NYMEX Light Sweet Crude Oil Future December 2020


Trading Metrics calculated at close of trading on 23-Sep-2020
Day Change Summary
Previous Current
22-Sep-2020 23-Sep-2020 Change Change % Previous Week
Open 40.08 40.03 -0.05 -0.1% 38.01
High 40.56 41.04 0.48 1.2% 42.02
Low 39.50 39.56 0.06 0.2% 37.53
Close 40.09 40.22 0.13 0.3% 41.61
Range 1.06 1.48 0.42 39.6% 4.49
ATR 1.47 1.47 0.00 0.1% 0.00
Volume 62,691 87,557 24,866 39.7% 746,483
Daily Pivots for day following 23-Sep-2020
Classic Woodie Camarilla DeMark
R4 44.71 43.95 41.03
R3 43.23 42.47 40.63
R2 41.75 41.75 40.49
R1 40.99 40.99 40.36 41.37
PP 40.27 40.27 40.27 40.47
S1 39.51 39.51 40.08 39.89
S2 38.79 38.79 39.95
S3 37.31 38.03 39.81
S4 35.83 36.55 39.41
Weekly Pivots for week ending 18-Sep-2020
Classic Woodie Camarilla DeMark
R4 53.86 52.22 44.08
R3 49.37 47.73 42.84
R2 44.88 44.88 42.43
R1 43.24 43.24 42.02 44.06
PP 40.39 40.39 40.39 40.80
S1 38.75 38.75 41.20 39.57
S2 35.90 35.90 40.79
S3 31.41 34.26 40.38
S4 26.92 29.77 39.14
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 42.02 39.21 2.81 7.0% 1.61 4.0% 36% False False 105,843
10 42.02 37.47 4.55 11.3% 1.46 3.6% 60% False False 126,565
20 44.33 37.11 7.22 18.0% 1.49 3.7% 43% False False 121,852
40 44.33 37.11 7.22 18.0% 1.32 3.3% 43% False False 102,971
60 44.33 37.11 7.22 18.0% 1.26 3.1% 43% False False 91,555
80 44.33 35.72 8.61 21.4% 1.43 3.6% 52% False False 87,661
100 44.33 27.57 16.76 41.7% 1.54 3.8% 75% False False 87,209
120 44.33 25.31 19.02 47.3% 1.70 4.2% 78% False False 90,272
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.40
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 47.33
2.618 44.91
1.618 43.43
1.000 42.52
0.618 41.95
HIGH 41.04
0.618 40.47
0.500 40.30
0.382 40.13
LOW 39.56
0.618 38.65
1.000 38.08
1.618 37.17
2.618 35.69
4.250 33.27
Fisher Pivots for day following 23-Sep-2020
Pivot 1 day 3 day
R1 40.30 40.50
PP 40.27 40.40
S1 40.25 40.31

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

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