NYMEX Light Sweet Crude Oil Future November 2020


Trading Metrics calculated at close of trading on 09-Sep-2020
Day Change Summary
Previous Current
08-Sep-2020 09-Sep-2020 Change Change % Previous Week
Open 39.86 37.18 -2.68 -6.7% 43.30
High 39.96 38.78 -1.18 -3.0% 43.89
Low 36.58 36.60 0.02 0.1% 39.75
Close 37.19 38.41 1.22 3.3% 40.15
Range 3.38 2.18 -1.20 -35.5% 4.14
ATR 1.43 1.48 0.05 3.8% 0.00
Volume 269,132 197,322 -71,810 -26.7% 538,331
Daily Pivots for day following 09-Sep-2020
Classic Woodie Camarilla DeMark
R4 44.47 43.62 39.61
R3 42.29 41.44 39.01
R2 40.11 40.11 38.81
R1 39.26 39.26 38.61 39.69
PP 37.93 37.93 37.93 38.14
S1 37.08 37.08 38.21 37.51
S2 35.75 35.75 38.01
S3 33.57 34.90 37.81
S4 31.39 32.72 37.21
Weekly Pivots for week ending 04-Sep-2020
Classic Woodie Camarilla DeMark
R4 53.68 51.06 42.43
R3 49.54 46.92 41.29
R2 45.40 45.40 40.91
R1 42.78 42.78 40.53 42.02
PP 41.26 41.26 41.26 40.89
S1 38.64 38.64 39.77 37.88
S2 37.12 37.12 39.39
S3 32.98 34.50 39.01
S4 28.84 30.36 37.87
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 43.51 36.58 6.93 18.0% 2.29 6.0% 26% False False 163,337
10 44.05 36.58 7.47 19.4% 1.57 4.1% 24% False False 128,188
20 44.05 36.58 7.47 19.4% 1.29 3.3% 24% False False 105,192
40 44.05 36.58 7.47 19.4% 1.25 3.3% 24% False False 80,507
60 44.05 36.58 7.47 19.4% 1.36 3.5% 24% False False 64,044
80 44.05 31.75 12.30 32.0% 1.52 4.0% 54% False False 52,953
100 44.05 24.43 19.62 51.1% 1.69 4.4% 71% False False 47,652
120 44.05 24.43 19.62 51.1% 1.75 4.6% 71% False False 42,816
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 0.27
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 48.05
2.618 44.49
1.618 42.31
1.000 40.96
0.618 40.13
HIGH 38.78
0.618 37.95
0.500 37.69
0.382 37.43
LOW 36.60
0.618 35.25
1.000 34.42
1.618 33.07
2.618 30.89
4.250 27.34
Fisher Pivots for day following 09-Sep-2020
Pivot 1 day 3 day
R1 38.17 39.39
PP 37.93 39.06
S1 37.69 38.74

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

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