NYMEX Light Sweet Crude Oil Future January 2021


Trading Metrics calculated at close of trading on 17-Sep-2020
Day Change Summary
Previous Current
16-Sep-2020 17-Sep-2020 Change Change % Previous Week
Open 39.46 41.20 1.74 4.4% 40.68
High 41.27 42.12 0.85 2.1% 40.80
Low 39.44 40.37 0.93 2.4% 37.60
Close 41.10 41.87 0.77 1.9% 38.56
Range 1.83 1.75 -0.08 -4.4% 3.20
ATR 1.34 1.37 0.03 2.2% 0.00
Volume 55,786 44,773 -11,013 -19.7% 172,251
Daily Pivots for day following 17-Sep-2020
Classic Woodie Camarilla DeMark
R4 46.70 46.04 42.83
R3 44.95 44.29 42.35
R2 43.20 43.20 42.19
R1 42.54 42.54 42.03 42.87
PP 41.45 41.45 41.45 41.62
S1 40.79 40.79 41.71 41.12
S2 39.70 39.70 41.55
S3 37.95 39.04 41.39
S4 36.20 37.29 40.91
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 42.12 37.98 4.14 9.9% 1.35 3.2% 94% True False 40,210
10 42.92 37.60 5.32 12.7% 1.69 4.0% 80% False False 40,546
20 44.60 37.60 7.00 16.7% 1.33 3.2% 61% False False 32,993
40 44.60 37.60 7.00 16.7% 1.21 2.9% 61% False False 28,132
60 44.60 37.60 7.00 16.7% 1.23 2.9% 61% False False 23,502
80 44.60 33.95 10.65 25.4% 1.37 3.3% 74% False False 20,482
100 44.60 27.77 16.83 40.2% 1.45 3.5% 84% False False 18,549
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.38
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 49.56
2.618 46.70
1.618 44.95
1.000 43.87
0.618 43.20
HIGH 42.12
0.618 41.45
0.500 41.25
0.382 41.04
LOW 40.37
0.618 39.29
1.000 38.62
1.618 37.54
2.618 35.79
4.250 32.93
Fisher Pivots for day following 17-Sep-2020
Pivot 1 day 3 day
R1 41.66 41.32
PP 41.45 40.76
S1 41.25 40.21

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

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