NYMEX Light Sweet Crude Oil Future June 2021


Trading Metrics calculated at close of trading on 08-Sep-2020
Day Change Summary
Previous Current
04-Sep-2020 08-Sep-2020 Change Change % Previous Week
Open 43.97 42.46 -1.51 -3.4% 45.14
High 44.41 42.68 -1.73 -3.9% 45.57
Low 42.50 39.69 -2.81 -6.6% 42.50
Close 42.84 40.22 -2.62 -6.1% 42.84
Range 1.91 2.99 1.08 56.5% 3.07
ATR
Volume 46,759 66,813 20,054 42.9% 155,551
Daily Pivots for day following 08-Sep-2020
Classic Woodie Camarilla DeMark
R4 49.83 48.02 41.86
R3 46.84 45.03 41.04
R2 43.85 43.85 40.77
R1 42.04 42.04 40.49 41.45
PP 40.86 40.86 40.86 40.57
S1 39.05 39.05 39.95 38.46
S2 37.87 37.87 39.67
S3 34.88 36.06 39.40
S4 31.89 33.07 38.58
Weekly Pivots for week ending 04-Sep-2020
Classic Woodie Camarilla DeMark
R4 52.85 50.91 44.53
R3 49.78 47.84 43.68
R2 46.71 46.71 43.40
R1 44.77 44.77 43.12 44.21
PP 43.64 43.64 43.64 43.35
S1 41.70 41.70 42.56 41.14
S2 40.57 40.57 42.28
S3 37.50 38.63 42.00
S4 34.43 35.56 41.15
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 45.36 39.69 5.67 14.1% 1.63 4.1% 9% False True 41,634
10 45.59 39.69 5.90 14.7% 1.21 3.0% 9% False True 32,331
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 0.18
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 55.39
2.618 50.51
1.618 47.52
1.000 45.67
0.618 44.53
HIGH 42.68
0.618 41.54
0.500 41.19
0.382 40.83
LOW 39.69
0.618 37.84
1.000 36.70
1.618 34.85
2.618 31.86
4.250 26.98
Fisher Pivots for day following 08-Sep-2020
Pivot 1 day 3 day
R1 41.19 42.05
PP 40.86 41.44
S1 40.54 40.83

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

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