NYMEX Light Sweet Crude Oil Future November 2020


Trading Metrics calculated at close of trading on 18-Sep-2020
Day Change Summary
Previous Current
17-Sep-2020 18-Sep-2020 Change Change % Previous Week
Open 40.41 41.20 0.79 2.0% 37.60
High 41.48 41.72 0.24 0.6% 41.72
Low 39.67 40.52 0.85 2.1% 37.12
Close 41.22 41.32 0.10 0.2% 41.32
Range 1.81 1.20 -0.61 -33.7% 4.60
ATR 1.47 1.45 -0.02 -1.3% 0.00
Volume 270,184 280,854 10,670 3.9% 1,236,721
Daily Pivots for day following 18-Sep-2020
Classic Woodie Camarilla DeMark
R4 44.79 44.25 41.98
R3 43.59 43.05 41.65
R2 42.39 42.39 41.54
R1 41.85 41.85 41.43 42.12
PP 41.19 41.19 41.19 41.32
S1 40.65 40.65 41.21 40.92
S2 39.99 39.99 41.10
S3 38.79 39.45 40.99
S4 37.59 38.25 40.66
Weekly Pivots for week ending 18-Sep-2020
Classic Woodie Camarilla DeMark
R4 53.85 52.19 43.85
R3 49.25 47.59 42.59
R2 44.65 44.65 42.16
R1 42.99 42.99 41.74 43.82
PP 40.05 40.05 40.05 40.47
S1 38.39 38.39 40.90 39.22
S2 35.45 35.45 40.48
S3 30.85 33.79 40.06
S4 26.25 29.19 38.79
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 41.72 37.12 4.60 11.1% 1.46 3.5% 91% True False 247,344
10 42.19 36.58 5.61 13.6% 1.77 4.3% 84% False False 214,261
20 44.05 36.58 7.47 18.1% 1.43 3.5% 63% False False 156,026
40 44.05 36.58 7.47 18.1% 1.31 3.2% 63% False False 113,870
60 44.05 36.58 7.47 18.1% 1.29 3.1% 63% False False 87,577
80 44.05 33.09 10.96 26.5% 1.47 3.6% 75% False False 70,839
100 44.05 26.29 17.76 43.0% 1.57 3.8% 85% False False 61,380
120 44.05 24.43 19.62 47.5% 1.71 4.1% 86% False False 54,920
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
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 0.39
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 46.82
2.618 44.86
1.618 43.66
1.000 42.92
0.618 42.46
HIGH 41.72
0.618 41.26
0.500 41.12
0.382 40.98
LOW 40.52
0.618 39.78
1.000 39.32
1.618 38.58
2.618 37.38
4.250 35.42
Fisher Pivots for day following 18-Sep-2020
Pivot 1 day 3 day
R1 41.25 40.94
PP 41.19 40.55
S1 41.12 40.17

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

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