NYMEX Light Sweet Crude Oil Future May 2021


Trading Metrics calculated at close of trading on 23-Sep-2020
Day Change Summary
Previous Current
22-Sep-2020 23-Sep-2020 Change Change % Previous Week
Open 41.74 41.48 -0.26 -0.6% 40.07
High 42.05 42.45 0.40 1.0% 43.45
Low 41.11 41.18 0.07 0.2% 39.80
Close 41.62 41.73 0.11 0.3% 43.04
Range 0.94 1.27 0.33 35.1% 3.65
ATR 1.19 1.19 0.01 0.5% 0.00
Volume 6,137 2,950 -3,187 -51.9% 32,694
Daily Pivots for day following 23-Sep-2020
Classic Woodie Camarilla DeMark
R4 45.60 44.93 42.43
R3 44.33 43.66 42.08
R2 43.06 43.06 41.96
R1 42.39 42.39 41.85 42.73
PP 41.79 41.79 41.79 41.95
S1 41.12 41.12 41.61 41.46
S2 40.52 40.52 41.50
S3 39.25 39.85 41.38
S4 37.98 38.58 41.03
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 6.0% 1.34 3.2% 32% False False 5,128
10 43.45 39.80 3.65 8.7% 1.17 2.8% 53% False False 6,058
20 45.42 39.36 6.06 14.5% 1.19 2.8% 39% False False 6,345
40 45.42 39.36 6.06 14.5% 1.05 2.5% 39% False False 5,407
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.29
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 47.85
2.618 45.77
1.618 44.50
1.000 43.72
0.618 43.23
HIGH 42.45
0.618 41.96
0.500 41.82
0.382 41.67
LOW 41.18
0.618 40.40
1.000 39.91
1.618 39.13
2.618 37.86
4.250 35.78
Fisher Pivots for day following 23-Sep-2020
Pivot 1 day 3 day
R1 41.82 42.06
PP 41.79 41.95
S1 41.76 41.84

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

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