NYMEX Light Sweet Crude Oil Future April 2021


Trading Metrics calculated at close of trading on 04-Sep-2020
Day Change Summary
Previous Current
03-Sep-2020 04-Sep-2020 Change Change % Previous Week
Open 43.82 43.19 -0.63 -1.4% 44.80
High 43.83 43.85 0.02 0.0% 45.21
Low 42.63 41.87 -0.76 -1.8% 41.87
Close 43.51 42.20 -1.31 -3.0% 42.20
Range 1.20 1.98 0.78 65.0% 3.34
ATR 0.93 1.01 0.07 8.1% 0.00
Volume 5,345 5,958 613 11.5% 31,901
Daily Pivots for day following 04-Sep-2020
Classic Woodie Camarilla DeMark
R4 48.58 47.37 43.29
R3 46.60 45.39 42.74
R2 44.62 44.62 42.56
R1 43.41 43.41 42.38 43.03
PP 42.64 42.64 42.64 42.45
S1 41.43 41.43 42.02 41.05
S2 40.66 40.66 41.84
S3 38.68 39.45 41.66
S4 36.70 37.47 41.11
Weekly Pivots for week ending 04-Sep-2020
Classic Woodie Camarilla DeMark
R4 53.11 51.00 44.04
R3 49.77 47.66 43.12
R2 46.43 46.43 42.81
R1 44.32 44.32 42.51 43.71
PP 43.09 43.09 43.09 42.79
S1 40.98 40.98 41.89 40.37
S2 39.75 39.75 41.59
S3 36.41 37.64 41.28
S4 33.07 34.30 40.36
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 45.21 41.87 3.34 7.9% 1.23 2.9% 10% False True 6,380
10 45.23 41.87 3.36 8.0% 0.94 2.2% 10% False True 5,742
20 45.23 41.87 3.36 8.0% 0.86 2.0% 10% False True 4,394
40 45.23 40.66 4.57 10.8% 0.90 2.1% 34% False False 3,582
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.19
Widest range in 51 trading days
Fibonacci Retracements and Extensions
4.250 52.27
2.618 49.03
1.618 47.05
1.000 45.83
0.618 45.07
HIGH 43.85
0.618 43.09
0.500 42.86
0.382 42.63
LOW 41.87
0.618 40.65
1.000 39.89
1.618 38.67
2.618 36.69
4.250 33.46
Fisher Pivots for day following 04-Sep-2020
Pivot 1 day 3 day
R1 42.86 43.40
PP 42.64 43.00
S1 42.42 42.60

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

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