NYMEX Light Sweet Crude Oil Future April 2021


Trading Metrics calculated at close of trading on 15-Sep-2020
Day Change Summary
Previous Current
14-Sep-2020 15-Sep-2020 Change Change % Previous Week
Open 40.05 39.75 -0.30 -0.7% 41.72
High 40.10 40.81 0.71 1.8% 41.85
Low 39.37 39.69 0.32 0.8% 38.97
Close 39.78 40.64 0.86 2.2% 39.85
Range 0.73 1.12 0.39 53.4% 2.88
ATR 1.13 1.13 0.00 -0.1% 0.00
Volume 12,549 13,042 493 3.9% 62,279
Daily Pivots for day following 15-Sep-2020
Classic Woodie Camarilla DeMark
R4 43.74 43.31 41.26
R3 42.62 42.19 40.95
R2 41.50 41.50 40.85
R1 41.07 41.07 40.74 41.29
PP 40.38 40.38 40.38 40.49
S1 39.95 39.95 40.54 40.17
S2 39.26 39.26 40.43
S3 38.14 38.83 40.33
S4 37.02 37.71 40.02
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 40.81 39.01 1.80 4.4% 1.06 2.6% 91% True False 13,000
10 44.94 38.97 5.97 14.7% 1.33 3.3% 28% False False 11,691
20 45.23 38.97 6.26 15.4% 1.05 2.6% 27% False False 7,699
40 45.23 38.97 6.26 15.4% 1.00 2.4% 27% False False 5,474
60 45.23 38.68 6.55 16.1% 1.04 2.6% 30% False False 4,622
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.21
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 45.57
2.618 43.74
1.618 42.62
1.000 41.93
0.618 41.50
HIGH 40.81
0.618 40.38
0.500 40.25
0.382 40.12
LOW 39.69
0.618 39.00
1.000 38.57
1.618 37.88
2.618 36.76
4.250 34.93
Fisher Pivots for day following 15-Sep-2020
Pivot 1 day 3 day
R1 40.51 40.46
PP 40.38 40.27
S1 40.25 40.09

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

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