NYMEX Light Sweet Crude Oil Future June 2021

Trading Metrics calculated at close of trading on 14-Sep-2020

Day Change Summary
	Previous	Current
	11-Sep-2020	14-Sep-2020	Change	Change %	Previous Week
Open	40.31	40.50	0.19	0.5%	42.46
High	40.96	40.83	-0.13	-0.3%	42.68
Low	40.09	40.10	0.01	0.0%	39.66
Close	40.54	40.50	-0.04	-0.1%	40.54
Range	0.87	0.73	-0.14	-16.1%	3.02
ATR	1.19	1.16	-0.03	-2.8%	0.00
Volume	31,806	29,709	-2,097	-6.6%	195,131

Daily Pivots for day following 14-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	42.67	42.31	40.90
R3	41.94	41.58	40.70
R2	41.21	41.21	40.63
R1	40.85	40.85	40.57	40.87
PP	40.48	40.48	40.48	40.48
S1	40.12	40.12	40.43	40.14
S2	39.75	39.75	40.37
S3	39.02	39.39	40.30
S4	38.29	38.66	40.10

Weekly Pivots for week ending 11-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	50.02	48.30	42.20
R3	47.00	45.28	41.37
R2	43.98	43.98	41.09
R1	42.26	42.26	40.82	41.61
PP	40.96	40.96	40.96	40.64
S1	39.24	39.24	40.26	38.59
S2	37.94	37.94	39.99
S3	34.92	36.22	39.71
S4	31.90	33.20	38.88

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	42.68	39.66	3.02	7.5%	1.46	3.6%	28%	False	False	44,968
10	45.57	39.66	5.91	14.6%	1.35	3.3%	14%	False	False	38,039

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.26
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	43.93
2.618	42.74
1.618	42.01
1.000	41.56
0.618	41.28
HIGH	40.83
0.618	40.55
0.500	40.47
0.382	40.38
LOW	40.10
0.618	39.65
1.000	39.37
1.618	38.92
2.618	38.19
4.250	37.00

Fisher Pivots for day following 14-Sep-2020
Pivot	1 day	3 day
R1	40.49	40.68
PP	40.48	40.62
S1	40.47	40.56

Download as Excel Spreadsheet

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

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