NYMEX Light Sweet Crude Oil Future January 2021


Trading Metrics calculated at close of trading on 14-Oct-2020
Day Change Summary
Previous Current
13-Oct-2020 14-Oct-2020 Change Change % Previous Week
Open 40.20 40.84 0.64 1.6% 37.74
High 41.12 41.74 0.62 1.5% 42.06
Low 40.05 40.48 0.43 1.1% 37.72
Close 40.85 41.66 0.81 2.0% 41.27
Range 1.07 1.26 0.19 17.8% 4.34
ATR 1.52 1.50 -0.02 -1.2% 0.00
Volume 93,995 80,754 -13,241 -14.1% 439,658
Daily Pivots for day following 14-Oct-2020
Classic Woodie Camarilla DeMark
R4 45.07 44.63 42.35
R3 43.81 43.37 42.01
R2 42.55 42.55 41.89
R1 42.11 42.11 41.78 42.33
PP 41.29 41.29 41.29 41.41
S1 40.85 40.85 41.54 41.07
S2 40.03 40.03 41.43
S3 38.77 39.59 41.31
S4 37.51 38.33 40.97
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 5.6% 1.25 3.0% 83% False False 87,149
10 42.06 37.30 4.76 11.4% 1.63 3.9% 92% False False 83,691
20 42.36 37.30 5.06 12.1% 1.55 3.7% 86% False False 63,350
40 44.60 37.30 7.30 17.5% 1.41 3.4% 60% False False 47,406
60 44.60 37.30 7.30 17.5% 1.31 3.1% 60% False False 39,290
80 44.60 37.30 7.30 17.5% 1.30 3.1% 60% False False 32,985
100 44.60 33.95 10.65 25.6% 1.41 3.4% 72% False False 28,743
120 44.60 27.77 16.83 40.4% 1.47 3.5% 83% False False 25,691
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 0.22
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 47.10
2.618 45.04
1.618 43.78
1.000 43.00
0.618 42.52
HIGH 41.74
0.618 41.26
0.500 41.11
0.382 40.96
LOW 40.48
0.618 39.70
1.000 39.22
1.618 38.44
2.618 37.18
4.250 35.13
Fisher Pivots for day following 14-Oct-2020
Pivot 1 day 3 day
R1 41.48 41.35
PP 41.29 41.05
S1 41.11 40.74

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

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