NYMEX Light Sweet Crude Oil Future March 2021


Trading Metrics calculated at close of trading on 29-Sep-2020
Day Change Summary
Previous Current
28-Sep-2020 29-Sep-2020 Change Change % Previous Week
Open 41.22 41.77 0.55 1.3% 42.37
High 41.98 41.88 -0.10 -0.2% 42.67
Low 41.05 39.81 -1.24 -3.0% 40.32
Close 41.82 40.57 -1.25 -3.0% 41.45
Range 0.93 2.07 1.14 122.6% 2.35
ATR 1.25 1.30 0.06 4.7% 0.00
Volume 15,180 31,386 16,206 106.8% 130,603
Daily Pivots for day following 29-Sep-2020
Classic Woodie Camarilla DeMark
R4 46.96 45.84 41.71
R3 44.89 43.77 41.14
R2 42.82 42.82 40.95
R1 41.70 41.70 40.76 41.23
PP 40.75 40.75 40.75 40.52
S1 39.63 39.63 40.38 39.16
S2 38.68 38.68 40.19
S3 36.61 37.56 40.00
S4 34.54 35.49 39.43
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 39.81 2.17 5.3% 1.27 3.1% 35% False True 24,316
10 42.95 39.81 3.14 7.7% 1.39 3.4% 24% False True 26,235
20 44.74 38.54 6.20 15.3% 1.43 3.5% 33% False False 28,436
40 45.07 38.54 6.53 16.1% 1.17 2.9% 31% False False 22,672
60 45.07 38.54 6.53 16.1% 1.12 2.8% 31% False False 18,827
80 45.07 36.55 8.52 21.0% 1.25 3.1% 47% False False 16,804
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.34
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 50.68
2.618 47.30
1.618 45.23
1.000 43.95
0.618 43.16
HIGH 41.88
0.618 41.09
0.500 40.85
0.382 40.60
LOW 39.81
0.618 38.53
1.000 37.74
1.618 36.46
2.618 34.39
4.250 31.01
Fisher Pivots for day following 29-Sep-2020
Pivot 1 day 3 day
R1 40.85 40.90
PP 40.75 40.79
S1 40.66 40.68

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

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