NYMEX Light Sweet Crude Oil Future January 2021


Trading Metrics calculated at close of trading on 21-Oct-2020
Day Change Summary
Previous Current
20-Oct-2020 21-Oct-2020 Change Change % Previous Week
Open 41.24 41.45 0.21 0.5% 41.10
High 42.15 41.85 -0.30 -0.7% 41.87
Low 40.78 40.07 -0.71 -1.7% 39.74
Close 41.97 40.31 -1.66 -4.0% 41.42
Range 1.37 1.78 0.41 29.9% 2.13
ATR 1.43 1.47 0.03 2.3% 0.00
Volume 96,582 101,479 4,897 5.1% 398,092
Daily Pivots for day following 21-Oct-2020
Classic Woodie Camarilla DeMark
R4 46.08 44.98 41.29
R3 44.30 43.20 40.80
R2 42.52 42.52 40.64
R1 41.42 41.42 40.47 41.08
PP 40.74 40.74 40.74 40.58
S1 39.64 39.64 40.15 39.30
S2 38.96 38.96 39.98
S3 37.18 37.86 39.82
S4 35.40 36.08 39.33
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 5.7% 1.35 3.4% 20% False False 83,524
10 42.15 39.74 2.41 6.0% 1.30 3.2% 24% False False 85,336
20 42.15 37.30 4.85 12.0% 1.50 3.7% 62% False False 73,522
40 44.60 37.30 7.30 18.1% 1.46 3.6% 41% False False 54,521
60 44.60 37.30 7.30 18.1% 1.34 3.3% 41% False False 44,788
80 44.60 37.30 7.30 18.1% 1.27 3.2% 41% False False 37,347
100 44.60 35.94 8.66 21.5% 1.38 3.4% 50% False False 32,337
120 44.60 28.36 16.24 40.3% 1.44 3.6% 74% False False 28,710
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 4 trading days
Fibonacci Retracements and Extensions
4.250 49.42
2.618 46.51
1.618 44.73
1.000 43.63
0.618 42.95
HIGH 41.85
0.618 41.17
0.500 40.96
0.382 40.75
LOW 40.07
0.618 38.97
1.000 38.29
1.618 37.19
2.618 35.41
4.250 32.51
Fisher Pivots for day following 21-Oct-2020
Pivot 1 day 3 day
R1 40.96 41.11
PP 40.74 40.84
S1 40.53 40.58

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

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