NYMEX Light Sweet Crude Oil Future January 2021


Trading Metrics calculated at close of trading on 16-Oct-2020
Day Change Summary
Previous Current
15-Oct-2020 16-Oct-2020 Change Change % Previous Week
Open 41.77 41.40 -0.37 -0.9% 41.10
High 41.87 41.61 -0.26 -0.6% 41.87
Low 39.85 40.68 0.83 2.1% 39.74
Close 41.55 41.42 -0.13 -0.3% 41.42
Range 2.02 0.93 -1.09 -54.0% 2.13
ATR 1.54 1.50 -0.04 -2.8% 0.00
Volume 85,553 59,875 -25,678 -30.0% 398,092
Daily Pivots for day following 16-Oct-2020
Classic Woodie Camarilla DeMark
R4 44.03 43.65 41.93
R3 43.10 42.72 41.68
R2 42.17 42.17 41.59
R1 41.79 41.79 41.51 41.98
PP 41.24 41.24 41.24 41.33
S1 40.86 40.86 41.33 41.05
S2 40.31 40.31 41.25
S3 39.38 39.93 41.16
S4 38.45 39.00 40.91
Weekly Pivots for week ending 16-Oct-2020
Classic Woodie Camarilla DeMark
R4 47.40 46.54 42.59
R3 45.27 44.41 42.01
R2 43.14 43.14 41.81
R1 42.28 42.28 41.62 42.71
PP 41.01 41.01 41.01 41.23
S1 40.15 40.15 41.22 40.58
S2 38.88 38.88 41.03
S3 36.75 38.02 40.83
S4 34.62 35.89 40.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 41.87 39.74 2.13 5.1% 1.33 3.2% 79% False False 79,618
10 42.06 37.72 4.34 10.5% 1.45 3.5% 85% False False 83,775
20 42.10 37.30 4.80 11.6% 1.55 3.8% 86% False False 66,347
40 44.60 37.30 7.30 17.6% 1.44 3.5% 56% False False 49,976
60 44.60 37.30 7.30 17.6% 1.32 3.2% 56% False False 41,239
80 44.60 37.30 7.30 17.6% 1.29 3.1% 56% False False 34,529
100 44.60 33.95 10.65 25.7% 1.40 3.4% 70% False False 29,927
120 44.60 28.01 16.59 40.1% 1.47 3.5% 81% False False 26,783
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.20
Narrowest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 45.56
2.618 44.04
1.618 43.11
1.000 42.54
0.618 42.18
HIGH 41.61
0.618 41.25
0.500 41.15
0.382 41.04
LOW 40.68
0.618 40.11
1.000 39.75
1.618 39.18
2.618 38.25
4.250 36.73
Fisher Pivots for day following 16-Oct-2020
Pivot 1 day 3 day
R1 41.33 41.23
PP 41.24 41.05
S1 41.15 40.86

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

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