NYMEX Light Sweet Crude Oil Future January 2021


Trading Metrics calculated at close of trading on 11-Sep-2020
Day Change Summary
Previous Current
10-Sep-2020 11-Sep-2020 Change Change % Previous Week
Open 39.12 38.45 -0.67 -1.7% 40.68
High 39.42 38.98 -0.44 -1.1% 40.80
Low 38.20 37.98 -0.22 -0.6% 37.60
Close 38.60 38.56 -0.04 -0.1% 38.56
Range 1.22 1.00 -0.22 -18.0% 3.20
ATR 1.36 1.34 -0.03 -1.9% 0.00
Volume 36,744 27,338 -9,406 -25.6% 172,251
Daily Pivots for day following 11-Sep-2020
Classic Woodie Camarilla DeMark
R4 41.51 41.03 39.11
R3 40.51 40.03 38.84
R2 39.51 39.51 38.74
R1 39.03 39.03 38.65 39.27
PP 38.51 38.51 38.51 38.63
S1 38.03 38.03 38.47 38.27
S2 37.51 37.51 38.38
S3 36.51 37.03 38.29
S4 35.51 36.03 38.01
Weekly Pivots for week ending 11-Sep-2020
Classic Woodie Camarilla DeMark
R4 48.59 46.77 40.32
R3 45.39 43.57 39.44
R2 42.19 42.19 39.15
R1 40.37 40.37 38.85 39.68
PP 38.99 38.99 38.99 38.64
S1 37.17 37.17 38.27 36.48
S2 35.79 35.79 37.97
S3 32.59 33.97 37.68
S4 29.39 30.77 36.80
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% 1.94 5.0% 18% False False 40,296
10 44.48 37.60 6.88 17.8% 1.51 3.9% 14% False False 31,885
20 44.60 37.60 7.00 18.2% 1.20 3.1% 14% False False 28,557
40 44.60 37.60 7.00 18.2% 1.17 3.0% 14% False False 24,880
60 44.60 37.60 7.00 18.2% 1.23 3.2% 14% False False 21,366
80 44.60 33.62 10.98 28.5% 1.38 3.6% 45% False False 18,874
100 44.60 26.22 18.38 47.7% 1.50 3.9% 67% False False 17,133
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 0.31
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 43.23
2.618 41.60
1.618 40.60
1.000 39.98
0.618 39.60
HIGH 38.98
0.618 38.60
0.500 38.48
0.382 38.36
LOW 37.98
0.618 37.36
1.000 36.98
1.618 36.36
2.618 35.36
4.250 33.73
Fisher Pivots for day following 11-Sep-2020
Pivot 1 day 3 day
R1 38.53 38.62
PP 38.51 38.60
S1 38.48 38.58

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

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