NYMEX Light Sweet Crude Oil Future February 2021


Trading Metrics calculated at close of trading on 14-Oct-2020
Day Change Summary
Previous Current
13-Oct-2020 14-Oct-2020 Change Change % Previous Week
Open 40.49 41.15 0.66 1.6% 38.18
High 41.45 42.04 0.59 1.4% 42.35
Low 40.44 40.83 0.39 1.0% 38.18
Close 41.19 41.97 0.78 1.9% 41.60
Range 1.01 1.21 0.20 19.8% 4.17
ATR 1.47 1.45 -0.02 -1.3% 0.00
Volume 29,478 23,941 -5,537 -18.8% 192,069
Daily Pivots for day following 14-Oct-2020
Classic Woodie Camarilla DeMark
R4 45.24 44.82 42.64
R3 44.03 43.61 42.30
R2 42.82 42.82 42.19
R1 42.40 42.40 42.08 42.61
PP 41.61 41.61 41.61 41.72
S1 41.19 41.19 41.86 41.40
S2 40.40 40.40 41.75
S3 39.19 39.98 41.64
S4 37.98 38.77 41.30
Weekly Pivots for week ending 09-Oct-2020
Classic Woodie Camarilla DeMark
R4 53.22 51.58 43.89
R3 49.05 47.41 42.75
R2 44.88 44.88 42.36
R1 43.24 43.24 41.98 44.06
PP 40.71 40.71 40.71 41.12
S1 39.07 39.07 41.22 39.89
S2 36.54 36.54 40.84
S3 32.37 34.90 40.45
S4 28.20 30.73 39.31
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 42.35 40.11 2.24 5.3% 1.20 2.9% 83% False False 33,583
10 42.35 37.71 4.64 11.1% 1.57 3.7% 92% False False 32,938
20 42.67 37.71 4.96 11.8% 1.49 3.6% 86% False False 28,806
40 44.84 37.71 7.13 17.0% 1.36 3.2% 60% False False 24,375
60 44.84 37.71 7.13 17.0% 1.25 3.0% 60% False False 19,724
80 44.84 37.71 7.13 17.0% 1.24 2.9% 60% False False 16,458
100 44.84 34.40 10.44 24.9% 1.33 3.2% 73% False False 14,389
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 0.21
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 47.18
2.618 45.21
1.618 44.00
1.000 43.25
0.618 42.79
HIGH 42.04
0.618 41.58
0.500 41.44
0.382 41.29
LOW 40.83
0.618 40.08
1.000 39.62
1.618 38.87
2.618 37.66
4.250 35.69
Fisher Pivots for day following 14-Oct-2020
Pivot 1 day 3 day
R1 41.79 41.67
PP 41.61 41.37
S1 41.44 41.08

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

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