NYMEX Light Sweet Crude Oil Future November 2020


Trading Metrics calculated at close of trading on 15-Sep-2020
Day Change Summary
Previous Current
14-Sep-2020 15-Sep-2020 Change Change % Previous Week
Open 37.60 37.60 0.00 0.0% 39.86
High 37.97 38.82 0.85 2.2% 39.96
Low 37.12 37.36 0.24 0.6% 36.58
Close 37.56 38.55 0.99 2.6% 37.65
Range 0.85 1.46 0.61 71.8% 3.38
ATR 1.40 1.40 0.00 0.3% 0.00
Volume 185,186 217,077 31,891 17.2% 790,226
Daily Pivots for day following 15-Sep-2020
Classic Woodie Camarilla DeMark
R4 42.62 42.05 39.35
R3 41.16 40.59 38.95
R2 39.70 39.70 38.82
R1 39.13 39.13 38.68 39.42
PP 38.24 38.24 38.24 38.39
S1 37.67 37.67 38.42 37.96
S2 36.78 36.78 38.28
S3 35.32 36.21 38.15
S4 33.86 34.75 37.75
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 38.82 36.60 2.22 5.8% 1.37 3.6% 88% True False 184,671
10 43.70 36.58 7.12 18.5% 1.68 4.4% 28% False False 165,297
20 44.05 36.58 7.47 19.4% 1.32 3.4% 26% False False 125,484
40 44.05 36.58 7.47 19.4% 1.28 3.3% 26% False False 96,158
60 44.05 36.58 7.47 19.4% 1.32 3.4% 26% False False 74,720
80 44.05 32.79 11.26 29.2% 1.50 3.9% 51% False False 61,048
100 44.05 25.99 18.06 46.8% 1.57 4.1% 70% False False 53,555
120 44.05 24.43 19.62 50.9% 1.70 4.4% 72% False False 48,466
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 0.30
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 45.03
2.618 42.64
1.618 41.18
1.000 40.28
0.618 39.72
HIGH 38.82
0.618 38.26
0.500 38.09
0.382 37.92
LOW 37.36
0.618 36.46
1.000 35.90
1.618 35.00
2.618 33.54
4.250 31.16
Fisher Pivots for day following 15-Sep-2020
Pivot 1 day 3 day
R1 38.40 38.34
PP 38.24 38.13
S1 38.09 37.92

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

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