NYMEX Light Sweet Crude Oil Future December 2020


Trading Metrics calculated at close of trading on 09-Sep-2020
Day Change Summary
Previous Current
08-Sep-2020 09-Sep-2020 Change Change % Previous Week
Open 40.33 37.71 -2.62 -6.5% 43.61
High 40.40 39.22 -1.18 -2.9% 44.19
Low 37.12 37.11 -0.01 0.0% 40.20
Close 37.71 38.87 1.16 3.1% 40.59
Range 3.28 2.11 -1.17 -35.7% 3.99
ATR 1.39 1.44 0.05 3.7% 0.00
Volume 243,488 157,032 -86,456 -35.5% 514,974
Daily Pivots for day following 09-Sep-2020
Classic Woodie Camarilla DeMark
R4 44.73 43.91 40.03
R3 42.62 41.80 39.45
R2 40.51 40.51 39.26
R1 39.69 39.69 39.06 40.10
PP 38.40 38.40 38.40 38.61
S1 37.58 37.58 38.68 37.99
S2 36.29 36.29 38.48
S3 34.18 35.47 38.29
S4 32.07 33.36 37.71
Weekly Pivots for week ending 04-Sep-2020
Classic Woodie Camarilla DeMark
R4 53.63 51.10 42.78
R3 49.64 47.11 41.69
R2 45.65 45.65 41.32
R1 43.12 43.12 40.96 42.39
PP 41.66 41.66 41.66 41.30
S1 39.13 39.13 40.22 38.40
S2 37.67 37.67 39.86
S3 33.68 35.14 39.49
S4 29.69 31.15 38.40
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 43.84 37.11 6.73 17.3% 2.22 5.7% 26% False True 153,892
10 44.33 37.11 7.22 18.6% 1.52 3.9% 24% False True 117,140
20 44.33 37.11 7.22 18.6% 1.24 3.2% 24% False True 99,906
40 44.33 37.11 7.22 18.6% 1.21 3.1% 24% False True 87,025
60 44.33 37.11 7.22 18.6% 1.33 3.4% 24% False True 82,417
80 44.33 32.13 12.20 31.4% 1.50 3.9% 55% False False 81,480
100 44.33 25.31 19.02 48.9% 1.68 4.3% 71% False False 86,300
120 44.33 25.31 19.02 48.9% 1.77 4.5% 71% False False 87,638
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 0.28
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 48.19
2.618 44.74
1.618 42.63
1.000 41.33
0.618 40.52
HIGH 39.22
0.618 38.41
0.500 38.17
0.382 37.92
LOW 37.11
0.618 35.81
1.000 35.00
1.618 33.70
2.618 31.59
4.250 28.14
Fisher Pivots for day following 09-Sep-2020
Pivot 1 day 3 day
R1 38.64 39.84
PP 38.40 39.51
S1 38.17 39.19

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

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