NYMEX Light Sweet Crude Oil Future December 2020


Trading Metrics calculated at close of trading on 21-Sep-2020
Day Change Summary
Previous Current
18-Sep-2020 21-Sep-2020 Change Change % Previous Week
Open 41.51 41.44 -0.07 -0.2% 38.01
High 42.02 41.78 -0.24 -0.6% 42.02
Low 40.86 39.21 -1.65 -4.0% 37.53
Close 41.61 39.85 -1.76 -4.2% 41.61
Range 1.16 2.57 1.41 121.6% 4.49
ATR 1.42 1.50 0.08 5.8% 0.00
Volume 112,402 113,447 1,045 0.9% 746,483
Daily Pivots for day following 21-Sep-2020
Classic Woodie Camarilla DeMark
R4 47.99 46.49 41.26
R3 45.42 43.92 40.56
R2 42.85 42.85 40.32
R1 41.35 41.35 40.09 40.82
PP 40.28 40.28 40.28 40.01
S1 38.78 38.78 39.61 38.25
S2 37.71 37.71 39.38
S3 35.14 36.21 39.14
S4 32.57 33.64 38.44
Weekly Pivots for week ending 18-Sep-2020
Classic Woodie Camarilla DeMark
R4 53.86 52.22 44.08
R3 49.37 47.73 42.84
R2 44.88 44.88 42.43
R1 43.24 43.24 42.02 44.06
PP 40.39 40.39 40.39 40.80
S1 38.75 38.75 41.20 39.57
S2 35.90 35.90 40.79
S3 31.41 34.26 40.38
S4 26.92 29.77 39.14
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 42.02 37.79 4.23 10.6% 1.77 4.4% 49% False False 147,815
10 42.02 37.11 4.91 12.3% 1.74 4.4% 56% False False 151,592
20 44.33 37.11 7.22 18.1% 1.45 3.6% 38% False False 123,980
40 44.33 37.11 7.22 18.1% 1.31 3.3% 38% False False 102,219
60 44.33 37.11 7.22 18.1% 1.27 3.2% 38% False False 91,253
80 44.33 34.45 9.88 24.8% 1.45 3.6% 55% False False 87,922
100 44.33 27.57 16.76 42.1% 1.57 3.9% 73% False False 87,826
120 44.33 25.31 19.02 47.7% 1.73 4.3% 76% False False 91,393
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.37
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 52.70
2.618 48.51
1.618 45.94
1.000 44.35
0.618 43.37
HIGH 41.78
0.618 40.80
0.500 40.50
0.382 40.19
LOW 39.21
0.618 37.62
1.000 36.64
1.618 35.05
2.618 32.48
4.250 28.29
Fisher Pivots for day following 21-Sep-2020
Pivot 1 day 3 day
R1 40.50 40.62
PP 40.28 40.36
S1 40.07 40.11

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

View Archives - Comment on this page... - Back to Index of Symbols