NYMEX Light Sweet Crude Oil Future January 2021


Trading Metrics calculated at close of trading on 10-Sep-2020
Day Change Summary
Previous Current
09-Sep-2020 10-Sep-2020 Change Change % Previous Week
Open 38.17 39.12 0.95 2.5% 43.99
High 39.64 39.42 -0.22 -0.6% 44.48
Low 37.60 38.20 0.60 1.6% 40.65
Close 39.34 38.60 -0.74 -1.9% 41.02
Range 2.04 1.22 -0.82 -40.2% 3.83
ATR 1.37 1.36 -0.01 -0.8% 0.00
Volume 42,037 36,744 -5,293 -12.6% 130,441
Daily Pivots for day following 10-Sep-2020
Classic Woodie Camarilla DeMark
R4 42.40 41.72 39.27
R3 41.18 40.50 38.94
R2 39.96 39.96 38.82
R1 39.28 39.28 38.71 39.01
PP 38.74 38.74 38.74 38.61
S1 38.06 38.06 38.49 37.79
S2 37.52 37.52 38.38
S3 36.30 36.84 38.26
S4 35.08 35.62 37.93
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 42.92 37.60 5.32 13.8% 2.02 5.2% 19% False False 40,881
10 44.48 37.60 6.88 17.8% 1.51 3.9% 15% False False 31,196
20 44.60 37.60 7.00 18.1% 1.18 3.0% 14% False False 28,671
40 44.60 37.60 7.00 18.1% 1.15 3.0% 14% False False 24,455
60 44.60 37.60 7.00 18.1% 1.24 3.2% 14% False False 21,041
80 44.60 33.62 10.98 28.4% 1.38 3.6% 45% False False 18,591
100 44.60 26.22 18.38 47.6% 1.55 4.0% 67% False False 17,125
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.26
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 44.61
2.618 42.61
1.618 41.39
1.000 40.64
0.618 40.17
HIGH 39.42
0.618 38.95
0.500 38.81
0.382 38.67
LOW 38.20
0.618 37.45
1.000 36.98
1.618 36.23
2.618 35.01
4.250 33.02
Fisher Pivots for day following 10-Sep-2020
Pivot 1 day 3 day
R1 38.81 39.20
PP 38.74 39.00
S1 38.67 38.80

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

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