NYMEX Light Sweet Crude Oil Future May 2021


Trading Metrics calculated at close of trading on 22-Sep-2020
Day Change Summary
Previous Current
21-Sep-2020 22-Sep-2020 Change Change % Previous Week
Open 42.86 41.74 -1.12 -2.6% 40.07
High 43.18 42.05 -1.13 -2.6% 43.45
Low 40.93 41.11 0.18 0.4% 39.80
Close 41.44 41.62 0.18 0.4% 43.04
Range 2.25 0.94 -1.31 -58.2% 3.65
ATR 1.21 1.19 -0.02 -1.6% 0.00
Volume 3,572 6,137 2,565 71.8% 32,694
Daily Pivots for day following 22-Sep-2020
Classic Woodie Camarilla DeMark
R4 44.41 43.96 42.14
R3 43.47 43.02 41.88
R2 42.53 42.53 41.79
R1 42.08 42.08 41.71 41.84
PP 41.59 41.59 41.59 41.47
S1 41.14 41.14 41.53 40.90
S2 40.65 40.65 41.45
S3 39.71 40.20 41.36
S4 38.77 39.26 41.10
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 40.93 2.52 6.1% 1.39 3.3% 27% False False 6,156
10 43.45 39.43 4.02 9.7% 1.21 2.9% 54% False False 8,056
20 45.42 39.36 6.06 14.6% 1.16 2.8% 37% False False 6,493
40 45.42 39.36 6.06 14.6% 1.03 2.5% 37% False False 5,388
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.26
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 46.05
2.618 44.51
1.618 43.57
1.000 42.99
0.618 42.63
HIGH 42.05
0.618 41.69
0.500 41.58
0.382 41.47
LOW 41.11
0.618 40.53
1.000 40.17
1.618 39.59
2.618 38.65
4.250 37.12
Fisher Pivots for day following 22-Sep-2020
Pivot 1 day 3 day
R1 41.61 42.19
PP 41.59 42.00
S1 41.58 41.81

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

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