NYMEX Light Sweet Crude Oil Future April 2021

Trading Metrics calculated at close of trading on 11-Sep-2020

Day Change Summary
	Previous	Current
	10-Sep-2020	11-Sep-2020	Change	Change %	Previous Week
Open	40.27	39.78	-0.49	-1.2%	41.72
High	40.45	40.26	-0.19	-0.5%	41.85
Low	39.59	39.36	-0.23	-0.6%	38.97
Close	39.93	39.85	-0.08	-0.2%	39.85
Range	0.86	0.90	0.04	4.7%	2.88
ATR	1.18	1.16	-0.02	-1.7%	0.00
Volume	15,961	5,040	-10,921	-68.4%	62,279

Daily Pivots for day following 11-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	42.52	42.09	40.35
R3	41.62	41.19	40.10
R2	40.72	40.72	40.02
R1	40.29	40.29	39.93	40.51
PP	39.82	39.82	39.82	39.93
S1	39.39	39.39	39.77	39.61
S2	38.92	38.92	39.69
S3	38.02	38.49	39.60
S4	37.12	37.59	39.36

Weekly Pivots for week ending 11-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	48.86	47.24	41.43
R3	45.98	44.36	40.64
R2	43.10	43.10	40.38
R1	41.48	41.48	40.11	40.85
PP	40.22	40.22	40.22	39.91
S1	38.60	38.60	39.59	37.97
S2	37.34	37.34	39.32
S3	34.46	35.72	39.06
S4	31.58	32.84	38.27

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	43.85	38.97	4.88	12.2%	1.66	4.2%	18%	False	False	13,647
10	45.21	38.97	6.24	15.7%	1.29	3.2%	14%	False	False	9,670
20	45.23	38.97	6.26	15.7%	1.02	2.6%	14%	False	False	6,850
40	45.23	38.97	6.26	15.7%	0.98	2.5%	14%	False	False	4,953

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	0.25
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	44.09
2.618	42.62
1.618	41.72
1.000	41.16
0.618	40.82
HIGH	40.26
0.618	39.92
0.500	39.81
0.382	39.70
LOW	39.36
0.618	38.80
1.000	38.46
1.618	37.90
2.618	37.00
4.250	35.54

Fisher Pivots for day following 11-Sep-2020
Pivot	1 day	3 day
R1	39.84	39.85
PP	39.82	39.85
S1	39.81	39.85

Download as Excel Spreadsheet

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

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