NYMEX Light Sweet Crude Oil Future December 2020


Trading Metrics calculated at close of trading on 10-Sep-2020
Day Change Summary
Previous Current
09-Sep-2020 10-Sep-2020 Change Change % Previous Week
Open 37.71 38.59 0.88 2.3% 43.61
High 39.22 38.99 -0.23 -0.6% 44.19
Low 37.11 37.73 0.62 1.7% 40.20
Close 38.87 38.11 -0.76 -2.0% 40.59
Range 2.11 1.26 -0.85 -40.3% 3.99
ATR 1.44 1.43 -0.01 -0.9% 0.00
Volume 157,032 135,411 -21,621 -13.8% 514,974
Daily Pivots for day following 10-Sep-2020
Classic Woodie Camarilla DeMark
R4 42.06 41.34 38.80
R3 40.80 40.08 38.46
R2 39.54 39.54 38.34
R1 38.82 38.82 38.23 38.55
PP 38.28 38.28 38.28 38.14
S1 37.56 37.56 37.99 37.29
S2 37.02 37.02 37.88
S3 35.76 36.30 37.76
S4 34.50 35.04 37.42
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 42.56 37.11 5.45 14.3% 2.10 5.5% 18% False False 155,024
10 44.19 37.11 7.08 18.6% 1.58 4.1% 14% False False 122,109
20 44.33 37.11 7.22 18.9% 1.24 3.3% 14% False False 101,373
40 44.33 37.11 7.22 18.9% 1.22 3.2% 14% False False 88,520
60 44.33 37.11 7.22 18.9% 1.31 3.4% 14% False False 83,330
80 44.33 33.12 11.21 29.4% 1.48 3.9% 45% False False 81,962
100 44.33 25.31 19.02 49.9% 1.67 4.4% 67% False False 86,550
120 44.33 25.31 19.02 49.9% 1.74 4.6% 67% False False 87,850
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.28
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 44.35
2.618 42.29
1.618 41.03
1.000 40.25
0.618 39.77
HIGH 38.99
0.618 38.51
0.500 38.36
0.382 38.21
LOW 37.73
0.618 36.95
1.000 36.47
1.618 35.69
2.618 34.43
4.250 32.38
Fisher Pivots for day following 10-Sep-2020
Pivot 1 day 3 day
R1 38.36 38.76
PP 38.28 38.54
S1 38.19 38.33

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

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