NYMEX Light Sweet Crude Oil Future February 2021


Trading Metrics calculated at close of trading on 17-Sep-2020
Day Change Summary
Previous Current
16-Sep-2020 17-Sep-2020 Change Change % Previous Week
Open 39.91 41.38 1.47 3.7% 41.14
High 41.62 42.46 0.84 2.0% 41.14
Low 39.88 40.76 0.88 2.2% 38.09
Close 41.47 42.22 0.75 1.8% 39.02
Range 1.74 1.70 -0.04 -2.3% 3.05
ATR 1.28 1.31 0.03 2.3% 0.00
Volume 33,351 24,522 -8,829 -26.5% 106,108
Daily Pivots for day following 17-Sep-2020
Classic Woodie Camarilla DeMark
R4 46.91 46.27 43.16
R3 45.21 44.57 42.69
R2 43.51 43.51 42.53
R1 42.87 42.87 42.38 43.19
PP 41.81 41.81 41.81 41.98
S1 41.17 41.17 42.06 41.49
S2 40.11 40.11 41.91
S3 38.41 39.47 41.75
S4 36.71 37.77 41.29
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 42.46 38.47 3.99 9.5% 1.29 3.1% 94% True False 28,716
10 43.25 38.09 5.16 12.2% 1.61 3.8% 80% False False 26,298
20 44.84 38.09 6.75 16.0% 1.28 3.0% 61% False False 20,714
40 44.84 38.09 6.75 16.0% 1.15 2.7% 61% False False 15,668
60 44.84 38.09 6.75 16.0% 1.15 2.7% 61% False False 12,676
80 44.84 34.40 10.44 24.7% 1.29 3.0% 75% False False 11,027
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 0.33
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 49.69
2.618 46.91
1.618 45.21
1.000 44.16
0.618 43.51
HIGH 42.46
0.618 41.81
0.500 41.61
0.382 41.41
LOW 40.76
0.618 39.71
1.000 39.06
1.618 38.01
2.618 36.31
4.250 33.54
Fisher Pivots for day following 17-Sep-2020
Pivot 1 day 3 day
R1 42.02 41.68
PP 41.81 41.15
S1 41.61 40.61

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

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