NYMEX Light Sweet Crude Oil Future March 2021


Trading Metrics calculated at close of trading on 10-Sep-2020
Day Change Summary
Previous Current
09-Sep-2020 10-Sep-2020 Change Change % Previous Week
Open 39.06 39.94 0.88 2.3% 44.52
High 40.41 40.24 -0.17 -0.4% 45.00
Low 38.54 39.12 0.58 1.5% 41.49
Close 40.18 39.52 -0.66 -1.6% 41.83
Range 1.87 1.12 -0.75 -40.1% 3.51
ATR 1.29 1.27 -0.01 -0.9% 0.00
Volume 38,721 31,933 -6,788 -17.5% 95,562
Daily Pivots for day following 10-Sep-2020
Classic Woodie Camarilla DeMark
R4 42.99 42.37 40.14
R3 41.87 41.25 39.83
R2 40.75 40.75 39.73
R1 40.13 40.13 39.62 39.88
PP 39.63 39.63 39.63 39.50
S1 39.01 39.01 39.42 38.76
S2 38.51 38.51 39.31
S3 37.39 37.89 39.21
S4 36.27 36.77 38.90
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 43.60 38.54 5.06 12.8% 1.88 4.8% 19% False False 32,080
10 45.00 38.54 6.46 16.3% 1.42 3.6% 15% False False 25,334
20 45.07 38.54 6.53 16.5% 1.09 2.8% 15% False False 21,376
40 45.07 38.54 6.53 16.5% 1.07 2.7% 15% False False 16,691
60 45.07 38.52 6.55 16.6% 1.15 2.9% 15% False False 15,026
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.23
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 45.00
2.618 43.17
1.618 42.05
1.000 41.36
0.618 40.93
HIGH 40.24
0.618 39.81
0.500 39.68
0.382 39.55
LOW 39.12
0.618 38.43
1.000 38.00
1.618 37.31
2.618 36.19
4.250 34.36
Fisher Pivots for day following 10-Sep-2020
Pivot 1 day 3 day
R1 39.68 40.05
PP 39.63 39.87
S1 39.57 39.70

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

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