NYMEX Light Sweet Crude Oil Future June 2021


Trading Metrics calculated at close of trading on 09-Oct-2020
Day Change Summary
Previous Current
08-Oct-2020 09-Oct-2020 Change Change % Previous Week
Open 42.17 43.18 1.01 2.4% 39.58
High 43.15 43.26 0.11 0.3% 43.26
Low 41.91 42.33 0.42 1.0% 39.57
Close 43.09 42.57 -0.52 -1.2% 42.57
Range 1.24 0.93 -0.31 -25.0% 3.69
ATR 1.43 1.39 -0.04 -2.5% 0.00
Volume 68,584 38,840 -29,744 -43.4% 222,900
Daily Pivots for day following 09-Oct-2020
Classic Woodie Camarilla DeMark
R4 45.51 44.97 43.08
R3 44.58 44.04 42.83
R2 43.65 43.65 42.74
R1 43.11 43.11 42.66 42.92
PP 42.72 42.72 42.72 42.62
S1 42.18 42.18 42.48 41.99
S2 41.79 41.79 42.40
S3 40.86 41.25 42.31
S4 39.93 40.32 42.06
Weekly Pivots for week ending 09-Oct-2020
Classic Woodie Camarilla DeMark
R4 52.87 51.41 44.60
R3 49.18 47.72 43.58
R2 45.49 45.49 43.25
R1 44.03 44.03 42.91 44.76
PP 41.80 41.80 41.80 42.17
S1 40.34 40.34 42.23 41.07
S2 38.11 38.11 41.89
S3 34.42 36.65 41.56
S4 30.73 32.96 40.54
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 43.26 39.57 3.69 8.7% 1.39 3.3% 81% True False 44,580
10 43.26 39.16 4.10 9.6% 1.56 3.7% 83% True False 39,980
20 43.66 39.16 4.50 10.6% 1.39 3.3% 76% False False 34,302
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook True
Stretch 0.21
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 47.21
2.618 45.69
1.618 44.76
1.000 44.19
0.618 43.83
HIGH 43.26
0.618 42.90
0.500 42.80
0.382 42.69
LOW 42.33
0.618 41.76
1.000 41.40
1.618 40.83
2.618 39.90
4.250 38.38
Fisher Pivots for day following 09-Oct-2020
Pivot 1 day 3 day
R1 42.80 42.51
PP 42.72 42.45
S1 42.65 42.39

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

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