NYMEX Light Sweet Crude Oil Future March 2021


Trading Metrics calculated at close of trading on 22-Sep-2020
Day Change Summary
Previous Current
21-Sep-2020 22-Sep-2020 Change Change % Previous Week
Open 42.37 41.11 -1.26 -3.0% 39.41
High 42.67 41.51 -1.16 -2.7% 42.95
Low 40.32 40.53 0.21 0.5% 38.97
Close 40.87 41.06 0.19 0.5% 42.54
Range 2.35 0.98 -1.37 -58.3% 3.98
ATR 1.34 1.31 -0.03 -1.9% 0.00
Volume 23,311 32,277 8,966 38.5% 163,802
Daily Pivots for day following 22-Sep-2020
Classic Woodie Camarilla DeMark
R4 43.97 43.50 41.60
R3 42.99 42.52 41.33
R2 42.01 42.01 41.24
R1 41.54 41.54 41.15 41.29
PP 41.03 41.03 41.03 40.91
S1 40.56 40.56 40.97 40.31
S2 40.05 40.05 40.88
S3 39.07 39.58 40.79
S4 38.09 38.60 40.52
Weekly Pivots for week ending 18-Sep-2020
Classic Woodie Camarilla DeMark
R4 53.43 51.96 44.73
R3 49.45 47.98 43.63
R2 45.47 45.47 43.27
R1 44.00 44.00 42.90 44.74
PP 41.49 41.49 41.49 41.85
S1 40.02 40.02 42.18 40.76
S2 37.51 37.51 41.81
S3 33.53 36.04 41.45
S4 29.55 32.06 40.35
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 42.95 40.32 2.63 6.4% 1.51 3.7% 28% False False 28,154
10 42.95 38.54 4.41 10.7% 1.35 3.3% 57% False False 31,314
20 45.07 38.54 6.53 15.9% 1.31 3.2% 39% False False 27,607
40 45.07 38.54 6.53 15.9% 1.15 2.8% 39% False False 20,979
60 45.07 38.54 6.53 15.9% 1.12 2.7% 39% False False 17,821
80 45.07 36.55 8.52 20.8% 1.25 3.1% 53% False False 16,092
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.36
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 45.68
2.618 44.08
1.618 43.10
1.000 42.49
0.618 42.12
HIGH 41.51
0.618 41.14
0.500 41.02
0.382 40.90
LOW 40.53
0.618 39.92
1.000 39.55
1.618 38.94
2.618 37.96
4.250 36.37
Fisher Pivots for day following 22-Sep-2020
Pivot 1 day 3 day
R1 41.05 41.64
PP 41.03 41.44
S1 41.02 41.25

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

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