NYMEX Light Sweet Crude Oil Future December 2020


Trading Metrics calculated at close of trading on 29-Sep-2020
Day Change Summary
Previous Current
28-Sep-2020 29-Sep-2020 Change Change % Previous Week
Open 40.24 40.84 0.60 1.5% 41.44
High 41.06 40.95 -0.11 -0.3% 41.78
Low 40.05 38.70 -1.35 -3.4% 39.21
Close 40.87 39.56 -1.31 -3.2% 40.51
Range 1.01 2.25 1.24 122.8% 2.57
ATR 1.38 1.44 0.06 4.5% 0.00
Volume 61,393 152,527 91,134 148.4% 421,241
Daily Pivots for day following 29-Sep-2020
Classic Woodie Camarilla DeMark
R4 46.49 45.27 40.80
R3 44.24 43.02 40.18
R2 41.99 41.99 39.97
R1 40.77 40.77 39.77 40.26
PP 39.74 39.74 39.74 39.48
S1 38.52 38.52 39.35 38.01
S2 37.49 37.49 39.15
S3 35.24 36.27 38.94
S4 32.99 34.02 38.32
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 38.70 2.36 6.0% 1.37 3.5% 36% False True 91,804
10 42.02 38.70 3.32 8.4% 1.54 3.9% 26% False True 112,057
20 43.98 37.11 6.87 17.4% 1.58 4.0% 36% False False 124,661
40 44.33 37.11 7.22 18.3% 1.32 3.3% 34% False False 104,943
60 44.33 37.11 7.22 18.3% 1.26 3.2% 34% False False 92,390
80 44.33 35.72 8.61 21.8% 1.42 3.6% 45% False False 88,167
100 44.33 29.68 14.65 37.0% 1.49 3.8% 67% False False 86,370
120 44.33 25.31 19.02 48.1% 1.67 4.2% 75% False False 89,621
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 0.37
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 50.51
2.618 46.84
1.618 44.59
1.000 43.20
0.618 42.34
HIGH 40.95
0.618 40.09
0.500 39.83
0.382 39.56
LOW 38.70
0.618 37.31
1.000 36.45
1.618 35.06
2.618 32.81
4.250 29.14
Fisher Pivots for day following 29-Sep-2020
Pivot 1 day 3 day
R1 39.83 39.88
PP 39.74 39.77
S1 39.65 39.67

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

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