NYMEX Light Sweet Crude Oil Future February 2021


Trading Metrics calculated at close of trading on 23-Sep-2020
Day Change Summary
Previous Current
22-Sep-2020 23-Sep-2020 Change Change % Previous Week
Open 40.77 40.55 -0.22 -0.5% 38.88
High 41.18 41.62 0.44 1.1% 42.67
Low 40.21 40.23 0.02 0.0% 38.49
Close 40.73 40.86 0.13 0.3% 42.24
Range 0.97 1.39 0.42 43.3% 4.18
ATR 1.34 1.35 0.00 0.2% 0.00
Volume 34,883 37,303 2,420 6.9% 142,057
Daily Pivots for day following 23-Sep-2020
Classic Woodie Camarilla DeMark
R4 45.07 44.36 41.62
R3 43.68 42.97 41.24
R2 42.29 42.29 41.11
R1 41.58 41.58 40.99 41.94
PP 40.90 40.90 40.90 41.08
S1 40.19 40.19 40.73 40.55
S2 39.51 39.51 40.61
S3 38.12 38.80 40.48
S4 36.73 37.41 40.10
Weekly Pivots for week ending 18-Sep-2020
Classic Woodie Camarilla DeMark
R4 53.67 52.14 44.54
R3 49.49 47.96 43.39
R2 45.31 45.31 43.01
R1 43.78 43.78 42.62 44.55
PP 41.13 41.13 41.13 41.52
S1 39.60 39.60 41.86 40.37
S2 36.95 36.95 41.47
S3 32.77 35.42 41.09
S4 28.59 31.24 39.94
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 42.67 39.96 2.71 6.6% 1.50 3.7% 33% False False 26,199
10 42.67 38.47 4.20 10.3% 1.34 3.3% 57% False False 27,471
20 44.84 38.09 6.75 16.5% 1.37 3.4% 41% False False 23,218
40 44.84 38.09 6.75 16.5% 1.19 2.9% 41% False False 17,547
60 44.84 38.09 6.75 16.5% 1.12 2.8% 41% False False 13,985
80 44.84 36.26 8.58 21.0% 1.27 3.1% 54% False False 12,068
100 44.84 29.00 15.84 38.8% 1.34 3.3% 75% False False 10,815
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.36
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 47.53
2.618 45.26
1.618 43.87
1.000 43.01
0.618 42.48
HIGH 41.62
0.618 41.09
0.500 40.93
0.382 40.76
LOW 40.23
0.618 39.37
1.000 38.84
1.618 37.98
2.618 36.59
4.250 34.32
Fisher Pivots for day following 23-Sep-2020
Pivot 1 day 3 day
R1 40.93 41.16
PP 40.90 41.06
S1 40.88 40.96

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.