NYMEX Light Sweet Crude Oil Future November 2020


Trading Metrics calculated at close of trading on 21-Sep-2020
Day Change Summary
Previous Current
18-Sep-2020 21-Sep-2020 Change Change % Previous Week
Open 41.20 41.19 -0.01 0.0% 37.60
High 41.72 41.49 -0.23 -0.6% 41.72
Low 40.52 38.87 -1.65 -4.1% 37.12
Close 41.32 39.54 -1.78 -4.3% 41.32
Range 1.20 2.62 1.42 118.3% 4.60
ATR 1.45 1.54 0.08 5.7% 0.00
Volume 280,854 405,205 124,351 44.3% 1,236,721
Daily Pivots for day following 21-Sep-2020
Classic Woodie Camarilla DeMark
R4 47.83 46.30 40.98
R3 45.21 43.68 40.26
R2 42.59 42.59 40.02
R1 41.06 41.06 39.78 40.52
PP 39.97 39.97 39.97 39.69
S1 38.44 38.44 39.30 37.90
S2 37.35 37.35 39.06
S3 34.73 35.82 38.82
S4 32.11 33.20 38.10
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 37.36 4.36 11.0% 1.81 4.6% 50% False False 291,348
10 41.72 36.58 5.14 13.0% 1.78 4.5% 58% False False 243,215
20 44.05 36.58 7.47 18.9% 1.49 3.8% 40% False False 172,047
40 44.05 36.58 7.47 18.9% 1.35 3.4% 40% False False 122,958
60 44.05 36.58 7.47 18.9% 1.31 3.3% 40% False False 93,860
80 44.05 34.07 9.98 25.2% 1.48 3.7% 55% False False 75,713
100 44.05 26.73 17.32 43.8% 1.58 4.0% 74% False False 65,229
120 44.05 24.43 19.62 49.6% 1.72 4.3% 77% False False 58,185
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.36
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 52.63
2.618 48.35
1.618 45.73
1.000 44.11
0.618 43.11
HIGH 41.49
0.618 40.49
0.500 40.18
0.382 39.87
LOW 38.87
0.618 37.25
1.000 36.25
1.618 34.63
2.618 32.01
4.250 27.74
Fisher Pivots for day following 21-Sep-2020
Pivot 1 day 3 day
R1 40.18 40.30
PP 39.97 40.04
S1 39.75 39.79

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

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