NYMEX Light Sweet Crude Oil Future November 2020


Trading Metrics calculated at close of trading on 25-Sep-2020
Day Change Summary
Previous Current
24-Sep-2020 25-Sep-2020 Change Change % Previous Week
Open 39.60 40.15 0.55 1.4% 41.19
High 40.37 40.64 0.27 0.7% 41.49
Low 39.12 39.71 0.59 1.5% 38.87
Close 40.31 40.25 -0.06 -0.1% 40.25
Range 1.25 0.93 -0.32 -25.6% 2.62
ATR 1.49 1.45 -0.04 -2.7% 0.00
Volume 269,992 229,025 -40,967 -15.2% 1,510,783
Daily Pivots for day following 25-Sep-2020
Classic Woodie Camarilla DeMark
R4 42.99 42.55 40.76
R3 42.06 41.62 40.51
R2 41.13 41.13 40.42
R1 40.69 40.69 40.34 40.91
PP 40.20 40.20 40.20 40.31
S1 39.76 39.76 40.16 39.98
S2 39.27 39.27 40.08
S3 38.34 38.83 39.99
S4 37.41 37.90 39.74
Weekly Pivots for week ending 25-Sep-2020
Classic Woodie Camarilla DeMark
R4 48.06 46.78 41.69
R3 45.44 44.16 40.97
R2 42.82 42.82 40.73
R1 41.54 41.54 40.49 40.87
PP 40.20 40.20 40.20 39.87
S1 38.92 38.92 40.01 38.25
S2 37.58 37.58 39.77
S3 34.96 36.30 39.53
S4 32.34 33.68 38.81
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 41.49 38.87 2.62 6.5% 1.47 3.7% 53% False False 302,156
10 41.72 37.12 4.60 11.4% 1.47 3.6% 68% False False 274,750
20 43.89 36.58 7.31 18.2% 1.54 3.8% 50% False False 208,925
40 44.05 36.58 7.47 18.6% 1.33 3.3% 49% False False 144,993
60 44.05 36.58 7.47 18.6% 1.29 3.2% 49% False False 109,049
80 44.05 35.54 8.51 21.1% 1.45 3.6% 55% False False 88,521
100 44.05 29.00 15.05 37.4% 1.53 3.8% 75% False False 75,012
120 44.05 24.43 19.62 48.7% 1.67 4.1% 81% False False 66,380
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 0.41
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 44.59
2.618 43.07
1.618 42.14
1.000 41.57
0.618 41.21
HIGH 40.64
0.618 40.28
0.500 40.18
0.382 40.07
LOW 39.71
0.618 39.14
1.000 38.78
1.618 38.21
2.618 37.28
4.250 35.76
Fisher Pivots for day following 25-Sep-2020
Pivot 1 day 3 day
R1 40.23 40.15
PP 40.20 40.04
S1 40.18 39.94

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

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