NYMEX Light Sweet Crude Oil Future January 2021


Trading Metrics calculated at close of trading on 12-Oct-2020
Day Change Summary
Previous Current
09-Oct-2020 12-Oct-2020 Change Change % Previous Week
Open 41.88 41.10 -0.78 -1.9% 37.74
High 42.06 41.11 -0.95 -2.3% 42.06
Low 41.04 39.74 -1.30 -3.2% 37.72
Close 41.27 40.11 -1.16 -2.8% 41.27
Range 1.02 1.37 0.35 34.3% 4.34
ATR 1.56 1.56 0.00 -0.1% 0.00
Volume 74,032 77,915 3,883 5.2% 439,658
Daily Pivots for day following 12-Oct-2020
Classic Woodie Camarilla DeMark
R4 44.43 43.64 40.86
R3 43.06 42.27 40.49
R2 41.69 41.69 40.36
R1 40.90 40.90 40.24 40.61
PP 40.32 40.32 40.32 40.18
S1 39.53 39.53 39.98 39.24
S2 38.95 38.95 39.86
S3 37.58 38.16 39.73
S4 36.21 36.79 39.36
Weekly Pivots for week ending 09-Oct-2020
Classic Woodie Camarilla DeMark
R4 53.37 51.66 43.66
R3 49.03 47.32 42.46
R2 44.69 44.69 42.07
R1 42.98 42.98 41.67 43.84
PP 40.35 40.35 40.35 40.78
S1 38.64 38.64 40.87 39.50
S2 36.01 36.01 40.47
S3 31.67 34.30 40.08
S4 27.33 29.96 38.88
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 42.06 39.74 2.32 5.8% 1.32 3.3% 16% False True 87,067
10 42.06 37.30 4.76 11.9% 1.78 4.4% 59% False False 77,440
20 42.36 37.30 5.06 12.6% 1.59 4.0% 56% False False 59,651
40 44.60 37.30 7.30 18.2% 1.40 3.5% 38% False False 44,274
60 44.60 37.30 7.30 18.2% 1.31 3.3% 38% False False 36,800
80 44.60 37.30 7.30 18.2% 1.32 3.3% 38% False False 31,142
100 44.60 33.62 10.98 27.4% 1.42 3.5% 59% False False 27,229
120 44.60 27.77 16.83 42.0% 1.48 3.7% 73% False False 24,355
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 False
Stretch 0.23
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 46.93
2.618 44.70
1.618 43.33
1.000 42.48
0.618 41.96
HIGH 41.11
0.618 40.59
0.500 40.43
0.382 40.26
LOW 39.74
0.618 38.89
1.000 38.37
1.618 37.52
2.618 36.15
4.250 33.92
Fisher Pivots for day following 12-Oct-2020
Pivot 1 day 3 day
R1 40.43 40.90
PP 40.32 40.64
S1 40.22 40.37

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

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