NYMEX Light Sweet Crude Oil Future March 2021


Trading Metrics calculated at close of trading on 28-Sep-2020
Day Change Summary
Previous Current
25-Sep-2020 28-Sep-2020 Change Change % Previous Week
Open 41.47 41.22 -0.25 -0.6% 42.37
High 41.86 41.98 0.12 0.3% 42.67
Low 41.04 41.05 0.01 0.0% 40.32
Close 41.45 41.82 0.37 0.9% 41.45
Range 0.82 0.93 0.11 13.4% 2.35
ATR 1.27 1.25 -0.02 -1.9% 0.00
Volume 23,418 15,180 -8,238 -35.2% 130,603
Daily Pivots for day following 28-Sep-2020
Classic Woodie Camarilla DeMark
R4 44.41 44.04 42.33
R3 43.48 43.11 42.08
R2 42.55 42.55 41.99
R1 42.18 42.18 41.91 42.37
PP 41.62 41.62 41.62 41.71
S1 41.25 41.25 41.73 41.44
S2 40.69 40.69 41.65
S3 39.76 40.32 41.56
S4 38.83 39.39 41.31
Weekly Pivots for week ending 25-Sep-2020
Classic Woodie Camarilla DeMark
R4 48.53 47.34 42.74
R3 46.18 44.99 42.10
R2 43.83 43.83 41.88
R1 42.64 42.64 41.67 42.06
PP 41.48 41.48 41.48 41.19
S1 40.29 40.29 41.23 39.71
S2 39.13 39.13 41.02
S3 36.78 37.94 40.80
S4 34.43 35.59 40.16
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 41.98 40.46 1.52 3.6% 1.06 2.5% 89% True False 24,494
10 42.95 39.22 3.73 8.9% 1.31 3.1% 70% False False 28,064
20 45.00 38.54 6.46 15.4% 1.37 3.3% 51% False False 27,473
40 45.07 38.54 6.53 15.6% 1.16 2.8% 50% False False 22,370
60 45.07 38.54 6.53 15.6% 1.10 2.6% 50% False False 18,495
80 45.07 36.55 8.52 20.4% 1.25 3.0% 62% False False 16,677
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 45.93
2.618 44.41
1.618 43.48
1.000 42.91
0.618 42.55
HIGH 41.98
0.618 41.62
0.500 41.52
0.382 41.41
LOW 41.05
0.618 40.48
1.000 40.12
1.618 39.55
2.618 38.62
4.250 37.10
Fisher Pivots for day following 28-Sep-2020
Pivot 1 day 3 day
R1 41.72 41.62
PP 41.62 41.42
S1 41.52 41.22

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

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