NYMEX Light Sweet Crude Oil Future March 2021


Trading Metrics calculated at close of trading on 17-Sep-2020
Day Change Summary
Previous Current
16-Sep-2020 17-Sep-2020 Change Change % Previous Week
Open 40.32 41.80 1.48 3.7% 41.53
High 41.98 42.75 0.77 1.8% 41.55
Low 40.32 41.11 0.79 2.0% 38.54
Close 41.83 42.53 0.70 1.7% 39.45
Range 1.66 1.64 -0.02 -1.2% 3.01
ATR 1.25 1.28 0.03 2.2% 0.00
Volume 32,642 28,886 -3,756 -11.5% 144,331
Daily Pivots for day following 17-Sep-2020
Classic Woodie Camarilla DeMark
R4 47.05 46.43 43.43
R3 45.41 44.79 42.98
R2 43.77 43.77 42.83
R1 43.15 43.15 42.68 43.46
PP 42.13 42.13 42.13 42.29
S1 41.51 41.51 42.38 41.82
S2 40.49 40.49 42.23
S3 38.85 39.87 42.08
S4 37.21 38.23 41.63
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 42.75 38.94 3.81 9.0% 1.25 2.9% 94% True False 32,648
10 43.60 38.54 5.06 11.9% 1.57 3.7% 79% False False 32,364
20 45.07 38.54 6.53 15.4% 1.24 2.9% 61% False False 26,186
40 45.07 38.54 6.53 15.4% 1.12 2.6% 61% False False 19,805
60 45.07 38.52 6.55 15.4% 1.14 2.7% 61% False False 17,113
80 45.07 34.79 10.28 24.2% 1.28 3.0% 75% False False 15,494
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
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 0.30
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 49.72
2.618 47.04
1.618 45.40
1.000 44.39
0.618 43.76
HIGH 42.75
0.618 42.12
0.500 41.93
0.382 41.74
LOW 41.11
0.618 40.10
1.000 39.47
1.618 38.46
2.618 36.82
4.250 34.14
Fisher Pivots for day following 17-Sep-2020
Pivot 1 day 3 day
R1 42.33 42.02
PP 42.13 41.50
S1 41.93 40.99

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

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