NYMEX Light Sweet Crude Oil Future April 2021


Trading Metrics calculated at close of trading on 11-Sep-2020
Day Change Summary
Previous Current
10-Sep-2020 11-Sep-2020 Change Change % Previous Week
Open 40.27 39.78 -0.49 -1.2% 41.72
High 40.45 40.26 -0.19 -0.5% 41.85
Low 39.59 39.36 -0.23 -0.6% 38.97
Close 39.93 39.85 -0.08 -0.2% 39.85
Range 0.86 0.90 0.04 4.7% 2.88
ATR 1.18 1.16 -0.02 -1.7% 0.00
Volume 15,961 5,040 -10,921 -68.4% 62,279
Daily Pivots for day following 11-Sep-2020
Classic Woodie Camarilla DeMark
R4 42.52 42.09 40.35
R3 41.62 41.19 40.10
R2 40.72 40.72 40.02
R1 40.29 40.29 39.93 40.51
PP 39.82 39.82 39.82 39.93
S1 39.39 39.39 39.77 39.61
S2 38.92 38.92 39.69
S3 38.02 38.49 39.60
S4 37.12 37.59 39.36
Weekly Pivots for week ending 11-Sep-2020
Classic Woodie Camarilla DeMark
R4 48.86 47.24 41.43
R3 45.98 44.36 40.64
R2 43.10 43.10 40.38
R1 41.48 41.48 40.11 40.85
PP 40.22 40.22 40.22 39.91
S1 38.60 38.60 39.59 37.97
S2 37.34 37.34 39.32
S3 34.46 35.72 39.06
S4 31.58 32.84 38.27
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 43.85 38.97 4.88 12.2% 1.66 4.2% 18% False False 13,647
10 45.21 38.97 6.24 15.7% 1.29 3.2% 14% False False 9,670
20 45.23 38.97 6.26 15.7% 1.02 2.6% 14% False False 6,850
40 45.23 38.97 6.26 15.7% 0.98 2.5% 14% False False 4,953
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.25
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 44.09
2.618 42.62
1.618 41.72
1.000 41.16
0.618 40.82
HIGH 40.26
0.618 39.92
0.500 39.81
0.382 39.70
LOW 39.36
0.618 38.80
1.000 38.46
1.618 37.90
2.618 37.00
4.250 35.54
Fisher Pivots for day following 11-Sep-2020
Pivot 1 day 3 day
R1 39.84 39.85
PP 39.82 39.85
S1 39.81 39.85

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

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