NYMEX Light Sweet Crude Oil Future January 2021


Trading Metrics calculated at close of trading on 08-Sep-2020
Day Change Summary
Previous Current
04-Sep-2020 08-Sep-2020 Change Change % Previous Week
Open 42.33 40.68 -1.65 -3.9% 43.99
High 42.92 40.80 -2.12 -4.9% 44.48
Low 40.65 37.62 -3.03 -7.5% 40.65
Close 41.02 38.21 -2.81 -6.9% 41.02
Range 2.27 3.18 0.91 40.1% 3.83
ATR 1.16 1.32 0.16 13.8% 0.00
Volume 29,229 66,132 36,903 126.3% 130,441
Daily Pivots for day following 08-Sep-2020
Classic Woodie Camarilla DeMark
R4 48.42 46.49 39.96
R3 45.24 43.31 39.08
R2 42.06 42.06 38.79
R1 40.13 40.13 38.50 39.51
PP 38.88 38.88 38.88 38.56
S1 36.95 36.95 37.92 36.33
S2 35.70 35.70 37.63
S3 32.52 33.77 37.34
S4 29.34 30.59 36.46
Weekly Pivots for week ending 04-Sep-2020
Classic Woodie Camarilla DeMark
R4 53.54 51.11 43.13
R3 49.71 47.28 42.07
R2 45.88 45.88 41.72
R1 43.45 43.45 41.37 42.75
PP 42.05 42.05 42.05 41.70
S1 39.62 39.62 40.67 38.92
S2 38.22 38.22 40.32
S3 34.39 35.79 39.97
S4 30.56 31.96 38.91
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 44.27 37.62 6.65 17.4% 1.85 4.8% 9% False True 36,299
10 44.60 37.62 6.98 18.3% 1.35 3.5% 8% False True 29,843
20 44.60 37.62 6.98 18.3% 1.14 3.0% 8% False True 27,618
40 44.60 37.62 6.98 18.3% 1.13 3.0% 8% False True 23,079
60 44.60 36.07 8.53 22.3% 1.26 3.3% 25% False False 19,963
80 44.60 31.32 13.28 34.8% 1.39 3.6% 52% False False 17,868
100 44.60 26.22 18.38 48.1% 1.55 4.0% 65% False False 16,496
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.21
Widest range in 96 trading days
Fibonacci Retracements and Extensions
4.250 54.32
2.618 49.13
1.618 45.95
1.000 43.98
0.618 42.77
HIGH 40.80
0.618 39.59
0.500 39.21
0.382 38.83
LOW 37.62
0.618 35.65
1.000 34.44
1.618 32.47
2.618 29.29
4.250 24.11
Fisher Pivots for day following 08-Sep-2020
Pivot 1 day 3 day
R1 39.21 40.27
PP 38.88 39.58
S1 38.54 38.90

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

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