NYMEX Light Sweet Crude Oil Future November 2020


Trading Metrics calculated at close of trading on 24-Sep-2020
Day Change Summary
Previous Current
23-Sep-2020 24-Sep-2020 Change Change % Previous Week
Open 39.76 39.60 -0.16 -0.4% 37.60
High 40.75 40.37 -0.38 -0.9% 41.72
Low 39.26 39.12 -0.14 -0.4% 37.12
Close 39.93 40.31 0.38 1.0% 41.32
Range 1.49 1.25 -0.24 -16.1% 4.60
ATR 1.50 1.49 -0.02 -1.2% 0.00
Volume 318,754 269,992 -48,762 -15.3% 1,236,721
Daily Pivots for day following 24-Sep-2020
Classic Woodie Camarilla DeMark
R4 43.68 43.25 41.00
R3 42.43 42.00 40.65
R2 41.18 41.18 40.54
R1 40.75 40.75 40.42 40.97
PP 39.93 39.93 39.93 40.04
S1 39.50 39.50 40.20 39.72
S2 38.68 38.68 40.08
S3 37.43 38.25 39.97
S4 36.18 37.00 39.62
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 38.87 2.85 7.1% 1.53 3.8% 51% False False 312,522
10 41.72 37.02 4.70 11.7% 1.48 3.7% 70% False False 267,117
20 43.89 36.58 7.31 18.1% 1.55 3.9% 51% False False 202,166
40 44.05 36.58 7.47 18.5% 1.37 3.4% 50% False False 141,035
60 44.05 36.58 7.47 18.5% 1.29 3.2% 50% False False 106,681
80 44.05 35.54 8.51 21.1% 1.46 3.6% 56% False False 85,946
100 44.05 28.55 15.50 38.5% 1.55 3.8% 76% False False 73,106
120 44.05 24.43 19.62 48.7% 1.68 4.2% 81% False False 64,638
Crabel Price Patterns
NR True
NR4 False
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 2 trading days
Fibonacci Retracements and Extensions
4.250 45.68
2.618 43.64
1.618 42.39
1.000 41.62
0.618 41.14
HIGH 40.37
0.618 39.89
0.500 39.75
0.382 39.60
LOW 39.12
0.618 38.35
1.000 37.87
1.618 37.10
2.618 35.85
4.250 33.81
Fisher Pivots for day following 24-Sep-2020
Pivot 1 day 3 day
R1 40.12 40.19
PP 39.93 40.06
S1 39.75 39.94

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

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