NYMEX Light Sweet Crude Oil Future June 2021

Trading Metrics calculated at close of trading on 21-Sep-2020

Day Change Summary
	Previous	Current
	18-Sep-2020	21-Sep-2020	Change	Change %	Previous Week
Open	43.22	43.05	-0.17	-0.4%	40.50
High	43.66	43.43	-0.23	-0.5%	43.66
Low	42.81	41.17	-1.64	-3.8%	40.10
Close	43.24	41.66	-1.58	-3.7%	43.24
Range	0.85	2.26	1.41	165.9%	3.56
ATR	1.18	1.26	0.08	6.5%	0.00
Volume	30,976	25,236	-5,740	-18.5%	184,402

Daily Pivots for day following 21-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	48.87	47.52	42.90
R3	46.61	45.26	42.28
R2	44.35	44.35	42.07
R1	43.00	43.00	41.87	42.55
PP	42.09	42.09	42.09	41.86
S1	40.74	40.74	41.45	40.29
S2	39.83	39.83	41.25
S3	37.57	38.48	41.04
S4	35.31	36.22	40.42

Weekly Pivots for week ending 18-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	53.01	51.69	45.20
R3	49.45	48.13	44.22
R2	45.89	45.89	43.89
R1	44.57	44.57	43.57	45.23
PP	42.33	42.33	42.33	42.67
S1	41.01	41.01	42.91	41.67
S2	38.77	38.77	42.59
S3	35.21	37.45	42.26
S4	31.65	33.89	41.28

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	43.66	40.31	3.35	8.0%	1.46	3.5%	40%	False	False	35,985
10	43.66	39.66	4.00	9.6%	1.46	3.5%	50%	False	False	40,476
20	45.59	39.66	5.93	14.2%	1.22	2.9%	34%	False	False	34,226

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.34
Widest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	53.04
2.618	49.35
1.618	47.09
1.000	45.69
0.618	44.83
HIGH	43.43
0.618	42.57
0.500	42.30
0.382	42.03
LOW	41.17
0.618	39.77
1.000	38.91
1.618	37.51
2.618	35.25
4.250	31.57

Fisher Pivots for day following 21-Sep-2020
Pivot	1 day	3 day
R1	42.30	42.42
PP	42.09	42.16
S1	41.87	41.91

Download as Excel Spreadsheet

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

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