NYMEX Light Sweet Crude Oil Future January 2021


Trading Metrics calculated at close of trading on 20-Oct-2020
Day Change Summary
Previous Current
19-Oct-2020 20-Oct-2020 Change Change % Previous Week
Open 41.21 41.24 0.03 0.1% 41.10
High 41.73 42.15 0.42 1.0% 41.87
Low 41.06 40.78 -0.28 -0.7% 39.74
Close 41.34 41.97 0.63 1.5% 41.42
Range 0.67 1.37 0.70 104.5% 2.13
ATR 1.44 1.43 0.00 -0.3% 0.00
Volume 74,134 96,582 22,448 30.3% 398,092
Daily Pivots for day following 20-Oct-2020
Classic Woodie Camarilla DeMark
R4 45.74 45.23 42.72
R3 44.37 43.86 42.35
R2 43.00 43.00 42.22
R1 42.49 42.49 42.10 42.75
PP 41.63 41.63 41.63 41.76
S1 41.12 41.12 41.84 41.38
S2 40.26 40.26 41.72
S3 38.89 39.75 41.59
S4 37.52 38.38 41.22
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 42.15 39.85 2.30 5.5% 1.25 3.0% 92% True False 79,379
10 42.15 39.74 2.41 5.7% 1.22 2.9% 93% True False 84,811
20 42.15 37.30 4.85 11.6% 1.48 3.5% 96% True False 70,807
40 44.60 37.30 7.30 17.4% 1.44 3.4% 64% False False 52,916
60 44.60 37.30 7.30 17.4% 1.32 3.2% 64% False False 43,369
80 44.60 37.30 7.30 17.4% 1.27 3.0% 64% False False 36,228
100 44.60 35.94 8.66 20.6% 1.38 3.3% 70% False False 31,467
120 44.60 28.36 16.24 38.7% 1.45 3.5% 84% False False 27,968
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.23
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 47.97
2.618 45.74
1.618 44.37
1.000 43.52
0.618 43.00
HIGH 42.15
0.618 41.63
0.500 41.47
0.382 41.30
LOW 40.78
0.618 39.93
1.000 39.41
1.618 38.56
2.618 37.19
4.250 34.96
Fisher Pivots for day following 20-Oct-2020
Pivot 1 day 3 day
R1 41.80 41.79
PP 41.63 41.60
S1 41.47 41.42

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

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