NYMEX Light Sweet Crude Oil Future June 2021


Trading Metrics calculated at close of trading on 01-Oct-2020
Day Change Summary
Previous Current
30-Sep-2020 01-Oct-2020 Change Change % Previous Week
Open 41.28 42.06 0.78 1.9% 43.05
High 42.36 42.49 0.13 0.3% 43.43
Low 40.84 40.03 -0.81 -2.0% 41.17
Close 42.28 41.08 -1.20 -2.8% 42.22
Range 1.52 2.46 0.94 61.8% 2.26
ATR 1.26 1.35 0.09 6.8% 0.00
Volume 29,949 55,075 25,126 83.9% 101,847
Daily Pivots for day following 01-Oct-2020
Classic Woodie Camarilla DeMark
R4 48.58 47.29 42.43
R3 46.12 44.83 41.76
R2 43.66 43.66 41.53
R1 42.37 42.37 41.31 41.79
PP 41.20 41.20 41.20 40.91
S1 39.91 39.91 40.85 39.33
S2 38.74 38.74 40.63
S3 36.28 37.45 40.40
S4 33.82 34.99 39.73
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 40.03 2.70 6.6% 1.53 3.7% 39% False True 30,954
10 43.66 40.03 3.63 8.8% 1.42 3.4% 29% False True 26,835
20 44.41 39.66 4.75 11.6% 1.44 3.5% 30% False False 34,740
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.36
Widest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 52.95
2.618 48.93
1.618 46.47
1.000 44.95
0.618 44.01
HIGH 42.49
0.618 41.55
0.500 41.26
0.382 40.97
LOW 40.03
0.618 38.51
1.000 37.57
1.618 36.05
2.618 33.59
4.250 29.58
Fisher Pivots for day following 01-Oct-2020
Pivot 1 day 3 day
R1 41.26 41.32
PP 41.20 41.24
S1 41.14 41.16

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

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