NYMEX Light Sweet Crude Oil Future May 2021


Trading Metrics calculated at close of trading on 17-Sep-2020
Day Change Summary
Previous Current
16-Sep-2020 17-Sep-2020 Change Change % Previous Week
Open 41.07 42.41 1.34 3.3% 41.45
High 42.56 43.26 0.70 1.6% 42.00
Low 41.04 41.85 0.81 2.0% 39.36
Close 42.44 43.07 0.63 1.5% 40.21
Range 1.52 1.41 -0.11 -7.2% 2.64
ATR 1.13 1.15 0.02 1.8% 0.00
Volume 8,086 9,370 1,284 15.9% 52,049
Daily Pivots for day following 17-Sep-2020
Classic Woodie Camarilla DeMark
R4 46.96 46.42 43.85
R3 45.55 45.01 43.46
R2 44.14 44.14 43.33
R1 43.60 43.60 43.20 43.87
PP 42.73 42.73 42.73 42.86
S1 42.19 42.19 42.94 42.46
S2 41.32 41.32 42.81
S3 39.91 40.78 42.68
S4 38.50 39.37 42.29
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 43.26 39.80 3.46 8.0% 1.11 2.6% 95% True False 6,651
10 44.14 39.36 4.78 11.1% 1.37 3.2% 78% False False 9,104
20 45.42 39.36 6.06 14.1% 1.10 2.5% 61% False False 6,183
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.30
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 49.25
2.618 46.95
1.618 45.54
1.000 44.67
0.618 44.13
HIGH 43.26
0.618 42.72
0.500 42.56
0.382 42.39
LOW 41.85
0.618 40.98
1.000 40.44
1.618 39.57
2.618 38.16
4.250 35.86
Fisher Pivots for day following 17-Sep-2020
Pivot 1 day 3 day
R1 42.90 42.59
PP 42.73 42.11
S1 42.56 41.63

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

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