NYMEX Light Sweet Crude Oil Future January 2021


Trading Metrics calculated at close of trading on 22-Oct-2020
Day Change Summary
Previous Current
21-Oct-2020 22-Oct-2020 Change Change % Previous Week
Open 41.45 40.31 -1.14 -2.8% 41.10
High 41.85 41.31 -0.54 -1.3% 41.87
Low 40.07 40.00 -0.07 -0.2% 39.74
Close 40.31 40.94 0.63 1.6% 41.42
Range 1.78 1.31 -0.47 -26.4% 2.13
ATR 1.47 1.45 -0.01 -0.8% 0.00
Volume 101,479 86,926 -14,553 -14.3% 398,092
Daily Pivots for day following 22-Oct-2020
Classic Woodie Camarilla DeMark
R4 44.68 44.12 41.66
R3 43.37 42.81 41.30
R2 42.06 42.06 41.18
R1 41.50 41.50 41.06 41.78
PP 40.75 40.75 40.75 40.89
S1 40.19 40.19 40.82 40.47
S2 39.44 39.44 40.70
S3 38.13 38.88 40.58
S4 36.82 37.57 40.22
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 40.00 2.15 5.3% 1.21 3.0% 44% False True 83,799
10 42.15 39.74 2.41 5.9% 1.28 3.1% 50% False False 83,124
20 42.15 37.30 4.85 11.8% 1.50 3.7% 75% False False 76,141
40 44.48 37.30 7.18 17.5% 1.48 3.6% 51% False False 55,995
60 44.60 37.30 7.30 17.8% 1.35 3.3% 50% False False 45,928
80 44.60 37.30 7.30 17.8% 1.27 3.1% 50% False False 38,235
100 44.60 35.94 8.66 21.2% 1.38 3.4% 58% False False 33,097
120 44.60 30.00 14.60 35.7% 1.44 3.5% 75% False False 29,367
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 3 trading days
Fibonacci Retracements and Extensions
4.250 46.88
2.618 44.74
1.618 43.43
1.000 42.62
0.618 42.12
HIGH 41.31
0.618 40.81
0.500 40.66
0.382 40.50
LOW 40.00
0.618 39.19
1.000 38.69
1.618 37.88
2.618 36.57
4.250 34.43
Fisher Pivots for day following 22-Oct-2020
Pivot 1 day 3 day
R1 40.85 41.08
PP 40.75 41.03
S1 40.66 40.99

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

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