NYMEX Light Sweet Crude Oil Future April 2021


Trading Metrics calculated at close of trading on 01-Oct-2020
Day Change Summary
Previous Current
30-Sep-2020 01-Oct-2020 Change Change % Previous Week
Open 40.73 41.53 0.80 2.0% 42.87
High 41.86 41.98 0.12 0.3% 42.87
Low 40.38 39.44 -0.94 -2.3% 40.64
Close 41.78 40.48 -1.30 -3.1% 41.74
Range 1.48 2.54 1.06 71.6% 2.23
ATR 1.23 1.32 0.09 7.6% 0.00
Volume 17,932 21,758 3,826 21.3% 56,244
Daily Pivots for day following 01-Oct-2020
Classic Woodie Camarilla DeMark
R4 48.25 46.91 41.88
R3 45.71 44.37 41.18
R2 43.17 43.17 40.95
R1 41.83 41.83 40.71 41.23
PP 40.63 40.63 40.63 40.34
S1 39.29 39.29 40.25 38.69
S2 38.09 38.09 40.01
S3 35.55 36.75 39.78
S4 33.01 34.21 39.08
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 39.44 2.79 6.9% 1.50 3.7% 37% False True 12,759
10 43.21 39.44 3.77 9.3% 1.38 3.4% 28% False True 11,763
20 43.85 38.97 4.88 12.1% 1.42 3.5% 31% False False 11,862
40 45.23 38.97 6.26 15.5% 1.10 2.7% 24% False False 8,003
60 45.23 38.97 6.26 15.5% 1.07 2.6% 24% False False 6,209
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.26
Widest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 52.78
2.618 48.63
1.618 46.09
1.000 44.52
0.618 43.55
HIGH 41.98
0.618 41.01
0.500 40.71
0.382 40.41
LOW 39.44
0.618 37.87
1.000 36.90
1.618 35.33
2.618 32.79
4.250 28.65
Fisher Pivots for day following 01-Oct-2020
Pivot 1 day 3 day
R1 40.71 40.77
PP 40.63 40.67
S1 40.56 40.58

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

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