NYMEX Light Sweet Crude Oil Future December 2020


Trading Metrics calculated at close of trading on 25-Sep-2020
Day Change Summary
Previous Current
24-Sep-2020 25-Sep-2020 Change Change % Previous Week
Open 39.87 40.35 0.48 1.2% 41.44
High 40.64 40.89 0.25 0.6% 41.78
Low 39.41 40.00 0.59 1.5% 39.21
Close 40.58 40.51 -0.07 -0.2% 40.51
Range 1.23 0.89 -0.34 -27.6% 2.57
ATR 1.45 1.41 -0.04 -2.8% 0.00
Volume 78,411 79,135 724 0.9% 421,241
Daily Pivots for day following 25-Sep-2020
Classic Woodie Camarilla DeMark
R4 43.14 42.71 41.00
R3 42.25 41.82 40.75
R2 41.36 41.36 40.67
R1 40.93 40.93 40.59 41.15
PP 40.47 40.47 40.47 40.57
S1 40.04 40.04 40.43 40.26
S2 39.58 39.58 40.35
S3 38.69 39.15 40.27
S4 37.80 38.26 40.02
Weekly Pivots for week ending 25-Sep-2020
Classic Woodie Camarilla DeMark
R4 48.21 46.93 41.92
R3 45.64 44.36 41.22
R2 43.07 43.07 40.98
R1 41.79 41.79 40.75 41.15
PP 40.50 40.50 40.50 40.18
S1 39.22 39.22 40.27 38.58
S2 37.93 37.93 40.04
S3 35.36 36.65 39.80
S4 32.79 34.08 39.10
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 41.78 39.21 2.57 6.3% 1.45 3.6% 51% False False 84,248
10 42.02 37.53 4.49 11.1% 1.44 3.5% 66% False False 116,772
20 44.19 37.11 7.08 17.5% 1.50 3.7% 48% False False 120,926
40 44.33 37.11 7.22 17.8% 1.30 3.2% 47% False False 102,948
60 44.33 37.11 7.22 17.8% 1.25 3.1% 47% False False 91,468
80 44.33 35.72 8.61 21.3% 1.42 3.5% 56% False False 87,542
100 44.33 29.63 14.70 36.3% 1.51 3.7% 74% False False 86,218
120 44.33 25.31 19.02 47.0% 1.67 4.1% 80% False False 89,425
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.41
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 44.67
2.618 43.22
1.618 42.33
1.000 41.78
0.618 41.44
HIGH 40.89
0.618 40.55
0.500 40.45
0.382 40.34
LOW 40.00
0.618 39.45
1.000 39.11
1.618 38.56
2.618 37.67
4.250 36.22
Fisher Pivots for day following 25-Sep-2020
Pivot 1 day 3 day
R1 40.49 40.42
PP 40.47 40.32
S1 40.45 40.23

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

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