NYMEX Light Sweet Crude Oil Future March 2021


Trading Metrics calculated at close of trading on 15-Sep-2020
Day Change Summary
Previous Current
14-Sep-2020 15-Sep-2020 Change Change % Previous Week
Open 39.41 39.48 0.07 0.2% 41.53
High 39.75 40.45 0.70 1.8% 41.55
Low 38.97 39.22 0.25 0.6% 38.54
Close 39.37 40.25 0.88 2.2% 39.45
Range 0.78 1.23 0.45 57.7% 3.01
ATR 1.22 1.22 0.00 0.1% 0.00
Volume 28,942 49,677 20,735 71.6% 144,331
Daily Pivots for day following 15-Sep-2020
Classic Woodie Camarilla DeMark
R4 43.66 43.19 40.93
R3 42.43 41.96 40.59
R2 41.20 41.20 40.48
R1 40.73 40.73 40.36 40.97
PP 39.97 39.97 39.97 40.09
S1 39.50 39.50 40.14 39.74
S2 38.74 38.74 40.02
S3 37.51 38.27 39.91
S4 36.28 37.04 39.57
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 40.45 38.54 1.91 4.7% 1.19 2.9% 90% True False 34,473
10 44.74 38.54 6.20 15.4% 1.46 3.6% 28% False False 30,638
20 45.07 38.54 6.53 16.2% 1.14 2.8% 26% False False 24,204
40 45.07 38.54 6.53 16.2% 1.09 2.7% 26% False False 18,733
60 45.07 38.52 6.55 16.3% 1.13 2.8% 26% False False 16,337
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.26
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 45.68
2.618 43.67
1.618 42.44
1.000 41.68
0.618 41.21
HIGH 40.45
0.618 39.98
0.500 39.84
0.382 39.69
LOW 39.22
0.618 38.46
1.000 37.99
1.618 37.23
2.618 36.00
4.250 33.99
Fisher Pivots for day following 15-Sep-2020
Pivot 1 day 3 day
R1 40.11 40.07
PP 39.97 39.88
S1 39.84 39.70

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.