NYMEX Light Sweet Crude Oil Future January 2021


Trading Metrics calculated at close of trading on 24-Sep-2020
Day Change Summary
Previous Current
23-Sep-2020 24-Sep-2020 Change Change % Previous Week
Open 40.30 40.17 -0.13 -0.3% 38.47
High 41.33 40.96 -0.37 -0.9% 42.36
Low 39.88 39.74 -0.14 -0.4% 38.02
Close 40.53 40.90 0.37 0.9% 41.93
Range 1.45 1.22 -0.23 -15.9% 4.34
ATR 1.41 1.40 -0.01 -1.0% 0.00
Volume 47,161 34,562 -12,599 -26.7% 214,441
Daily Pivots for day following 24-Sep-2020
Classic Woodie Camarilla DeMark
R4 44.19 43.77 41.57
R3 42.97 42.55 41.24
R2 41.75 41.75 41.12
R1 41.33 41.33 41.01 41.54
PP 40.53 40.53 40.53 40.64
S1 40.11 40.11 40.79 40.32
S2 39.31 39.31 40.68
S3 38.09 38.89 40.56
S4 36.87 37.67 40.23
Weekly Pivots for week ending 18-Sep-2020
Classic Woodie Camarilla DeMark
R4 53.79 52.20 44.32
R3 49.45 47.86 43.12
R2 45.11 45.11 42.73
R1 43.52 43.52 42.33 44.32
PP 40.77 40.77 40.77 41.17
S1 39.18 39.18 41.53 39.98
S2 36.43 36.43 41.13
S3 32.09 34.84 40.74
S4 27.75 30.50 39.54
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 42.36 39.59 2.77 6.8% 1.46 3.6% 47% False False 40,793
10 42.36 37.98 4.38 10.7% 1.41 3.4% 67% False False 40,501
20 44.48 37.60 6.88 16.8% 1.46 3.6% 48% False False 35,849
40 44.60 37.60 7.00 17.1% 1.27 3.1% 47% False False 30,821
60 44.60 37.60 7.00 17.1% 1.20 2.9% 47% False False 25,600
80 44.60 35.94 8.66 21.2% 1.35 3.3% 57% False False 22,335
100 44.60 30.00 14.60 35.7% 1.43 3.5% 75% False False 20,013
120 44.60 26.22 18.38 44.9% 1.55 3.8% 80% False False 18,557
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 2 trading days
Fibonacci Retracements and Extensions
4.250 46.15
2.618 44.15
1.618 42.93
1.000 42.18
0.618 41.71
HIGH 40.96
0.618 40.49
0.500 40.35
0.382 40.21
LOW 39.74
0.618 38.99
1.000 38.52
1.618 37.77
2.618 36.55
4.250 34.56
Fisher Pivots for day following 24-Sep-2020
Pivot 1 day 3 day
R1 40.72 40.78
PP 40.53 40.66
S1 40.35 40.54

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

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