NYMEX Light Sweet Crude Oil Future January 2021


Trading Metrics calculated at close of trading on 26-Oct-2020
Day Change Summary
Previous Current
23-Oct-2020 26-Oct-2020 Change Change % Previous Week
Open 40.91 39.98 -0.93 -2.3% 41.21
High 41.21 40.04 -1.17 -2.8% 42.15
Low 39.88 38.61 -1.27 -3.2% 39.88
Close 40.15 38.89 -1.26 -3.1% 40.15
Range 1.33 1.43 0.10 7.5% 2.27
ATR 1.45 1.45 0.01 0.5% 0.00
Volume 68,677 102,216 33,539 48.8% 427,798
Daily Pivots for day following 26-Oct-2020
Classic Woodie Camarilla DeMark
R4 43.47 42.61 39.68
R3 42.04 41.18 39.28
R2 40.61 40.61 39.15
R1 39.75 39.75 39.02 39.47
PP 39.18 39.18 39.18 39.04
S1 38.32 38.32 38.76 38.04
S2 37.75 37.75 38.63
S3 36.32 36.89 38.50
S4 34.89 35.46 38.10
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 38.61 3.54 9.1% 1.44 3.7% 8% False True 91,176
10 42.15 38.61 3.54 9.1% 1.32 3.4% 8% False True 85,019
20 42.15 37.30 4.85 12.5% 1.55 4.0% 33% False False 81,229
40 44.48 37.30 7.18 18.5% 1.51 3.9% 22% False False 59,352
60 44.60 37.30 7.30 18.8% 1.34 3.5% 22% False False 48,191
80 44.60 37.30 7.30 18.8% 1.28 3.3% 22% False False 39,837
100 44.60 35.94 8.66 22.3% 1.39 3.6% 34% False False 34,608
120 44.60 30.34 14.26 36.7% 1.42 3.6% 60% False False 30,581
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 3 trading days
Fibonacci Retracements and Extensions
4.250 46.12
2.618 43.78
1.618 42.35
1.000 41.47
0.618 40.92
HIGH 40.04
0.618 39.49
0.500 39.33
0.382 39.16
LOW 38.61
0.618 37.73
1.000 37.18
1.618 36.30
2.618 34.87
4.250 32.53
Fisher Pivots for day following 26-Oct-2020
Pivot 1 day 3 day
R1 39.33 39.96
PP 39.18 39.60
S1 39.04 39.25

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

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