% 42.96
Close 44.75 44.81 0.06 0.1% 43.77
Range 0.94 0.53 -0.41 -43.6% 1.71
ATR 1.01 0.98 -0.03 -3.4% 0.00
Volume 34,577 21,733 -12,844 -37.1% 73,918
Daily Pivots for day following 26-Aug-2020
Classic Woodie Camarilla DeMark
R4 46.40 46.13 45.10
R3 45.87 45.60 44.96
R2 45.34 45.34 44.91
R1 45.07 45.07 44.86 45.21
PP 44.81 44.81 44.81 44.87
S1 44.54 44.54 44.76 44.68
S2 44.28 44.28 44.71
S3 43.75 44.01 44.66
S4 43.22 43.48 44.52
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 45.07 42.96 2.11 4.7% 0.89 2.0% 88% True False 21,428
10 45.07 42.96 2.11 4.7% 0.77 1.7% 88% True False 17,418
20 45.07 40.46 4.61 10.3% 1.01 2.3% 94% True False 16,218
40 45.07 39.65 5.42 12.1% 0.99 2.2% 95% True False 13,785
60 45.07 36.55 8.52 19.0% 1.22 2.7% 97% True False 12,775
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.16
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 47.32
2.618 46.46
1.618 45.93
1.000 45.60
0.618 45.40
HIGH 45.07
0.618 44.87
0.500 44.81
0.382 44.74
LOW 44.54
0.618 44.21
1.000 44.01
1.618 43.68
2.618 43.15
4.250 42.29
Fisher Pivots for day following 26-Aug-2020
Pivot 1 day 3 day
R1 44.81 44.67
PP 44.81 44.52
S1 44.81 44.38

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

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