NYMEX Light Sweet Crude Oil Future May 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 43.07 42.86 -0.21 -0.5% 40.07
High 43.45 43.18 -0.27 -0.6% 43.45
Low 42.64 40.93 -1.71 -4.0% 39.80
Close 43.04 41.44 -1.60 -3.7% 43.04
Range 0.81 2.25 1.44 177.8% 3.65
ATR 1.13 1.21 0.08 7.1% 0.00
Volume 3,615 3,572 -43 -1.2% 32,694
Daily Pivots for day following 21-Sep-2020
Classic Woodie Camarilla DeMark
R4 48.60 47.27 42.68
R3 46.35 45.02 42.06
R2 44.10 44.10 41.85
R1 42.77 42.77 41.65 42.31
PP 41.85 41.85 41.85 41.62
S1 40.52 40.52 41.23 40.06
S2 39.60 39.60 41.03
S3 37.35 38.27 40.82
S4 35.10 36.02 40.20
Weekly Pivots for week ending 18-Sep-2020
Classic Woodie Camarilla DeMark
R4 53.05 51.69 45.05
R3 49.40 48.04 44.04
R2 45.75 45.75 43.71
R1 44.39 44.39 43.37 45.07
PP 42.10 42.10 42.10 42.44
S1 40.74 40.74 42.71 41.42
S2 38.45 38.45 42.37
S3 34.80 37.09 42.04
S4 31.15 33.44 41.03
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 43.45 40.00 3.45 8.3% 1.44 3.5% 42% False False 6,038
10 43.45 39.36 4.09 9.9% 1.38 3.3% 51% False False 8,831
20 45.42 39.36 6.06 14.6% 1.14 2.7% 34% False False 6,333
40 45.42 39.36 6.06 14.6% 1.04 2.5% 34% False False 5,277
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 0.28
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 52.74
2.618 49.07
1.618 46.82
1.000 45.43
0.618 44.57
HIGH 43.18
0.618 42.32
0.500 42.06
0.382 41.79
LOW 40.93
0.618 39.54
1.000 38.68
1.618 37.29
2.618 35.04
4.250 31.37
Fisher Pivots for day following 21-Sep-2020
Pivot 1 day 3 day
R1 42.06 42.19
PP 41.85 41.94
S1 41.65 41.69

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

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