NYMEX Light Sweet Crude Oil Future January 2021


Trading Metrics calculated at close of trading on 16-Sep-2020
Day Change Summary
Previous Current
15-Sep-2020 16-Sep-2020 Change Change % Previous Week
Open 38.60 39.46 0.86 2.2% 40.68
High 39.61 41.27 1.66 4.2% 40.80
Low 38.29 39.44 1.15 3.0% 37.60
Close 39.38 41.10 1.72 4.4% 38.56
Range 1.32 1.83 0.51 38.6% 3.20
ATR 1.30 1.34 0.04 3.2% 0.00
Volume 44,982 55,786 10,804 24.0% 172,251
Daily Pivots for day following 16-Sep-2020
Classic Woodie Camarilla DeMark
R4 46.09 45.43 42.11
R3 44.26 43.60 41.60
R2 42.43 42.43 41.44
R1 41.77 41.77 41.27 42.10
PP 40.60 40.60 40.60 40.77
S1 39.94 39.94 40.93 40.27
S2 38.77 38.77 40.76
S3 36.94 38.11 40.60
S4 35.11 36.28 40.09
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 41.27 37.98 3.29 8.0% 1.24 3.0% 95% True False 38,604
10 44.15 37.60 6.55 15.9% 1.69 4.1% 53% False False 39,388
20 44.60 37.60 7.00 17.0% 1.27 3.1% 50% False False 31,462
40 44.60 37.60 7.00 17.0% 1.19 2.9% 50% False False 27,260
60 44.60 37.60 7.00 17.0% 1.22 3.0% 50% False False 22,863
80 44.60 33.95 10.65 25.9% 1.37 3.3% 67% False False 20,092
100 44.60 27.77 16.83 40.9% 1.45 3.5% 79% False False 18,160
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 0.31
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 49.05
2.618 46.06
1.618 44.23
1.000 43.10
0.618 42.40
HIGH 41.27
0.618 40.57
0.500 40.36
0.382 40.14
LOW 39.44
0.618 38.31
1.000 37.61
1.618 36.48
2.618 34.65
4.250 31.66
Fisher Pivots for day following 16-Sep-2020
Pivot 1 day 3 day
R1 40.85 40.62
PP 40.60 40.13
S1 40.36 39.65

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

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