NYMEX Light Sweet Crude Oil Future March 2021


Trading Metrics calculated at close of trading on 14-Sep-2020
Day Change Summary
Previous Current
11-Sep-2020 14-Sep-2020 Change Change % Previous Week
Open 39.29 39.41 0.12 0.3% 41.53
High 39.87 39.75 -0.12 -0.3% 41.55
Low 38.94 38.97 0.03 0.1% 38.54
Close 39.45 39.37 -0.08 -0.2% 39.45
Range 0.93 0.78 -0.15 -16.1% 3.01
ATR 1.25 1.22 -0.03 -2.7% 0.00
Volume 23,096 28,942 5,846 25.3% 144,331
Daily Pivots for day following 14-Sep-2020
Classic Woodie Camarilla DeMark
R4 41.70 41.32 39.80
R3 40.92 40.54 39.58
R2 40.14 40.14 39.51
R1 39.76 39.76 39.44 39.56
PP 39.36 39.36 39.36 39.27
S1 38.98 38.98 39.30 38.78
S2 38.58 38.58 39.23
S3 37.80 38.20 39.16
S4 37.02 37.42 38.94
Weekly Pivots for week ending 11-Sep-2020
Classic Woodie Camarilla DeMark
R4 48.88 47.17 41.11
R3 45.87 44.16 40.28
R2 42.86 42.86 40.00
R1 41.15 41.15 39.73 40.50
PP 39.85 39.85 39.85 39.52
S1 38.14 38.14 39.17 37.49
S2 36.84 36.84 38.90
S3 33.83 35.13 38.62
S4 30.82 32.12 37.79
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 41.55 38.54 3.01 7.6% 1.54 3.9% 28% False False 34,654
10 45.00 38.54 6.46 16.4% 1.43 3.6% 13% False False 26,883
20 45.07 38.54 6.53 16.6% 1.12 2.8% 13% False False 22,446
40 45.07 38.54 6.53 16.6% 1.08 2.7% 13% False False 17,601
60 45.07 38.52 6.55 16.6% 1.14 2.9% 13% False False 15,662
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.28
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 43.07
2.618 41.79
1.618 41.01
1.000 40.53
0.618 40.23
HIGH 39.75
0.618 39.45
0.500 39.36
0.382 39.27
LOW 38.97
0.618 38.49
1.000 38.19
1.618 37.71
2.618 36.93
4.250 35.66
Fisher Pivots for day following 14-Sep-2020
Pivot 1 day 3 day
R1 39.37 39.59
PP 39.36 39.52
S1 39.36 39.44

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

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