NYMEX Light Sweet Crude Oil Future April 2021


Trading Metrics calculated at close of trading on 28-Sep-2020
Day Change Summary
Previous Current
25-Sep-2020 28-Sep-2020 Change Change % Previous Week
Open 41.80 41.65 -0.15 -0.4% 42.87
High 42.08 42.23 0.15 0.4% 42.87
Low 41.35 41.39 0.04 0.1% 40.64
Close 41.74 42.11 0.37 0.9% 41.74
Range 0.73 0.84 0.11 15.1% 2.23
ATR 1.18 1.16 -0.02 -2.1% 0.00
Volume 6,693 7,500 807 12.1% 56,244
Daily Pivots for day following 28-Sep-2020
Classic Woodie Camarilla DeMark
R4 44.43 44.11 42.57
R3 43.59 43.27 42.34
R2 42.75 42.75 42.26
R1 42.43 42.43 42.19 42.59
PP 41.91 41.91 41.91 41.99
S1 41.59 41.59 42.03 41.75
S2 41.07 41.07 41.96
S3 40.23 40.75 41.88
S4 39.39 39.91 41.65
Weekly Pivots for week ending 25-Sep-2020
Classic Woodie Camarilla DeMark
R4 48.44 47.32 42.97
R3 46.21 45.09 42.35
R2 43.98 43.98 42.15
R1 42.86 42.86 41.94 42.31
PP 41.75 41.75 41.75 41.47
S1 40.63 40.63 41.54 40.08
S2 39.52 39.52 41.33
S3 37.29 38.40 41.13
S4 35.06 36.17 40.51
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 42.23 40.78 1.45 3.4% 0.95 2.3% 92% True False 11,189
10 43.21 39.69 3.52 8.4% 1.22 2.9% 69% False False 10,151
20 45.21 38.97 6.24 14.8% 1.27 3.0% 50% False False 10,412
40 45.23 38.97 6.26 14.9% 1.06 2.5% 50% False False 7,056
60 45.23 38.97 6.26 14.9% 1.01 2.4% 50% False False 5,495
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.26
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 45.80
2.618 44.43
1.618 43.59
1.000 43.07
0.618 42.75
HIGH 42.23
0.618 41.91
0.500 41.81
0.382 41.71
LOW 41.39
0.618 40.87
1.000 40.55
1.618 40.03
2.618 39.19
4.250 37.82
Fisher Pivots for day following 28-Sep-2020
Pivot 1 day 3 day
R1 42.01 41.91
PP 41.91 41.71
S1 41.81 41.51

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

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