NYMEX Light Sweet Crude Oil Future February 2021


Trading Metrics calculated at close of trading on 06-Oct-2020
Day Change Summary
Previous Current
05-Oct-2020 06-Oct-2020 Change Change % Previous Week
Open 38.18 40.37 2.19 5.7% 40.91
High 40.70 41.77 1.07 2.6% 41.67
Low 38.18 40.12 1.94 5.1% 37.71
Close 40.28 41.61 1.33 3.3% 38.15
Range 2.52 1.65 -0.87 -34.5% 3.96
ATR 1.56 1.57 0.01 0.4% 0.00
Volume 31,997 30,698 -1,299 -4.1% 133,858
Daily Pivots for day following 06-Oct-2020
Classic Woodie Camarilla DeMark
R4 46.12 45.51 42.52
R3 44.47 43.86 42.06
R2 42.82 42.82 41.91
R1 42.21 42.21 41.76 42.52
PP 41.17 41.17 41.17 41.32
S1 40.56 40.56 41.46 40.87
S2 39.52 39.52 41.31
S3 37.87 38.91 41.16
S4 36.22 37.26 40.70
Weekly Pivots for week ending 02-Oct-2020
Classic Woodie Camarilla DeMark
R4 51.06 48.56 40.33
R3 47.10 44.60 39.24
R2 43.14 43.14 38.88
R1 40.64 40.64 38.51 39.91
PP 39.18 39.18 39.18 38.81
S1 36.68 36.68 37.79 35.95
S2 35.22 35.22 37.42
S3 31.26 32.72 37.06
S4 27.30 28.76 35.97
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 41.77 37.71 4.06 9.8% 2.06 5.0% 96% True False 32,379
10 41.77 37.71 4.06 9.8% 1.68 4.0% 96% True False 27,673
20 42.67 37.71 4.96 11.9% 1.54 3.7% 79% False False 26,938
40 44.84 37.71 7.13 17.1% 1.31 3.1% 55% False False 21,170
60 44.84 37.71 7.13 17.1% 1.22 2.9% 55% False False 16,904
80 44.84 36.33 8.51 20.5% 1.27 3.0% 62% False False 14,309
100 44.84 31.75 13.09 31.5% 1.34 3.2% 75% False False 12,606
Crabel Price Patterns
NR True
NR4 True
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 0.25
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 48.78
2.618 46.09
1.618 44.44
1.000 43.42
0.618 42.79
HIGH 41.77
0.618 41.14
0.500 40.95
0.382 40.75
LOW 40.12
0.618 39.10
1.000 38.47
1.618 37.45
2.618 35.80
4.250 33.11
Fisher Pivots for day following 06-Oct-2020
Pivot 1 day 3 day
R1 41.39 40.99
PP 41.17 40.36
S1 40.95 39.74

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

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