NYMEX Light Sweet Crude Oil Future March 2021


Trading Metrics calculated at close of trading on 01-Sep-2020
Day Change Summary
Previous Current
31-Aug-2020 01-Sep-2020 Change Change % Previous Week
Open 44.52 44.26 -0.26 -0.6% 43.88
High 45.00 44.74 -0.26 -0.6% 45.07
Low 44.01 44.19 0.18 0.4% 43.68
Close 44.06 44.33 0.27 0.6% 44.51
Range 0.99 0.55 -0.44 -44.4% 1.39
ATR 0.95 0.93 -0.02 -2.0% 0.00
Volume 12,129 21,600 9,471 78.1% 106,183
Daily Pivots for day following 01-Sep-2020
Classic Woodie Camarilla DeMark
R4 46.07 45.75 44.63
R3 45.52 45.20 44.48
R2 44.97 44.97 44.43
R1 44.65 44.65 44.38 44.81
PP 44.42 44.42 44.42 44.50
S1 44.10 44.10 44.28 44.26
S2 43.87 43.87 44.23
S3 43.32 43.55 44.18
S4 42.77 43.00 44.03
Weekly Pivots for week ending 28-Aug-2020
Classic Woodie Camarilla DeMark
R4 48.59 47.94 45.27
R3 47.20 46.55 44.89
R2 45.81 45.81 44.76
R1 45.16 45.16 44.64 45.49
PP 44.42 44.42 44.42 44.58
S1 43.77 43.77 44.38 44.10
S2 43.03 43.03 44.26
S3 41.64 42.38 44.13
S4 40.25 40.99 43.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 45.07 43.88 1.19 2.7% 0.72 1.6% 38% False False 18,402
10 45.07 42.96 2.11 4.8% 0.80 1.8% 65% False False 18,849
20 45.07 42.88 2.19 4.9% 0.87 2.0% 66% False False 17,144
40 45.07 40.13 4.94 11.1% 0.95 2.2% 85% False False 14,283
60 45.07 36.55 8.52 19.2% 1.17 2.6% 91% False False 13,078
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.15
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 47.08
2.618 46.18
1.618 45.63
1.000 45.29
0.618 45.08
HIGH 44.74
0.618 44.53
0.500 44.47
0.382 44.40
LOW 44.19
0.618 43.85
1.000 43.64
1.618 43.30
2.618 42.75
4.250 41.85
Fisher Pivots for day following 01-Sep-2020
Pivot 1 day 3 day
R1 44.47 44.51
PP 44.42 44.45
S1 44.38 44.39

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

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