NYMEX Light Sweet Crude Oil Future June 2021


Trading Metrics calculated at close of trading on 30-Sep-2020
Day Change Summary
Previous Current
29-Sep-2020 30-Sep-2020 Change Change % Previous Week
Open 42.53 41.28 -1.25 -2.9% 43.05
High 42.60 42.36 -0.24 -0.6% 43.43
Low 40.64 40.84 0.20 0.5% 41.17
Close 41.38 42.28 0.90 2.2% 42.22
Range 1.96 1.52 -0.44 -22.4% 2.26
ATR 1.24 1.26 0.02 1.6% 0.00
Volume 30,952 29,949 -1,003 -3.2% 101,847
Daily Pivots for day following 30-Sep-2020
Classic Woodie Camarilla DeMark
R4 46.39 45.85 43.12
R3 44.87 44.33 42.70
R2 43.35 43.35 42.56
R1 42.81 42.81 42.42 43.08
PP 41.83 41.83 41.83 41.96
S1 41.29 41.29 42.14 41.56
S2 40.31 40.31 42.00
S3 38.79 39.77 41.86
S4 37.27 38.25 41.44
Weekly Pivots for week ending 25-Sep-2020
Classic Woodie Camarilla DeMark
R4 49.05 47.90 43.46
R3 46.79 45.64 42.84
R2 44.53 44.53 42.63
R1 43.38 43.38 42.43 42.83
PP 42.27 42.27 42.27 42.00
S1 41.12 41.12 42.01 40.57
S2 40.01 40.01 41.81
S3 37.75 38.86 41.60
S4 35.49 36.60 40.98
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 42.73 40.64 2.09 4.9% 1.27 3.0% 78% False False 23,571
10 43.66 40.64 3.02 7.1% 1.32 3.1% 54% False False 26,064
20 45.36 39.66 5.70 13.5% 1.39 3.3% 46% False False 33,862
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 0.38
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 48.82
2.618 46.34
1.618 44.82
1.000 43.88
0.618 43.30
HIGH 42.36
0.618 41.78
0.500 41.60
0.382 41.42
LOW 40.84
0.618 39.90
1.000 39.32
1.618 38.38
2.618 36.86
4.250 34.38
Fisher Pivots for day following 30-Sep-2020
Pivot 1 day 3 day
R1 42.05 42.08
PP 41.83 41.88
S1 41.60 41.69

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

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