NYMEX Light Sweet Crude Oil Future May 2021


Trading Metrics calculated at close of trading on 16-Sep-2020
Day Change Summary
Previous Current
15-Sep-2020 16-Sep-2020 Change Change % Previous Week
Open 40.13 41.07 0.94 2.3% 41.45
High 41.19 42.56 1.37 3.3% 42.00
Low 40.00 41.04 1.04 2.6% 39.36
Close 41.01 42.44 1.43 3.5% 40.21
Range 1.19 1.52 0.33 27.7% 2.64
ATR 1.10 1.13 0.03 2.9% 0.00
Volume 5,551 8,086 2,535 45.7% 52,049
Daily Pivots for day following 16-Sep-2020
Classic Woodie Camarilla DeMark
R4 46.57 46.03 43.28
R3 45.05 44.51 42.86
R2 43.53 43.53 42.72
R1 42.99 42.99 42.58 43.26
PP 42.01 42.01 42.01 42.15
S1 41.47 41.47 42.30 41.74
S2 40.49 40.49 42.16
S3 38.97 39.95 42.02
S4 37.45 38.43 41.60
Weekly Pivots for week ending 11-Sep-2020
Classic Woodie Camarilla DeMark
R4 48.44 46.97 41.66
R3 45.80 44.33 40.94
R2 43.16 43.16 40.69
R1 41.69 41.69 40.45 41.11
PP 40.52 40.52 40.52 40.23
S1 39.05 39.05 39.97 38.47
S2 37.88 37.88 39.73
S3 35.24 36.41 39.48
S4 32.60 33.77 38.76
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 42.56 39.80 2.76 6.5% 1.01 2.4% 96% True False 6,988
10 45.18 39.36 5.82 13.7% 1.39 3.3% 53% False False 8,635
20 45.42 39.36 6.06 14.3% 1.05 2.5% 51% False False 5,841
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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 5 trading days
Fibonacci Retracements and Extensions
4.250 49.02
2.618 46.54
1.618 45.02
1.000 44.08
0.618 43.50
HIGH 42.56
0.618 41.98
0.500 41.80
0.382 41.62
LOW 41.04
0.618 40.10
1.000 39.52
1.618 38.58
2.618 37.06
4.250 34.58
Fisher Pivots for day following 16-Sep-2020
Pivot 1 day 3 day
R1 42.23 42.02
PP 42.01 41.60
S1 41.80 41.18

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

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