NYMEX Light Sweet Crude Oil Future February 2021


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 38.88 39.11 0.23 0.6% 41.14
High 39.26 40.04 0.78 2.0% 41.14
Low 38.49 38.76 0.27 0.7% 38.09
Close 38.93 39.83 0.90 2.3% 39.02
Range 0.77 1.28 0.51 66.2% 3.05
ATR 1.24 1.24 0.00 0.2% 0.00
Volume 20,846 45,557 24,711 118.5% 106,108
Daily Pivots for day following 15-Sep-2020
Classic Woodie Camarilla DeMark
R4 43.38 42.89 40.53
R3 42.10 41.61 40.18
R2 40.82 40.82 40.06
R1 40.33 40.33 39.95 40.58
PP 39.54 39.54 39.54 39.67
S1 39.05 39.05 39.71 39.30
S2 38.26 38.26 39.60
S3 36.98 37.77 39.48
S4 35.70 36.49 39.13
Weekly Pivots for week ending 11-Sep-2020
Classic Woodie Camarilla DeMark
R4 48.57 46.84 40.70
R3 45.52 43.79 39.86
R2 42.47 42.47 39.58
R1 40.74 40.74 39.30 40.08
PP 39.42 39.42 39.42 39.09
S1 37.69 37.69 38.74 37.03
S2 36.37 36.37 38.46
S3 33.32 34.64 38.18
S4 30.27 31.59 37.34
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 40.05 38.09 1.96 4.9% 1.22 3.1% 89% False False 26,996
10 44.51 38.09 6.42 16.1% 1.49 3.7% 27% False False 24,798
20 44.84 38.09 6.75 16.9% 1.16 2.9% 26% False False 18,911
40 44.84 38.09 6.75 16.9% 1.11 2.8% 26% False False 14,559
60 44.84 38.09 6.75 16.9% 1.14 2.9% 26% False False 11,880
80 44.84 33.99 10.85 27.2% 1.29 3.2% 54% False False 10,409
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 0.30
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 45.48
2.618 43.39
1.618 42.11
1.000 41.32
0.618 40.83
HIGH 40.04
0.618 39.55
0.500 39.40
0.382 39.25
LOW 38.76
0.618 37.97
1.000 37.48
1.618 36.69
2.618 35.41
4.250 33.32
Fisher Pivots for day following 15-Sep-2020
Pivot 1 day 3 day
R1 39.69 39.64
PP 39.54 39.45
S1 39.40 39.26

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

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