NYMEX Light Sweet Crude Oil Future February 2021


Trading Metrics calculated at close of trading on 29-Sep-2020
Day Change Summary
Previous Current
28-Sep-2020 29-Sep-2020 Change Change % Previous Week
Open 40.91 41.48 0.57 1.4% 42.06
High 41.67 41.55 -0.12 -0.3% 42.35
Low 40.71 39.43 -1.28 -3.1% 39.96
Close 41.50 40.23 -1.27 -3.1% 41.13
Range 0.96 2.12 1.16 120.8% 2.39
ATR 1.27 1.33 0.06 4.7% 0.00
Volume 12,219 22,437 10,218 83.6% 131,575
Daily Pivots for day following 29-Sep-2020
Classic Woodie Camarilla DeMark
R4 46.76 45.62 41.40
R3 44.64 43.50 40.81
R2 42.52 42.52 40.62
R1 41.38 41.38 40.42 40.89
PP 40.40 40.40 40.40 40.16
S1 39.26 39.26 40.04 38.77
S2 38.28 38.28 39.84
S3 36.16 37.14 39.65
S4 34.04 35.02 39.06
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 39.43 2.24 5.6% 1.29 3.2% 36% False True 22,967
10 42.67 39.43 3.24 8.1% 1.43 3.6% 25% False True 24,188
20 44.51 38.09 6.42 16.0% 1.46 3.6% 33% False False 24,493
40 44.84 38.09 6.75 16.8% 1.20 3.0% 32% False False 18,535
60 44.84 38.09 6.75 16.8% 1.14 2.8% 32% False False 14,659
80 44.84 36.26 8.58 21.3% 1.27 3.1% 46% False False 12,789
100 44.84 30.75 14.09 35.0% 1.30 3.2% 67% False False 11,319
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.32
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 50.56
2.618 47.10
1.618 44.98
1.000 43.67
0.618 42.86
HIGH 41.55
0.618 40.74
0.500 40.49
0.382 40.24
LOW 39.43
0.618 38.12
1.000 37.31
1.618 36.00
2.618 33.88
4.250 30.42
Fisher Pivots for day following 29-Sep-2020
Pivot 1 day 3 day
R1 40.49 40.55
PP 40.40 40.44
S1 40.32 40.34

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

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