NYMEX Light Sweet Crude Oil Future January 2021


Trading Metrics calculated at close of trading on 23-Oct-2020
Day Change Summary
Previous Current
22-Oct-2020 23-Oct-2020 Change Change % Previous Week
Open 40.31 40.91 0.60 1.5% 41.21
High 41.31 41.21 -0.10 -0.2% 42.15
Low 40.00 39.88 -0.12 -0.3% 39.88
Close 40.94 40.15 -0.79 -1.9% 40.15
Range 1.31 1.33 0.02 1.5% 2.27
ATR 1.45 1.45 -0.01 -0.6% 0.00
Volume 86,926 68,677 -18,249 -21.0% 427,798
Daily Pivots for day following 23-Oct-2020
Classic Woodie Camarilla DeMark
R4 44.40 43.61 40.88
R3 43.07 42.28 40.52
R2 41.74 41.74 40.39
R1 40.95 40.95 40.27 40.68
PP 40.41 40.41 40.41 40.28
S1 39.62 39.62 40.03 39.35
S2 39.08 39.08 39.91
S3 37.75 38.29 39.78
S4 36.42 36.96 39.42
Weekly Pivots for week ending 23-Oct-2020
Classic Woodie Camarilla DeMark
R4 47.54 46.11 41.40
R3 45.27 43.84 40.77
R2 43.00 43.00 40.57
R1 41.57 41.57 40.36 41.15
PP 40.73 40.73 40.73 40.52
S1 39.30 39.30 39.94 38.88
S2 38.46 38.46 39.73
S3 36.19 37.03 39.53
S4 33.92 34.76 38.90
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 42.15 39.88 2.27 5.7% 1.29 3.2% 12% False True 85,559
10 42.15 39.74 2.41 6.0% 1.31 3.3% 17% False False 82,589
20 42.15 37.30 4.85 12.1% 1.52 3.8% 59% False False 77,275
40 44.48 37.30 7.18 17.9% 1.49 3.7% 40% False False 57,200
60 44.60 37.30 7.30 18.2% 1.33 3.3% 39% False False 46,739
80 44.60 37.30 7.30 18.2% 1.27 3.2% 39% False False 38,775
100 44.60 35.94 8.66 21.6% 1.38 3.4% 49% False False 33,666
120 44.60 30.34 14.26 35.5% 1.43 3.6% 69% False False 29,813
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 0.25
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 46.86
2.618 44.69
1.618 43.36
1.000 42.54
0.618 42.03
HIGH 41.21
0.618 40.70
0.500 40.55
0.382 40.39
LOW 39.88
0.618 39.06
1.000 38.55
1.618 37.73
2.618 36.40
4.250 34.23
Fisher Pivots for day following 23-Oct-2020
Pivot 1 day 3 day
R1 40.55 40.87
PP 40.41 40.63
S1 40.28 40.39

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

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