NYMEX Light Sweet Crude Oil Future November 2020


Trading Metrics calculated at close of trading on 14-Sep-2020
Day Change Summary
Previous Current
11-Sep-2020 14-Sep-2020 Change Change % Previous Week
Open 37.34 37.60 0.26 0.7% 39.86
High 38.12 37.97 -0.15 -0.4% 39.96
Low 37.02 37.12 0.10 0.3% 36.58
Close 37.65 37.56 -0.09 -0.2% 37.65
Range 1.10 0.85 -0.25 -22.7% 3.38
ATR 1.44 1.40 -0.04 -2.9% 0.00
Volume 152,699 185,186 32,487 21.3% 790,226
Daily Pivots for day following 14-Sep-2020
Classic Woodie Camarilla DeMark
R4 40.10 39.68 38.03
R3 39.25 38.83 37.79
R2 38.40 38.40 37.72
R1 37.98 37.98 37.64 37.77
PP 37.55 37.55 37.55 37.44
S1 37.13 37.13 37.48 36.92
S2 36.70 36.70 37.40
S3 35.85 36.28 37.33
S4 35.00 35.43 37.09
Weekly Pivots for week ending 11-Sep-2020
Classic Woodie Camarilla DeMark
R4 48.20 46.31 39.51
R3 44.82 42.93 38.58
R2 41.44 41.44 38.27
R1 39.55 39.55 37.96 38.81
PP 38.06 38.06 38.06 37.69
S1 36.17 36.17 37.34 35.43
S2 34.68 34.68 37.03
S3 31.30 32.79 36.72
S4 27.92 29.41 35.79
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 39.96 36.58 3.38 9.0% 1.75 4.7% 29% False False 195,082
10 43.89 36.58 7.31 19.5% 1.64 4.4% 13% False False 151,374
20 44.05 36.58 7.47 19.9% 1.30 3.5% 13% False False 117,872
40 44.05 36.58 7.47 19.9% 1.27 3.4% 13% False False 91,500
60 44.05 36.58 7.47 19.9% 1.32 3.5% 13% False False 71,553
80 44.05 32.79 11.26 30.0% 1.49 4.0% 42% False False 58,594
100 44.05 25.99 18.06 48.1% 1.58 4.2% 64% False False 51,567
120 44.05 24.43 19.62 52.2% 1.70 4.5% 67% False False 46,767
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.32
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 41.58
2.618 40.20
1.618 39.35
1.000 38.82
0.618 38.50
HIGH 37.97
0.618 37.65
0.500 37.55
0.382 37.44
LOW 37.12
0.618 36.59
1.000 36.27
1.618 35.74
2.618 34.89
4.250 33.51
Fisher Pivots for day following 14-Sep-2020
Pivot 1 day 3 day
R1 37.56 37.78
PP 37.55 37.70
S1 37.55 37.63

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

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