NYMEX Light Sweet Crude Oil Future February 2021


Trading Metrics calculated at close of trading on 25-Sep-2020
Day Change Summary
Previous Current
24-Sep-2020 25-Sep-2020 Change Change % Previous Week
Open 40.52 41.19 0.67 1.7% 42.06
High 41.30 41.54 0.24 0.6% 42.35
Low 40.14 40.70 0.56 1.4% 39.96
Close 41.24 41.13 -0.11 -0.3% 41.13
Range 1.16 0.84 -0.32 -27.6% 2.39
ATR 1.33 1.30 -0.04 -2.6% 0.00
Volume 16,683 26,197 9,514 57.0% 131,575
Daily Pivots for day following 25-Sep-2020
Classic Woodie Camarilla DeMark
R4 43.64 43.23 41.59
R3 42.80 42.39 41.36
R2 41.96 41.96 41.28
R1 41.55 41.55 41.21 41.34
PP 41.12 41.12 41.12 41.02
S1 40.71 40.71 41.05 40.50
S2 40.28 40.28 40.98
S3 39.44 39.87 40.90
S4 38.60 39.03 40.67
Weekly Pivots for week ending 25-Sep-2020
Classic Woodie Camarilla DeMark
R4 48.32 47.11 42.44
R3 45.93 44.72 41.79
R2 43.54 43.54 41.57
R1 42.33 42.33 41.35 41.74
PP 41.15 41.15 41.15 40.85
S1 39.94 39.94 40.91 39.35
S2 38.76 38.76 40.69
S3 36.37 37.55 40.47
S4 33.98 35.16 39.82
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 42.35 39.96 2.39 5.8% 1.35 3.3% 49% False False 26,315
10 42.67 38.49 4.18 10.2% 1.33 3.2% 63% False False 27,363
20 44.77 38.09 6.68 16.2% 1.39 3.4% 46% False False 23,997
40 44.84 38.09 6.75 16.4% 1.17 2.9% 45% False False 18,155
60 44.84 38.09 6.75 16.4% 1.12 2.7% 45% False False 14,323
80 44.84 36.26 8.58 20.9% 1.26 3.1% 57% False False 12,478
100 44.84 30.75 14.09 34.3% 1.32 3.2% 74% False False 11,098
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 0.36
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 45.11
2.618 43.74
1.618 42.90
1.000 42.38
0.618 42.06
HIGH 41.54
0.618 41.22
0.500 41.12
0.382 41.02
LOW 40.70
0.618 40.18
1.000 39.86
1.618 39.34
2.618 38.50
4.250 37.13
Fisher Pivots for day following 25-Sep-2020
Pivot 1 day 3 day
R1 41.13 41.05
PP 41.12 40.96
S1 41.12 40.88

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

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