NYMEX Light Sweet Crude Oil Future June 2021


Trading Metrics calculated at close of trading on 14-Sep-2020
Day Change Summary
Previous Current
11-Sep-2020 14-Sep-2020 Change Change % Previous Week
Open 40.31 40.50 0.19 0.5% 42.46
High 40.96 40.83 -0.13 -0.3% 42.68
Low 40.09 40.10 0.01 0.0% 39.66
Close 40.54 40.50 -0.04 -0.1% 40.54
Range 0.87 0.73 -0.14 -16.1% 3.02
ATR 1.19 1.16 -0.03 -2.8% 0.00
Volume 31,806 29,709 -2,097 -6.6% 195,131
Daily Pivots for day following 14-Sep-2020
Classic Woodie Camarilla DeMark
R4 42.67 42.31 40.90
R3 41.94 41.58 40.70
R2 41.21 41.21 40.63
R1 40.85 40.85 40.57 40.87
PP 40.48 40.48 40.48 40.48
S1 40.12 40.12 40.43 40.14
S2 39.75 39.75 40.37
S3 39.02 39.39 40.30
S4 38.29 38.66 40.10
Weekly Pivots for week ending 11-Sep-2020
Classic Woodie Camarilla DeMark
R4 50.02 48.30 42.20
R3 47.00 45.28 41.37
R2 43.98 43.98 41.09
R1 42.26 42.26 40.82 41.61
PP 40.96 40.96 40.96 40.64
S1 39.24 39.24 40.26 38.59
S2 37.94 37.94 39.99
S3 34.92 36.22 39.71
S4 31.90 33.20 38.88
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 42.68 39.66 3.02 7.5% 1.46 3.6% 28% False False 44,968
10 45.57 39.66 5.91 14.6% 1.35 3.3% 14% False False 38,039
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.26
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 43.93
2.618 42.74
1.618 42.01
1.000 41.56
0.618 41.28
HIGH 40.83
0.618 40.55
0.500 40.47
0.382 40.38
LOW 40.10
0.618 39.65
1.000 39.37
1.618 38.92
2.618 38.19
4.250 37.00
Fisher Pivots for day following 14-Sep-2020
Pivot 1 day 3 day
R1 40.49 40.68
PP 40.48 40.62
S1 40.47 40.56

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

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