NYMEX Light Sweet Crude Oil Future April 2021


Trading Metrics calculated at close of trading on 21-Sep-2020
Day Change Summary
Previous Current
18-Sep-2020 21-Sep-2020 Change Change % Previous Week
Open 42.67 42.87 0.20 0.5% 40.05
High 43.21 42.87 -0.34 -0.8% 43.21
Low 42.31 40.64 -1.67 -3.9% 39.37
Close 42.81 41.17 -1.64 -3.8% 42.81
Range 0.90 2.23 1.33 147.8% 3.84
ATR 1.18 1.25 0.08 6.4% 0.00
Volume 4,290 7,798 3,508 81.8% 50,318
Daily Pivots for day following 21-Sep-2020
Classic Woodie Camarilla DeMark
R4 48.25 46.94 42.40
R3 46.02 44.71 41.78
R2 43.79 43.79 41.58
R1 42.48 42.48 41.37 42.02
PP 41.56 41.56 41.56 41.33
S1 40.25 40.25 40.97 39.79
S2 39.33 39.33 40.76
S3 37.10 38.02 40.56
S4 34.87 35.79 39.94
Weekly Pivots for week ending 18-Sep-2020
Classic Woodie Camarilla DeMark
R4 53.32 51.90 44.92
R3 49.48 48.06 43.87
R2 45.64 45.64 43.51
R1 44.22 44.22 43.16 44.93
PP 41.80 41.80 41.80 42.15
S1 40.38 40.38 42.46 41.09
S2 37.96 37.96 42.11
S3 34.12 36.54 41.75
S4 30.28 32.70 40.70
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 43.21 39.69 3.52 8.5% 1.48 3.6% 42% False False 9,113
10 43.21 38.97 4.24 10.3% 1.45 3.5% 52% False False 12,039
20 45.23 38.97 6.26 15.2% 1.19 2.9% 35% False False 8,890
40 45.23 38.97 6.26 15.2% 1.06 2.6% 35% False False 5,963
60 45.23 38.95 6.28 15.3% 1.03 2.5% 35% False False 4,906
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.23
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 52.35
2.618 48.71
1.618 46.48
1.000 45.10
0.618 44.25
HIGH 42.87
0.618 42.02
0.500 41.76
0.382 41.49
LOW 40.64
0.618 39.26
1.000 38.41
1.618 37.03
2.618 34.80
4.250 31.16
Fisher Pivots for day following 21-Sep-2020
Pivot 1 day 3 day
R1 41.76 41.93
PP 41.56 41.67
S1 41.37 41.42

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

View Archives - Comment on this page... - Back to Index of Symbols