NYMEX Light Sweet Crude Oil Future November 2020


Trading Metrics calculated at close of trading on 11-Sep-2020
Day Change Summary
Previous Current
10-Sep-2020 11-Sep-2020 Change Change % Previous Week
Open 38.16 37.34 -0.82 -2.1% 39.86
High 38.53 38.12 -0.41 -1.1% 39.96
Low 37.27 37.02 -0.25 -0.7% 36.58
Close 37.66 37.65 -0.01 0.0% 37.65
Range 1.26 1.10 -0.16 -12.7% 3.38
ATR 1.47 1.44 -0.03 -1.8% 0.00
Volume 171,073 152,699 -18,374 -10.7% 790,226
Daily Pivots for day following 11-Sep-2020
Classic Woodie Camarilla DeMark
R4 40.90 40.37 38.26
R3 39.80 39.27 37.95
R2 38.70 38.70 37.85
R1 38.17 38.17 37.75 38.44
PP 37.60 37.60 37.60 37.73
S1 37.07 37.07 37.55 37.34
S2 36.50 36.50 37.45
S3 35.40 35.97 37.35
S4 34.30 34.87 37.05
Weekly Pivots for week ending 11-Sep-2020
Classic Woodie Camarilla DeMark
R4 48.20 46.31 39.51
R3 44.82 42.93 38.58
R2 41.44 41.44 38.27
R1 39.55 39.55 37.96 38.81
PP 38.06 38.06 38.06 37.69
S1 36.17 36.17 37.34 35.43
S2 34.68 34.68 37.03
S3 31.30 32.79 36.72
S4 27.92 29.41 35.79
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 42.19 36.58 5.61 14.9% 2.07 5.5% 19% False False 181,178
10 43.89 36.58 7.31 19.4% 1.62 4.3% 15% False False 143,100
20 44.05 36.58 7.47 19.8% 1.30 3.5% 14% False False 111,885
40 44.05 36.58 7.47 19.8% 1.27 3.4% 14% False False 87,272
60 44.05 36.58 7.47 19.8% 1.33 3.5% 14% False False 68,774
80 44.05 32.79 11.26 29.9% 1.50 4.0% 43% False False 56,483
100 44.05 24.43 19.62 52.1% 1.61 4.3% 67% False False 49,983
120 44.05 24.43 19.62 52.1% 1.71 4.5% 67% False False 45,296
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
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 0.31
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 42.80
2.618 41.00
1.618 39.90
1.000 39.22
0.618 38.80
HIGH 38.12
0.618 37.70
0.500 37.57
0.382 37.44
LOW 37.02
0.618 36.34
1.000 35.92
1.618 35.24
2.618 34.14
4.250 32.35
Fisher Pivots for day following 11-Sep-2020
Pivot 1 day 3 day
R1 37.62 37.69
PP 37.60 37.68
S1 37.57 37.66

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

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