NYMEX Light Sweet Crude Oil Future March 2021


Trading Metrics calculated at close of trading on 08-Sep-2020
Day Change Summary
Previous Current
04-Sep-2020 08-Sep-2020 Change Change % Previous Week
Open 43.12 41.53 -1.59 -3.7% 44.52
High 43.60 41.55 -2.05 -4.7% 45.00
Low 41.49 38.54 -2.95 -7.1% 41.49
Close 41.83 39.11 -2.72 -6.5% 41.83
Range 2.11 3.01 0.90 42.7% 3.51
ATR 1.08 1.24 0.16 14.5% 0.00
Volume 19,817 50,581 30,764 155.2% 95,562
Daily Pivots for day following 08-Sep-2020
Classic Woodie Camarilla DeMark
R4 48.76 46.95 40.77
R3 45.75 43.94 39.94
R2 42.74 42.74 39.66
R1 40.93 40.93 39.39 40.33
PP 39.73 39.73 39.73 39.44
S1 37.92 37.92 38.83 37.32
S2 36.72 36.72 38.56
S3 33.71 34.91 38.28
S4 30.70 31.90 37.45
Weekly Pivots for week ending 04-Sep-2020
Classic Woodie Camarilla DeMark
R4 53.30 51.08 43.76
R3 49.79 47.57 42.80
R2 46.28 46.28 42.47
R1 44.06 44.06 42.15 43.42
PP 42.77 42.77 42.77 42.45
S1 40.55 40.55 41.51 39.91
S2 39.26 39.26 41.19
S3 35.75 37.04 40.86
S4 32.24 33.53 39.90
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 44.74 38.54 6.20 15.9% 1.73 4.4% 9% False True 26,802
10 45.07 38.54 6.53 16.7% 1.26 3.2% 9% False True 23,900
20 45.07 38.54 6.53 16.7% 1.06 2.7% 9% False True 19,425
40 45.07 38.54 6.53 16.7% 1.04 2.7% 9% False True 15,589
60 45.07 36.55 8.52 21.8% 1.17 3.0% 30% False False 14,081
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 0.17
Widest range in 74 trading days
Fibonacci Retracements and Extensions
4.250 54.34
2.618 49.43
1.618 46.42
1.000 44.56
0.618 43.41
HIGH 41.55
0.618 40.40
0.500 40.05
0.382 39.69
LOW 38.54
0.618 36.68
1.000 35.53
1.618 33.67
2.618 30.66
4.250 25.75
Fisher Pivots for day following 08-Sep-2020
Pivot 1 day 3 day
R1 40.05 41.07
PP 39.73 40.42
S1 39.42 39.76

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

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