NYMEX Light Sweet Crude Oil Future January 2021


Trading Metrics calculated at close of trading on 28-Sep-2020
Day Change Summary
Previous Current
25-Sep-2020 28-Sep-2020 Change Change % Previous Week
Open 40.75 40.65 -0.10 -0.2% 41.80
High 41.20 41.35 0.15 0.4% 42.10
Low 40.34 40.36 0.02 0.0% 39.59
Close 40.81 41.18 0.37 0.9% 40.81
Range 0.86 0.99 0.13 15.1% 2.51
ATR 1.36 1.33 -0.03 -1.9% 0.00
Volume 45,982 23,136 -22,846 -49.7% 209,222
Daily Pivots for day following 28-Sep-2020
Classic Woodie Camarilla DeMark
R4 43.93 43.55 41.72
R3 42.94 42.56 41.45
R2 41.95 41.95 41.36
R1 41.57 41.57 41.27 41.76
PP 40.96 40.96 40.96 41.06
S1 40.58 40.58 41.09 40.77
S2 39.97 39.97 41.00
S3 38.98 39.59 40.91
S4 37.99 38.60 40.64
Weekly Pivots for week ending 25-Sep-2020
Classic Woodie Camarilla DeMark
R4 48.36 47.10 42.19
R3 45.85 44.59 41.50
R2 43.34 43.34 41.27
R1 42.08 42.08 41.04 41.46
PP 40.83 40.83 40.83 40.52
S1 39.57 39.57 40.58 38.95
S2 38.32 38.32 40.35
S3 35.81 37.06 40.12
S4 33.30 34.55 39.43
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 41.35 39.74 1.61 3.9% 1.11 2.7% 89% True False 38,534
10 42.36 38.29 4.07 9.9% 1.41 3.4% 71% False False 41,862
20 44.48 37.60 6.88 16.7% 1.47 3.6% 52% False False 37,474
40 44.60 37.60 7.00 17.0% 1.24 3.0% 51% False False 31,672
60 44.60 37.60 7.00 17.0% 1.19 2.9% 51% False False 26,039
80 44.60 35.94 8.66 21.0% 1.35 3.3% 61% False False 22,952
100 44.60 30.34 14.26 34.6% 1.39 3.4% 76% False False 20,451
120 44.60 26.22 18.38 44.6% 1.54 3.7% 81% False False 18,928
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 45.56
2.618 43.94
1.618 42.95
1.000 42.34
0.618 41.96
HIGH 41.35
0.618 40.97
0.500 40.86
0.382 40.74
LOW 40.36
0.618 39.75
1.000 39.37
1.618 38.76
2.618 37.77
4.250 36.15
Fisher Pivots for day following 28-Sep-2020
Pivot 1 day 3 day
R1 41.07 40.97
PP 40.96 40.76
S1 40.86 40.55

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

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