NYMEX Light Sweet Crude Oil Future January 2021


Trading Metrics calculated at close of trading on 22-Sep-2020
Day Change Summary
Previous Current
21-Sep-2020 22-Sep-2020 Change Change % Previous Week
Open 41.80 40.40 -1.40 -3.3% 38.47
High 42.10 40.87 -1.23 -2.9% 42.36
Low 39.59 39.84 0.25 0.6% 38.02
Close 40.19 40.40 0.21 0.5% 41.93
Range 2.51 1.03 -1.48 -59.0% 4.34
ATR 1.44 1.41 -0.03 -2.0% 0.00
Volume 39,688 41,829 2,141 5.4% 214,441
Daily Pivots for day following 22-Sep-2020
Classic Woodie Camarilla DeMark
R4 43.46 42.96 40.97
R3 42.43 41.93 40.68
R2 41.40 41.40 40.59
R1 40.90 40.90 40.49 40.92
PP 40.37 40.37 40.37 40.38
S1 39.87 39.87 40.31 39.89
S2 39.34 39.34 40.21
S3 38.31 38.84 40.12
S4 37.28 37.81 39.83
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 39.44 2.92 7.2% 1.65 4.1% 33% False False 44,560
10 42.36 37.60 4.76 11.8% 1.46 3.6% 59% False False 40,207
20 44.60 37.60 7.00 17.3% 1.41 3.5% 40% False False 35,025
40 44.60 37.60 7.00 17.3% 1.24 3.1% 40% False False 29,651
60 44.60 37.60 7.00 17.3% 1.20 3.0% 40% False False 24,702
80 44.60 35.94 8.66 21.4% 1.35 3.3% 52% False False 21,632
100 44.60 28.36 16.24 40.2% 1.45 3.6% 74% False False 19,401
120 44.60 26.22 18.38 45.5% 1.57 3.9% 77% False False 18,145
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 0.41
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 45.25
2.618 43.57
1.618 42.54
1.000 41.90
0.618 41.51
HIGH 40.87
0.618 40.48
0.500 40.36
0.382 40.23
LOW 39.84
0.618 39.20
1.000 38.81
1.618 38.17
2.618 37.14
4.250 35.46
Fisher Pivots for day following 22-Sep-2020
Pivot 1 day 3 day
R1 40.39 40.98
PP 40.37 40.78
S1 40.36 40.59

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

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