NYMEX Light Sweet Crude Oil Future January 2021


Trading Metrics calculated at close of trading on 18-Sep-2020
Day Change Summary
Previous Current
17-Sep-2020 18-Sep-2020 Change Change % Previous Week
Open 41.20 41.88 0.68 1.7% 38.47
High 42.12 42.36 0.24 0.6% 42.36
Low 40.37 41.25 0.88 2.2% 38.02
Close 41.87 41.93 0.06 0.1% 41.93
Range 1.75 1.11 -0.64 -36.6% 4.34
ATR 1.37 1.35 -0.02 -1.4% 0.00
Volume 44,773 40,727 -4,046 -9.0% 214,441
Daily Pivots for day following 18-Sep-2020
Classic Woodie Camarilla DeMark
R4 45.18 44.66 42.54
R3 44.07 43.55 42.24
R2 42.96 42.96 42.13
R1 42.44 42.44 42.03 42.70
PP 41.85 41.85 41.85 41.98
S1 41.33 41.33 41.83 41.59
S2 40.74 40.74 41.73
S3 39.63 40.22 41.62
S4 38.52 39.11 41.32
Weekly Pivots for week ending 18-Sep-2020
Classic Woodie Camarilla DeMark
R4 53.79 52.20 44.32
R3 49.45 47.86 43.12
R2 45.11 45.11 42.73
R1 43.52 43.52 42.33 44.32
PP 40.77 40.77 40.77 41.17
S1 39.18 39.18 41.53 39.98
S2 36.43 36.43 41.13
S3 32.09 34.84 40.74
S4 27.75 30.50 39.54
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 42.36 38.02 4.34 10.4% 1.37 3.3% 90% True False 42,888
10 42.92 37.60 5.32 12.7% 1.66 3.9% 81% False False 41,592
20 44.60 37.60 7.00 16.7% 1.33 3.2% 62% False False 33,605
40 44.60 37.60 7.00 16.7% 1.21 2.9% 62% False False 28,685
60 44.60 37.60 7.00 16.7% 1.20 2.9% 62% False False 23,923
80 44.60 33.95 10.65 25.4% 1.36 3.2% 75% False False 20,822
100 44.60 28.01 16.59 39.6% 1.45 3.5% 84% False False 18,870
120 44.60 26.22 18.38 43.8% 1.57 3.7% 85% False False 17,680
Crabel Price Patterns
NR True
NR4 True
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 0.41
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 47.08
2.618 45.27
1.618 44.16
1.000 43.47
0.618 43.05
HIGH 42.36
0.618 41.94
0.500 41.81
0.382 41.67
LOW 41.25
0.618 40.56
1.000 40.14
1.618 39.45
2.618 38.34
4.250 36.53
Fisher Pivots for day following 18-Sep-2020
Pivot 1 day 3 day
R1 41.89 41.59
PP 41.85 41.24
S1 41.81 40.90

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

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