NYMEX Light Sweet Crude Oil Future January 2021


Trading Metrics calculated at close of trading on 13-Oct-2020
Day Change Summary
Previous Current
12-Oct-2020 13-Oct-2020 Change Change % Previous Week
Open 41.10 40.20 -0.90 -2.2% 37.74
High 41.11 41.12 0.01 0.0% 42.06
Low 39.74 40.05 0.31 0.8% 37.72
Close 40.11 40.85 0.74 1.8% 41.27
Range 1.37 1.07 -0.30 -21.9% 4.34
ATR 1.56 1.52 -0.03 -2.2% 0.00
Volume 77,915 93,995 16,080 20.6% 439,658
Daily Pivots for day following 13-Oct-2020
Classic Woodie Camarilla DeMark
R4 43.88 43.44 41.44
R3 42.81 42.37 41.14
R2 41.74 41.74 41.05
R1 41.30 41.30 40.95 41.52
PP 40.67 40.67 40.67 40.79
S1 40.23 40.23 40.75 40.45
S2 39.60 39.60 40.65
S3 38.53 39.16 40.56
S4 37.46 38.09 40.26
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 5.7% 1.19 2.9% 48% False False 90,242
10 42.06 37.30 4.76 11.7% 1.66 4.1% 75% False False 81,475
20 42.36 37.30 5.06 12.4% 1.58 3.9% 70% False False 62,102
40 44.60 37.30 7.30 17.9% 1.40 3.4% 49% False False 45,897
60 44.60 37.30 7.30 17.9% 1.31 3.2% 49% False False 38,242
80 44.60 37.30 7.30 17.9% 1.31 3.2% 49% False False 32,087
100 44.60 33.62 10.98 26.9% 1.42 3.5% 66% False False 28,021
120 44.60 27.77 16.83 41.2% 1.47 3.6% 78% False False 25,071
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 False
Stretch 0.23
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 45.67
2.618 43.92
1.618 42.85
1.000 42.19
0.618 41.78
HIGH 41.12
0.618 40.71
0.500 40.59
0.382 40.46
LOW 40.05
0.618 39.39
1.000 38.98
1.618 38.32
2.618 37.25
4.250 35.50
Fisher Pivots for day following 13-Oct-2020
Pivot 1 day 3 day
R1 40.76 40.90
PP 40.67 40.88
S1 40.59 40.87

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

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