NYMEX Light Sweet Crude Oil Future March 2021


Trading Metrics calculated at close of trading on 18-Sep-2020
Day Change Summary
Previous Current
17-Sep-2020 18-Sep-2020 Change Change % Previous Week
Open 41.80 42.52 0.72 1.7% 39.41
High 42.75 42.95 0.20 0.5% 42.95
Low 41.11 42.01 0.90 2.2% 38.97
Close 42.53 42.54 0.01 0.0% 42.54
Range 1.64 0.94 -0.70 -42.7% 3.98
ATR 1.28 1.26 -0.02 -1.9% 0.00
Volume 28,886 23,655 -5,231 -18.1% 163,802
Daily Pivots for day following 18-Sep-2020
Classic Woodie Camarilla DeMark
R4 45.32 44.87 43.06
R3 44.38 43.93 42.80
R2 43.44 43.44 42.71
R1 42.99 42.99 42.63 43.22
PP 42.50 42.50 42.50 42.61
S1 42.05 42.05 42.45 42.28
S2 41.56 41.56 42.37
S3 40.62 41.11 42.28
S4 39.68 40.17 42.02
Weekly Pivots for week ending 18-Sep-2020
Classic Woodie Camarilla DeMark
R4 53.43 51.96 44.73
R3 49.45 47.98 43.63
R2 45.47 45.47 43.27
R1 44.00 44.00 42.90 44.74
PP 41.49 41.49 41.49 41.85
S1 40.02 40.02 42.18 40.76
S2 37.51 37.51 41.81
S3 33.53 36.04 41.45
S4 29.55 32.06 40.35
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 42.95 38.97 3.98 9.4% 1.25 2.9% 90% True False 32,760
10 43.60 38.54 5.06 11.9% 1.53 3.6% 79% False False 32,795
20 45.07 38.54 6.53 15.4% 1.24 2.9% 61% False False 26,410
40 45.07 38.54 6.53 15.4% 1.12 2.6% 61% False False 20,063
60 45.07 38.52 6.55 15.4% 1.11 2.6% 61% False False 17,306
80 45.07 34.79 10.28 24.2% 1.27 3.0% 75% False False 15,685
Crabel Price Patterns
NR True
NR4 True
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 0.34
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 46.95
2.618 45.41
1.618 44.47
1.000 43.89
0.618 43.53
HIGH 42.95
0.618 42.59
0.500 42.48
0.382 42.37
LOW 42.01
0.618 41.43
1.000 41.07
1.618 40.49
2.618 39.55
4.250 38.02
Fisher Pivots for day following 18-Sep-2020
Pivot 1 day 3 day
R1 42.52 42.24
PP 42.50 41.94
S1 42.48 41.64

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

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