NYMEX Light Sweet Crude Oil Future February 2021


Trading Metrics calculated at close of trading on 14-Sep-2020
Day Change Summary
Previous Current
11-Sep-2020 14-Sep-2020 Change Change % Previous Week
Open 38.92 38.88 -0.04 -0.1% 41.14
High 39.45 39.26 -0.19 -0.5% 41.14
Low 38.47 38.49 0.02 0.1% 38.09
Close 39.02 38.93 -0.09 -0.2% 39.02
Range 0.98 0.77 -0.21 -21.4% 3.05
ATR 1.28 1.24 -0.04 -2.8% 0.00
Volume 19,305 20,846 1,541 8.0% 106,108
Daily Pivots for day following 14-Sep-2020
Classic Woodie Camarilla DeMark
R4 41.20 40.84 39.35
R3 40.43 40.07 39.14
R2 39.66 39.66 39.07
R1 39.30 39.30 39.00 39.48
PP 38.89 38.89 38.89 38.99
S1 38.53 38.53 38.86 38.71
S2 38.12 38.12 38.79
S3 37.35 37.76 38.72
S4 36.58 36.99 38.51
Weekly Pivots for week ending 11-Sep-2020
Classic Woodie Camarilla DeMark
R4 48.57 46.84 40.70
R3 45.52 43.79 39.86
R2 42.47 42.47 39.58
R1 40.74 40.74 39.30 40.08
PP 39.42 39.42 39.42 39.09
S1 37.69 37.69 38.74 37.03
S2 36.37 36.37 38.46
S3 33.32 34.64 38.18
S4 30.27 31.59 37.34
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 41.14 38.09 3.05 7.8% 1.57 4.0% 28% False False 25,390
10 44.77 38.09 6.68 17.2% 1.46 3.8% 13% False False 21,646
20 44.84 38.09 6.75 17.3% 1.14 2.9% 12% False False 17,390
40 44.84 38.09 6.75 17.3% 1.10 2.8% 12% False False 13,490
60 44.84 38.09 6.75 17.3% 1.15 2.9% 12% False False 11,299
80 44.84 33.99 10.85 27.9% 1.28 3.3% 46% False False 9,928
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.31
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 42.53
2.618 41.28
1.618 40.51
1.000 40.03
0.618 39.74
HIGH 39.26
0.618 38.97
0.500 38.88
0.382 38.78
LOW 38.49
0.618 38.01
1.000 37.72
1.618 37.24
2.618 36.47
4.250 35.22
Fisher Pivots for day following 14-Sep-2020
Pivot 1 day 3 day
R1 38.91 39.14
PP 38.89 39.07
S1 38.88 39.00

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

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