NYMEX Light Sweet Crude Oil Future February 2021


Trading Metrics calculated at close of trading on 28-Sep-2020
Day Change Summary
Previous Current
25-Sep-2020 28-Sep-2020 Change Change % Previous Week
Open 41.19 40.91 -0.28 -0.7% 42.06
High 41.54 41.67 0.13 0.3% 42.35
Low 40.70 40.71 0.01 0.0% 39.96
Close 41.13 41.50 0.37 0.9% 41.13
Range 0.84 0.96 0.12 14.3% 2.39
ATR 1.30 1.27 -0.02 -1.9% 0.00
Volume 26,197 12,219 -13,978 -53.4% 131,575
Daily Pivots for day following 28-Sep-2020
Classic Woodie Camarilla DeMark
R4 44.17 43.80 42.03
R3 43.21 42.84 41.76
R2 42.25 42.25 41.68
R1 41.88 41.88 41.59 42.07
PP 41.29 41.29 41.29 41.39
S1 40.92 40.92 41.41 41.11
S2 40.33 40.33 41.32
S3 39.37 39.96 41.24
S4 38.41 39.00 40.97
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 41.67 40.14 1.53 3.7% 1.06 2.6% 89% True False 25,457
10 42.67 38.76 3.91 9.4% 1.35 3.3% 70% False False 26,500
20 44.77 38.09 6.68 16.1% 1.41 3.4% 51% False False 24,073
40 44.84 38.09 6.75 16.3% 1.18 2.8% 51% False False 18,286
60 44.84 38.09 6.75 16.3% 1.12 2.7% 51% False False 14,400
80 44.84 36.26 8.58 20.7% 1.26 3.0% 61% False False 12,590
100 44.84 30.75 14.09 34.0% 1.30 3.1% 76% False False 11,153
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.35
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 45.75
2.618 44.18
1.618 43.22
1.000 42.63
0.618 42.26
HIGH 41.67
0.618 41.30
0.500 41.19
0.382 41.08
LOW 40.71
0.618 40.12
1.000 39.75
1.618 39.16
2.618 38.20
4.250 36.63
Fisher Pivots for day following 28-Sep-2020
Pivot 1 day 3 day
R1 41.40 41.30
PP 41.29 41.10
S1 41.19 40.91

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

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