NYMEX Light Sweet Crude Oil Future January 2021


Trading Metrics calculated at close of trading on 29-Sep-2020
Day Change Summary
Previous Current
28-Sep-2020 29-Sep-2020 Change Change % Previous Week
Open 40.65 41.14 0.49 1.2% 41.80
High 41.35 41.25 -0.10 -0.2% 42.10
Low 40.36 39.06 -1.30 -3.2% 39.59
Close 41.18 39.88 -1.30 -3.2% 40.81
Range 0.99 2.19 1.20 121.2% 2.51
ATR 1.33 1.39 0.06 4.6% 0.00
Volume 23,136 53,648 30,512 131.9% 209,222
Daily Pivots for day following 29-Sep-2020
Classic Woodie Camarilla DeMark
R4 46.63 45.45 41.08
R3 44.44 43.26 40.48
R2 42.25 42.25 40.28
R1 41.07 41.07 40.08 40.57
PP 40.06 40.06 40.06 39.81
S1 38.88 38.88 39.68 38.38
S2 37.87 37.87 39.48
S3 35.68 36.69 39.28
S4 33.49 34.50 38.68
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 39.06 2.29 5.7% 1.34 3.4% 36% False True 40,897
10 42.36 39.06 3.30 8.3% 1.49 3.7% 25% False True 42,729
20 44.27 37.60 6.67 16.7% 1.53 3.8% 34% False False 39,403
40 44.60 37.60 7.00 17.6% 1.26 3.2% 33% False False 32,444
60 44.60 37.60 7.00 17.6% 1.20 3.0% 33% False False 26,665
80 44.60 35.94 8.66 21.7% 1.35 3.4% 45% False False 23,364
100 44.60 30.35 14.25 35.7% 1.39 3.5% 67% False False 20,887
120 44.60 26.22 18.38 46.1% 1.55 3.9% 74% False False 19,242
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 50.56
2.618 46.98
1.618 44.79
1.000 43.44
0.618 42.60
HIGH 41.25
0.618 40.41
0.500 40.16
0.382 39.90
LOW 39.06
0.618 37.71
1.000 36.87
1.618 35.52
2.618 33.33
4.250 29.75
Fisher Pivots for day following 29-Sep-2020
Pivot 1 day 3 day
R1 40.16 40.21
PP 40.06 40.10
S1 39.97 39.99

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.