NYMEX Light Sweet Crude Oil Future December 2020


Trading Metrics calculated at close of trading on 16-Sep-2020
Day Change Summary
Previous Current
15-Sep-2020 16-Sep-2020 Change Change % Previous Week
Open 38.07 39.01 0.94 2.5% 40.33
High 39.18 40.90 1.72 4.4% 40.40
Low 37.79 38.98 1.19 3.1% 37.11
Close 38.93 40.72 1.79 4.6% 38.08
Range 1.39 1.92 0.53 38.1% 3.29
ATR 1.36 1.41 0.04 3.2% 0.00
Volume 140,217 219,888 79,671 56.8% 655,997
Daily Pivots for day following 16-Sep-2020
Classic Woodie Camarilla DeMark
R4 45.96 45.26 41.78
R3 44.04 43.34 41.25
R2 42.12 42.12 41.07
R1 41.42 41.42 40.90 41.77
PP 40.20 40.20 40.20 40.38
S1 39.50 39.50 40.54 39.85
S2 38.28 38.28 40.37
S3 36.36 37.58 40.19
S4 34.44 35.66 39.66
Weekly Pivots for week ending 11-Sep-2020
Classic Woodie Camarilla DeMark
R4 48.40 46.53 39.89
R3 45.11 43.24 38.98
R2 41.82 41.82 38.68
R1 39.95 39.95 38.38 39.24
PP 38.53 38.53 38.53 38.18
S1 36.66 36.66 37.78 35.95
S2 35.24 35.24 37.48
S3 31.95 33.37 37.18
S4 28.66 30.08 36.27
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 40.90 37.47 3.43 8.4% 1.30 3.2% 95% True False 147,287
10 43.84 37.11 6.73 16.5% 1.76 4.3% 54% False False 150,589
20 44.33 37.11 7.22 17.7% 1.34 3.3% 50% False False 117,507
40 44.33 37.11 7.22 17.7% 1.25 3.1% 50% False False 97,710
60 44.33 37.11 7.22 17.7% 1.29 3.2% 50% False False 88,645
80 44.33 33.53 10.80 26.5% 1.46 3.6% 67% False False 85,868
100 44.33 26.91 17.42 42.8% 1.56 3.8% 79% False False 87,145
120 44.33 25.31 19.02 46.7% 1.72 4.2% 81% False False 90,460
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.31
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 49.06
2.618 45.93
1.618 44.01
1.000 42.82
0.618 42.09
HIGH 40.90
0.618 40.17
0.500 39.94
0.382 39.71
LOW 38.98
0.618 37.79
1.000 37.06
1.618 35.87
2.618 33.95
4.250 30.82
Fisher Pivots for day following 16-Sep-2020
Pivot 1 day 3 day
R1 40.46 40.22
PP 40.20 39.72
S1 39.94 39.22

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

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