NYMEX Light Sweet Crude Oil Future January 2021


Trading Metrics calculated at close of trading on 28-Oct-2020
Day Change Summary
Previous Current
27-Oct-2020 28-Oct-2020 Change Change % Previous Week
Open 38.95 39.30 0.35 0.9% 41.21
High 40.13 39.33 -0.80 -2.0% 42.15
Low 38.83 37.32 -1.51 -3.9% 39.88
Close 39.87 37.72 -2.15 -5.4% 40.15
Range 1.30 2.01 0.71 54.6% 2.27
ATR 1.44 1.52 0.08 5.5% 0.00
Volume 93,875 163,971 70,096 74.7% 427,798
Daily Pivots for day following 28-Oct-2020
Classic Woodie Camarilla DeMark
R4 44.15 42.95 38.83
R3 42.14 40.94 38.27
R2 40.13 40.13 38.09
R1 38.93 38.93 37.90 38.53
PP 38.12 38.12 38.12 37.92
S1 36.92 36.92 37.54 36.52
S2 36.11 36.11 37.35
S3 34.10 34.91 37.17
S4 32.09 32.90 36.61
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 41.31 37.32 3.99 10.6% 1.48 3.9% 10% False True 103,133
10 42.15 37.32 4.83 12.8% 1.42 3.8% 8% False True 93,328
20 42.15 37.30 4.85 12.9% 1.52 4.0% 9% False False 88,509
40 44.15 37.30 6.85 18.2% 1.55 4.1% 6% False False 64,854
60 44.60 37.30 7.30 19.4% 1.35 3.6% 6% False False 51,515
80 44.60 37.30 7.30 19.4% 1.29 3.4% 6% False False 42,713
100 44.60 35.94 8.66 23.0% 1.38 3.6% 21% False False 36,859
120 44.60 30.35 14.25 37.8% 1.41 3.7% 52% False False 32,581
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.21
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 47.87
2.618 44.59
1.618 42.58
1.000 41.34
0.618 40.57
HIGH 39.33
0.618 38.56
0.500 38.33
0.382 38.09
LOW 37.32
0.618 36.08
1.000 35.31
1.618 34.07
2.618 32.06
4.250 28.78
Fisher Pivots for day following 28-Oct-2020
Pivot 1 day 3 day
R1 38.33 38.73
PP 38.12 38.39
S1 37.92 38.06

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

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