NYMEX Light Sweet Crude Oil Future January 2021


Trading Metrics calculated at close of trading on 23-Sep-2020
Day Change Summary
Previous Current
22-Sep-2020 23-Sep-2020 Change Change % Previous Week
Open 40.40 40.30 -0.10 -0.2% 38.47
High 40.87 41.33 0.46 1.1% 42.36
Low 39.84 39.88 0.04 0.1% 38.02
Close 40.40 40.53 0.13 0.3% 41.93
Range 1.03 1.45 0.42 40.8% 4.34
ATR 1.41 1.41 0.00 0.2% 0.00
Volume 41,829 47,161 5,332 12.7% 214,441
Daily Pivots for day following 23-Sep-2020
Classic Woodie Camarilla DeMark
R4 44.93 44.18 41.33
R3 43.48 42.73 40.93
R2 42.03 42.03 40.80
R1 41.28 41.28 40.66 41.66
PP 40.58 40.58 40.58 40.77
S1 39.83 39.83 40.40 40.21
S2 39.13 39.13 40.26
S3 37.68 38.38 40.13
S4 36.23 36.93 39.73
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 39.59 2.77 6.8% 1.57 3.9% 34% False False 42,835
10 42.36 37.98 4.38 10.8% 1.41 3.5% 58% False False 40,720
20 44.60 37.60 7.00 17.3% 1.43 3.5% 42% False False 35,521
40 44.60 37.60 7.00 17.3% 1.26 3.1% 42% False False 30,421
60 44.60 37.60 7.00 17.3% 1.19 2.9% 42% False False 25,289
80 44.60 35.94 8.66 21.4% 1.35 3.3% 53% False False 22,041
100 44.60 28.36 16.24 40.1% 1.43 3.5% 75% False False 19,748
120 44.60 26.22 18.38 45.3% 1.56 3.8% 78% False False 18,392
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.40
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 47.49
2.618 45.13
1.618 43.68
1.000 42.78
0.618 42.23
HIGH 41.33
0.618 40.78
0.500 40.61
0.382 40.43
LOW 39.88
0.618 38.98
1.000 38.43
1.618 37.53
2.618 36.08
4.250 33.72
Fisher Pivots for day following 23-Sep-2020
Pivot 1 day 3 day
R1 40.61 40.85
PP 40.58 40.74
S1 40.56 40.64

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

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