NYMEX Light Sweet Crude Oil Future December 2020


Trading Metrics calculated at close of trading on 15-Sep-2020
Day Change Summary
Previous Current
14-Sep-2020 15-Sep-2020 Change Change % Previous Week
Open 38.01 38.07 0.06 0.2% 40.33
High 38.38 39.18 0.80 2.1% 40.40
Low 37.53 37.79 0.26 0.7% 37.11
Close 37.99 38.93 0.94 2.5% 38.08
Range 0.85 1.39 0.54 63.5% 3.29
ATR 1.36 1.36 0.00 0.1% 0.00
Volume 120,855 140,217 19,362 16.0% 655,997
Daily Pivots for day following 15-Sep-2020
Classic Woodie Camarilla DeMark
R4 42.80 42.26 39.69
R3 41.41 40.87 39.31
R2 40.02 40.02 39.18
R1 39.48 39.48 39.06 39.75
PP 38.63 38.63 38.63 38.77
S1 38.09 38.09 38.80 38.36
S2 37.24 37.24 38.68
S3 35.85 36.70 38.55
S4 34.46 35.31 38.17
Weekly Pivots for week ending 11-Sep-2020
Classic Woodie Camarilla DeMark
R4 48.40 46.53 39.89
R3 45.11 43.24 38.98
R2 41.82 41.82 38.68
R1 39.95 39.95 38.38 39.24
PP 38.53 38.53 38.53 38.18
S1 36.66 36.66 37.78 35.95
S2 35.24 35.24 37.48
S3 31.95 33.37 37.18
S4 28.66 30.08 36.27
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 39.22 37.11 2.11 5.4% 1.34 3.4% 86% False False 134,716
10 43.98 37.11 6.87 17.6% 1.63 4.2% 26% False False 137,266
20 44.33 37.11 7.22 18.5% 1.28 3.3% 25% False False 109,767
40 44.33 37.11 7.22 18.5% 1.24 3.2% 25% False False 94,627
60 44.33 37.11 7.22 18.5% 1.29 3.3% 25% False False 85,814
80 44.33 33.12 11.21 28.8% 1.47 3.8% 52% False False 83,975
100 44.33 26.91 17.42 44.7% 1.56 4.0% 69% False False 85,657
120 44.33 25.31 19.02 48.9% 1.72 4.4% 72% False False 89,270
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 45.09
2.618 42.82
1.618 41.43
1.000 40.57
0.618 40.04
HIGH 39.18
0.618 38.65
0.500 38.49
0.382 38.32
LOW 37.79
0.618 36.93
1.000 36.40
1.618 35.54
2.618 34.15
4.250 31.88
Fisher Pivots for day following 15-Sep-2020
Pivot 1 day 3 day
R1 38.78 38.73
PP 38.63 38.53
S1 38.49 38.33

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

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