NYMEX Light Sweet Crude Oil Future March 2021


Trading Metrics calculated at close of trading on 16-Sep-2020
Day Change Summary
Previous Current
15-Sep-2020 16-Sep-2020 Change Change % Previous Week
Open 39.48 40.32 0.84 2.1% 41.53
High 40.45 41.98 1.53 3.8% 41.55
Low 39.22 40.32 1.10 2.8% 38.54
Close 40.25 41.83 1.58 3.9% 39.45
Range 1.23 1.66 0.43 35.0% 3.01
ATR 1.22 1.25 0.04 3.0% 0.00
Volume 49,677 32,642 -17,035 -34.3% 144,331
Daily Pivots for day following 16-Sep-2020
Classic Woodie Camarilla DeMark
R4 46.36 45.75 42.74
R3 44.70 44.09 42.29
R2 43.04 43.04 42.13
R1 42.43 42.43 41.98 42.74
PP 41.38 41.38 41.38 41.53
S1 40.77 40.77 41.68 41.08
S2 39.72 39.72 41.53
S3 38.06 39.11 41.37
S4 36.40 37.45 40.92
Weekly Pivots for week ending 11-Sep-2020
Classic Woodie Camarilla DeMark
R4 48.88 47.17 41.11
R3 45.87 44.16 40.28
R2 42.86 42.86 40.00
R1 41.15 41.15 39.73 40.50
PP 39.85 39.85 39.85 39.52
S1 38.14 38.14 39.17 37.49
S2 36.84 36.84 38.90
S3 33.83 35.13 38.62
S4 30.82 32.12 37.79
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 41.98 38.94 3.04 7.3% 1.14 2.7% 95% True False 33,258
10 44.72 38.54 6.18 14.8% 1.57 3.7% 53% False False 31,742
20 45.07 38.54 6.53 15.6% 1.19 2.8% 50% False False 25,296
40 45.07 38.54 6.53 15.6% 1.10 2.6% 50% False False 19,222
60 45.07 38.52 6.55 15.7% 1.14 2.7% 51% False False 16,737
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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 5 trading days
Fibonacci Retracements and Extensions
4.250 49.04
2.618 46.33
1.618 44.67
1.000 43.64
0.618 43.01
HIGH 41.98
0.618 41.35
0.500 41.15
0.382 40.95
LOW 40.32
0.618 39.29
1.000 38.66
1.618 37.63
2.618 35.97
4.250 33.27
Fisher Pivots for day following 16-Sep-2020
Pivot 1 day 3 day
R1 41.60 41.38
PP 41.38 40.93
S1 41.15 40.48

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

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