NYMEX Light Sweet Crude Oil Future January 2021


Trading Metrics calculated at close of trading on 30-Oct-2020
Day Change Summary
Previous Current
29-Oct-2020 30-Oct-2020 Change Change % Previous Week
Open 37.76 36.41 -1.35 -3.6% 39.98
High 38.10 36.93 -1.17 -3.1% 40.13
Low 35.28 35.57 0.29 0.8% 35.28
Close 36.51 36.15 -0.36 -1.0% 36.15
Range 2.82 1.36 -1.46 -51.8% 4.85
ATR 1.61 1.60 -0.02 -1.1% 0.00
Volume 185,121 125,090 -60,031 -32.4% 670,273
Daily Pivots for day following 30-Oct-2020
Classic Woodie Camarilla DeMark
R4 40.30 39.58 36.90
R3 38.94 38.22 36.52
R2 37.58 37.58 36.40
R1 36.86 36.86 36.27 36.54
PP 36.22 36.22 36.22 36.06
S1 35.50 35.50 36.03 35.18
S2 34.86 34.86 35.90
S3 33.50 34.14 35.78
S4 32.14 32.78 35.40
Weekly Pivots for week ending 30-Oct-2020
Classic Woodie Camarilla DeMark
R4 51.74 48.79 38.82
R3 46.89 43.94 37.48
R2 42.04 42.04 37.04
R1 39.09 39.09 36.59 38.14
PP 37.19 37.19 37.19 36.71
S1 34.24 34.24 35.71 33.29
S2 32.34 32.34 35.26
S3 27.49 29.39 34.82
S4 22.64 24.54 33.48
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 40.13 35.28 4.85 13.4% 1.78 4.9% 18% False False 134,054
10 42.15 35.28 6.87 19.0% 1.54 4.3% 13% False False 109,807
20 42.15 35.28 6.87 19.0% 1.49 4.1% 13% False False 96,791
40 42.92 35.28 7.64 21.1% 1.58 4.4% 11% False False 71,023
60 44.60 35.28 9.32 25.8% 1.37 3.8% 9% False False 55,649
80 44.60 35.28 9.32 25.8% 1.32 3.6% 9% False False 46,227
100 44.60 35.28 9.32 25.8% 1.39 3.8% 9% False False 39,693
120 44.60 30.35 14.25 39.4% 1.43 3.9% 41% False False 35,019
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.27
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 42.71
2.618 40.49
1.618 39.13
1.000 38.29
0.618 37.77
HIGH 36.93
0.618 36.41
0.500 36.25
0.382 36.09
LOW 35.57
0.618 34.73
1.000 34.21
1.618 33.37
2.618 32.01
4.250 29.79
Fisher Pivots for day following 30-Oct-2020
Pivot 1 day 3 day
R1 36.25 37.31
PP 36.22 36.92
S1 36.18 36.54

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

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