NYMEX Light Sweet Crude Oil Future May 2021

Trading Metrics calculated at close of trading on 16-Sep-2020

Day Change Summary
	Previous	Current
	15-Sep-2020	16-Sep-2020	Change	Change %	Previous Week
Open	40.13	41.07	0.94	2.3%	41.45
High	41.19	42.56	1.37	3.3%	42.00
Low	40.00	41.04	1.04	2.6%	39.36
Close	41.01	42.44	1.43	3.5%	40.21
Range	1.19	1.52	0.33	27.7%	2.64
ATR	1.10	1.13	0.03	2.9%	0.00
Volume	5,551	8,086	2,535	45.7%	52,049

Daily Pivots for day following 16-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	46.57	46.03	43.28
R3	45.05	44.51	42.86
R2	43.53	43.53	42.72
R1	42.99	42.99	42.58	43.26
PP	42.01	42.01	42.01	42.15
S1	41.47	41.47	42.30	41.74
S2	40.49	40.49	42.16
S3	38.97	39.95	42.02
S4	37.45	38.43	41.60

Weekly Pivots for week ending 11-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	48.44	46.97	41.66
R3	45.80	44.33	40.94
R2	43.16	43.16	40.69
R1	41.69	41.69	40.45	41.11
PP	40.52	40.52	40.52	40.23
S1	39.05	39.05	39.97	38.47
S2	37.88	37.88	39.73
S3	35.24	36.41	39.48
S4	32.60	33.77	38.76

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	42.56	39.80	2.76	6.5%	1.01	2.4%	96%	True	False	6,988
10	45.18	39.36	5.82	13.7%	1.39	3.3%	53%	False	False	8,635
20	45.42	39.36	6.06	14.3%	1.05	2.5%	51%	False	False	5,841

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	0.25
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	49.02
2.618	46.54
1.618	45.02
1.000	44.08
0.618	43.50
HIGH	42.56
0.618	41.98
0.500	41.80
0.382	41.62
LOW	41.04
0.618	40.10
1.000	39.52
1.618	38.58
2.618	37.06
4.250	34.58

Fisher Pivots for day following 16-Sep-2020
Pivot	1 day	3 day
R1	42.23	42.02
PP	42.01	41.60
S1	41.80	41.18

Download as Excel Spreadsheet

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

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