NYMEX Light Sweet Crude Oil Future April 2021


Trading Metrics calculated at close of trading on 30-Sep-2020
Day Change Summary
Previous Current
29-Sep-2020 30-Sep-2020 Change Change % Previous Week
Open 42.07 40.73 -1.34 -3.2% 42.87
High 42.09 41.86 -0.23 -0.5% 42.87
Low 40.16 40.38 0.22 0.5% 40.64
Close 40.88 41.78 0.90 2.2% 41.74
Range 1.93 1.48 -0.45 -23.3% 2.23
ATR 1.21 1.23 0.02 1.6% 0.00
Volume 9,912 17,932 8,020 80.9% 56,244
Daily Pivots for day following 30-Sep-2020
Classic Woodie Camarilla DeMark
R4 45.78 45.26 42.59
R3 44.30 43.78 42.19
R2 42.82 42.82 42.05
R1 42.30 42.30 41.92 42.56
PP 41.34 41.34 41.34 41.47
S1 40.82 40.82 41.64 41.08
S2 39.86 39.86 41.51
S3 38.38 39.34 41.37
S4 36.90 37.86 40.97
Weekly Pivots for week ending 25-Sep-2020
Classic Woodie Camarilla DeMark
R4 48.44 47.32 42.97
R3 46.21 45.09 42.35
R2 43.98 43.98 42.15
R1 42.86 42.86 41.94 42.31
PP 41.75 41.75 41.75 41.47
S1 40.63 40.63 41.54 40.08
S2 39.52 39.52 41.33
S3 37.29 38.40 41.13
S4 35.06 36.17 40.51
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 42.23 40.16 2.07 5.0% 1.22 2.9% 78% False False 12,365
10 43.21 40.16 3.05 7.3% 1.29 3.1% 53% False False 10,439
20 44.93 38.97 5.96 14.3% 1.37 3.3% 47% False False 11,168
40 45.23 38.97 6.26 15.0% 1.08 2.6% 45% False False 7,606
60 45.23 38.97 6.26 15.0% 1.03 2.5% 45% False False 5,892
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.27
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 48.15
2.618 45.73
1.618 44.25
1.000 43.34
0.618 42.77
HIGH 41.86
0.618 41.29
0.500 41.12
0.382 40.95
LOW 40.38
0.618 39.47
1.000 38.90
1.618 37.99
2.618 36.51
4.250 34.09
Fisher Pivots for day following 30-Sep-2020
Pivot 1 day 3 day
R1 41.56 41.59
PP 41.34 41.39
S1 41.12 41.20

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

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