NYMEX Light Sweet Crude Oil Future June 2021


Trading Metrics calculated at close of trading on 15-Sep-2020
Day Change Summary
Previous Current
14-Sep-2020 15-Sep-2020 Change Change % Previous Week
Open 40.50 40.58 0.08 0.2% 42.46
High 40.83 41.51 0.68 1.7% 42.68
Low 40.10 40.31 0.21 0.5% 39.66
Close 40.50 41.34 0.84 2.1% 40.54
Range 0.73 1.20 0.47 64.4% 3.02
ATR 1.16 1.16 0.00 0.3% 0.00
Volume 29,709 27,785 -1,924 -6.5% 195,131
Daily Pivots for day following 15-Sep-2020
Classic Woodie Camarilla DeMark
R4 44.65 44.20 42.00
R3 43.45 43.00 41.67
R2 42.25 42.25 41.56
R1 41.80 41.80 41.45 42.03
PP 41.05 41.05 41.05 41.17
S1 40.60 40.60 41.23 40.83
S2 39.85 39.85 41.12
S3 38.65 39.40 41.01
S4 37.45 38.20 40.68
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 41.51 39.66 1.85 4.5% 1.10 2.7% 91% True False 37,162
10 45.36 39.66 5.70 13.8% 1.37 3.3% 29% False False 39,398
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.25
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 46.61
2.618 44.65
1.618 43.45
1.000 42.71
0.618 42.25
HIGH 41.51
0.618 41.05
0.500 40.91
0.382 40.77
LOW 40.31
0.618 39.57
1.000 39.11
1.618 38.37
2.618 37.17
4.250 35.21
Fisher Pivots for day following 15-Sep-2020
Pivot 1 day 3 day
R1 41.20 41.16
PP 41.05 40.98
S1 40.91 40.80

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

View Archives - Comment on this page... - Back to Index of Symbols