NYMEX Light Sweet Crude Oil Future February 2021


Trading Metrics calculated at close of trading on 21-Sep-2020
Day Change Summary
Previous Current
18-Sep-2020 21-Sep-2020 Change Change % Previous Week
Open 42.16 42.06 -0.10 -0.2% 38.88
High 42.67 42.35 -0.32 -0.7% 42.67
Low 41.61 39.96 -1.65 -4.0% 38.49
Close 42.24 40.54 -1.70 -4.0% 42.24
Range 1.06 2.39 1.33 125.5% 4.18
ATR 1.29 1.37 0.08 6.0% 0.00
Volume 17,781 16,509 -1,272 -7.2% 142,057
Daily Pivots for day following 21-Sep-2020
Classic Woodie Camarilla DeMark
R4 48.12 46.72 41.85
R3 45.73 44.33 41.20
R2 43.34 43.34 40.98
R1 41.94 41.94 40.76 41.45
PP 40.95 40.95 40.95 40.70
S1 39.55 39.55 40.32 39.06
S2 38.56 38.56 40.10
S3 36.17 37.16 39.88
S4 33.78 34.77 39.23
Weekly Pivots for week ending 18-Sep-2020
Classic Woodie Camarilla DeMark
R4 53.67 52.14 44.54
R3 49.49 47.96 43.39
R2 45.31 45.31 43.01
R1 43.78 43.78 42.62 44.55
PP 41.13 41.13 41.13 41.52
S1 39.60 39.60 41.86 40.37
S2 36.95 36.95 41.47
S3 32.77 35.42 41.09
S4 28.59 31.24 39.94
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 42.67 38.76 3.91 9.6% 1.63 4.0% 46% False False 27,544
10 42.67 38.09 4.58 11.3% 1.60 4.0% 53% False False 26,467
20 44.84 38.09 6.75 16.7% 1.33 3.3% 36% False False 21,181
40 44.84 38.09 6.75 16.7% 1.18 2.9% 36% False False 16,151
60 44.84 38.09 6.75 16.7% 1.14 2.8% 36% False False 12,995
80 44.84 35.19 9.65 23.8% 1.28 3.2% 55% False False 11,327
100 44.84 29.00 15.84 39.1% 1.37 3.4% 73% False False 10,320
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.34
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 52.51
2.618 48.61
1.618 46.22
1.000 44.74
0.618 43.83
HIGH 42.35
0.618 41.44
0.500 41.16
0.382 40.87
LOW 39.96
0.618 38.48
1.000 37.57
1.618 36.09
2.618 33.70
4.250 29.80
Fisher Pivots for day following 21-Sep-2020
Pivot 1 day 3 day
R1 41.16 41.32
PP 40.95 41.06
S1 40.75 40.80

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

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