NYMEX Light Sweet Crude Oil Future January 2021


Trading Metrics calculated at close of trading on 30-Sep-2020
Day Change Summary
Previous Current
29-Sep-2020 30-Sep-2020 Change Change % Previous Week
Open 41.14 39.79 -1.35 -3.3% 41.80
High 41.25 40.91 -0.34 -0.8% 42.10
Low 39.06 39.30 0.24 0.6% 39.59
Close 39.88 40.79 0.91 2.3% 40.81
Range 2.19 1.61 -0.58 -26.5% 2.51
ATR 1.39 1.41 0.02 1.1% 0.00
Volume 53,648 58,597 4,949 9.2% 209,222
Daily Pivots for day following 30-Sep-2020
Classic Woodie Camarilla DeMark
R4 45.16 44.59 41.68
R3 43.55 42.98 41.23
R2 41.94 41.94 41.09
R1 41.37 41.37 40.94 41.66
PP 40.33 40.33 40.33 40.48
S1 39.76 39.76 40.64 40.05
S2 38.72 38.72 40.49
S3 37.11 38.15 40.35
S4 35.50 36.54 39.90
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 5.6% 1.37 3.4% 76% False False 43,185
10 42.36 39.06 3.30 8.1% 1.47 3.6% 52% False False 43,010
20 44.15 37.60 6.55 16.1% 1.58 3.9% 49% False False 41,199
40 44.60 37.60 7.00 17.2% 1.26 3.1% 46% False False 33,018
60 44.60 37.60 7.00 17.2% 1.22 3.0% 46% False False 27,448
80 44.60 35.94 8.66 21.2% 1.34 3.3% 56% False False 23,947
100 44.60 30.35 14.25 34.9% 1.39 3.4% 73% False False 21,396
120 44.60 26.22 18.38 45.1% 1.54 3.8% 79% False False 19,631
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.42
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 47.75
2.618 45.12
1.618 43.51
1.000 42.52
0.618 41.90
HIGH 40.91
0.618 40.29
0.500 40.11
0.382 39.92
LOW 39.30
0.618 38.31
1.000 37.69
1.618 36.70
2.618 35.09
4.250 32.46
Fisher Pivots for day following 30-Sep-2020
Pivot 1 day 3 day
R1 40.56 40.60
PP 40.33 40.40
S1 40.11 40.21

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

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