NYMEX Light Sweet Crude Oil Future December 2020


Trading Metrics calculated at close of trading on 28-Sep-2020
Day Change Summary
Previous Current
25-Sep-2020 28-Sep-2020 Change Change % Previous Week
Open 40.35 40.24 -0.11 -0.3% 41.44
High 40.89 41.06 0.17 0.4% 41.78
Low 40.00 40.05 0.05 0.1% 39.21
Close 40.51 40.87 0.36 0.9% 40.51
Range 0.89 1.01 0.12 13.5% 2.57
ATR 1.41 1.38 -0.03 -2.0% 0.00
Volume 79,135 61,393 -17,742 -22.4% 421,241
Daily Pivots for day following 28-Sep-2020
Classic Woodie Camarilla DeMark
R4 43.69 43.29 41.43
R3 42.68 42.28 41.15
R2 41.67 41.67 41.06
R1 41.27 41.27 40.96 41.47
PP 40.66 40.66 40.66 40.76
S1 40.26 40.26 40.78 40.46
S2 39.65 39.65 40.68
S3 38.64 39.25 40.59
S4 37.63 38.24 40.31
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 41.06 39.41 1.65 4.0% 1.13 2.8% 88% True False 73,837
10 42.02 37.79 4.23 10.3% 1.45 3.6% 73% False False 110,826
20 44.19 37.11 7.08 17.3% 1.52 3.7% 53% False False 120,004
40 44.33 37.11 7.22 17.7% 1.30 3.2% 52% False False 102,924
60 44.33 37.11 7.22 17.7% 1.25 3.1% 52% False False 91,198
80 44.33 35.72 8.61 21.1% 1.42 3.5% 60% False False 87,614
100 44.33 29.63 14.70 36.0% 1.49 3.7% 76% False False 85,836
120 44.33 25.31 19.02 46.5% 1.66 4.1% 82% False False 89,199
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 0.39
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 45.35
2.618 43.70
1.618 42.69
1.000 42.07
0.618 41.68
HIGH 41.06
0.618 40.67
0.500 40.56
0.382 40.44
LOW 40.05
0.618 39.43
1.000 39.04
1.618 38.42
2.618 37.41
4.250 35.76
Fisher Pivots for day following 28-Sep-2020
Pivot 1 day 3 day
R1 40.77 40.66
PP 40.66 40.45
S1 40.56 40.24

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

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