NYMEX Light Sweet Crude Oil Future April 2021


Trading Metrics calculated at close of trading on 27-Aug-2020
Day Change Summary
Previous Current
26-Aug-2020 27-Aug-2020 Change Change % Previous Week
Open 44.87 44.97 0.10 0.2% 44.35
High 45.23 45.02 -0.21 -0.5% 44.80
Low 44.78 44.10 -0.68 -1.5% 43.22
Close 45.02 44.60 -0.42 -0.9% 44.00
Range 0.45 0.92 0.47 104.4% 1.58
ATR 0.90 0.90 0.00 0.2% 0.00
Volume 3,804 4,640 836 22.0% 12,225
Daily Pivots for day following 27-Aug-2020
Classic Woodie Camarilla DeMark
R4 47.33 46.89 45.11
R3 46.41 45.97 44.85
R2 45.49 45.49 44.77
R1 45.05 45.05 44.68 44.81
PP 44.57 44.57 44.57 44.46
S1 44.13 44.13 44.52 43.89
S2 43.65 43.65 44.43
S3 42.73 43.21 44.35
S4 41.81 42.29 44.09
Weekly Pivots for week ending 21-Aug-2020
Classic Woodie Camarilla DeMark
R4 48.75 47.95 44.87
R3 47.17 46.37 44.43
R2 45.59 45.59 44.29
R1 44.79 44.79 44.14 44.40
PP 44.01 44.01 44.01 43.81
S1 43.21 43.21 43.86 42.82
S2 42.43 42.43 43.71
S3 40.85 41.63 43.57
S4 39.27 40.05 43.13
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 45.23 43.22 2.01 4.5% 0.81 1.8% 69% False False 5,015
10 45.23 43.22 2.01 4.5% 0.74 1.7% 69% False False 4,029
20 45.23 41.66 3.57 8.0% 0.87 1.9% 82% False False 3,657
40 45.23 40.37 4.86 10.9% 0.89 2.0% 87% False False 3,041
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.13
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 48.93
2.618 47.43
1.618 46.51
1.000 45.94
0.618 45.59
HIGH 45.02
0.618 44.67
0.500 44.56
0.382 44.45
LOW 44.10
0.618 43.53
1.000 43.18
1.618 42.61
2.618 41.69
4.250 40.19
Fisher Pivots for day following 27-Aug-2020
Pivot 1 day 3 day
R1 44.59 44.67
PP 44.57 44.64
S1 44.56 44.62

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

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