NYMEX Light Sweet Crude Oil Future February 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 40.55 40.52 -0.03 -0.1% 38.88
High 41.62 41.30 -0.32 -0.8% 42.67
Low 40.23 40.14 -0.09 -0.2% 38.49
Close 40.86 41.24 0.38 0.9% 42.24
Range 1.39 1.16 -0.23 -16.5% 4.18
ATR 1.35 1.33 -0.01 -1.0% 0.00
Volume 37,303 16,683 -20,620 -55.3% 142,057
Daily Pivots for day following 24-Sep-2020
Classic Woodie Camarilla DeMark
R4 44.37 43.97 41.88
R3 43.21 42.81 41.56
R2 42.05 42.05 41.45
R1 41.65 41.65 41.35 41.85
PP 40.89 40.89 40.89 41.00
S1 40.49 40.49 41.13 40.69
S2 39.73 39.73 41.03
S3 38.57 39.33 40.92
S4 37.41 38.17 40.60
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% 1.39 3.4% 47% False False 24,631
10 42.67 38.47 4.20 10.2% 1.34 3.3% 66% False False 26,674
20 44.77 38.09 6.68 16.2% 1.40 3.4% 47% False False 23,307
40 44.84 38.09 6.75 16.4% 1.21 2.9% 47% False False 17,726
60 44.84 38.09 6.75 16.4% 1.13 2.7% 47% False False 14,146
80 44.84 36.26 8.58 20.8% 1.27 3.1% 58% False False 12,209
100 44.84 30.75 14.09 34.2% 1.34 3.2% 74% False False 10,940
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 0.37
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 46.23
2.618 44.34
1.618 43.18
1.000 42.46
0.618 42.02
HIGH 41.30
0.618 40.86
0.500 40.72
0.382 40.58
LOW 40.14
0.618 39.42
1.000 38.98
1.618 38.26
2.618 37.10
4.250 35.21
Fisher Pivots for day following 24-Sep-2020
Pivot 1 day 3 day
R1 41.07 41.12
PP 40.89 41.00
S1 40.72 40.88

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

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