NYMEX Light Sweet Crude Oil Future March 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 41.11 40.97 -0.14 -0.3% 39.41
High 41.51 41.94 0.43 1.0% 42.95
Low 40.53 40.56 0.03 0.1% 38.97
Close 41.06 41.18 0.12 0.3% 42.54
Range 0.98 1.38 0.40 40.8% 3.98
ATR 1.31 1.32 0.00 0.4% 0.00
Volume 32,277 23,754 -8,523 -26.4% 163,802
Daily Pivots for day following 23-Sep-2020
Classic Woodie Camarilla DeMark
R4 45.37 44.65 41.94
R3 43.99 43.27 41.56
R2 42.61 42.61 41.43
R1 41.89 41.89 41.31 42.25
PP 41.23 41.23 41.23 41.41
S1 40.51 40.51 41.05 40.87
S2 39.85 39.85 40.93
S3 38.47 39.13 40.80
S4 37.09 37.75 40.42
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% 1.46 3.5% 33% False False 26,376
10 42.95 38.94 4.01 9.7% 1.30 3.2% 56% False False 29,817
20 45.07 38.54 6.53 15.9% 1.33 3.2% 40% False False 27,066
40 45.07 38.54 6.53 15.9% 1.17 2.8% 40% False False 21,368
60 45.07 38.54 6.53 15.9% 1.11 2.7% 40% False False 18,031
80 45.07 36.55 8.52 20.7% 1.26 3.1% 54% False False 16,232
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 0.35
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 47.81
2.618 45.55
1.618 44.17
1.000 43.32
0.618 42.79
HIGH 41.94
0.618 41.41
0.500 41.25
0.382 41.09
LOW 40.56
0.618 39.71
1.000 39.18
1.618 38.33
2.618 36.95
4.250 34.70
Fisher Pivots for day following 23-Sep-2020
Pivot 1 day 3 day
R1 41.25 41.50
PP 41.23 41.39
S1 41.20 41.29

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

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