NYMEX Light Sweet Crude Oil Future November 2020


Trading Metrics calculated at close of trading on 16-Sep-2020
Day Change Summary
Previous Current
15-Sep-2020 16-Sep-2020 Change Change % Previous Week
Open 37.60 38.65 1.05 2.8% 39.86
High 38.82 40.59 1.77 4.6% 39.96
Low 37.36 38.62 1.26 3.4% 36.58
Close 38.55 40.41 1.86 4.8% 37.65
Range 1.46 1.97 0.51 34.9% 3.38
ATR 1.40 1.45 0.05 3.2% 0.00
Volume 217,077 283,420 66,343 30.6% 790,226
Daily Pivots for day following 16-Sep-2020
Classic Woodie Camarilla DeMark
R4 45.78 45.07 41.49
R3 43.81 43.10 40.95
R2 41.84 41.84 40.77
R1 41.13 41.13 40.59 41.49
PP 39.87 39.87 39.87 40.05
S1 39.16 39.16 40.23 39.52
S2 37.90 37.90 40.05
S3 35.93 37.19 39.87
S4 33.96 35.22 39.33
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 40.59 37.02 3.57 8.8% 1.33 3.3% 95% True False 201,891
10 43.51 36.58 6.93 17.1% 1.81 4.5% 55% False False 182,614
20 44.05 36.58 7.47 18.5% 1.38 3.4% 51% False False 136,634
40 44.05 36.58 7.47 18.5% 1.29 3.2% 51% False False 102,122
60 44.05 36.58 7.47 18.5% 1.32 3.3% 51% False False 79,183
80 44.05 33.09 10.96 27.1% 1.49 3.7% 67% False False 64,453
100 44.05 25.99 18.06 44.7% 1.57 3.9% 80% False False 56,218
120 44.05 24.43 19.62 48.6% 1.71 4.2% 81% False False 50,696
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.29
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 48.96
2.618 45.75
1.618 43.78
1.000 42.56
0.618 41.81
HIGH 40.59
0.618 39.84
0.500 39.61
0.382 39.37
LOW 38.62
0.618 37.40
1.000 36.65
1.618 35.43
2.618 33.46
4.250 30.25
Fisher Pivots for day following 16-Sep-2020
Pivot 1 day 3 day
R1 40.14 39.89
PP 39.87 39.37
S1 39.61 38.86

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

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