NYMEX Light Sweet Crude Oil Future February 2021


Trading Metrics calculated at close of trading on 19-Oct-2020
Day Change Summary
Previous Current
16-Oct-2020 19-Oct-2020 Change Change % Previous Week
Open 41.76 41.53 -0.23 -0.6% 41.35
High 41.89 42.00 0.11 0.3% 42.15
Low 40.99 41.35 0.36 0.9% 40.11
Close 41.70 41.63 -0.07 -0.2% 41.70
Range 0.90 0.65 -0.25 -27.8% 2.04
ATR 1.44 1.39 -0.06 -3.9% 0.00
Volume 20,428 31,732 11,304 55.3% 129,257
Daily Pivots for day following 19-Oct-2020
Classic Woodie Camarilla DeMark
R4 43.61 43.27 41.99
R3 42.96 42.62 41.81
R2 42.31 42.31 41.75
R1 41.97 41.97 41.69 42.14
PP 41.66 41.66 41.66 41.75
S1 41.32 41.32 41.57 41.49
S2 41.01 41.01 41.51
S3 40.36 40.67 41.45
S4 39.71 40.02 41.27
Weekly Pivots for week ending 16-Oct-2020
Classic Woodie Camarilla DeMark
R4 47.44 46.61 42.82
R3 45.40 44.57 42.26
R2 43.36 43.36 42.07
R1 42.53 42.53 41.89 42.95
PP 41.32 41.32 41.32 41.53
S1 40.49 40.49 41.51 40.91
S2 39.28 39.28 41.33
S3 37.24 38.45 41.14
S4 35.20 36.41 40.58
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 42.15 40.20 1.95 4.7% 1.14 2.7% 73% False False 27,617
10 42.35 40.11 2.24 5.4% 1.21 2.9% 68% False False 32,106
20 42.35 37.71 4.64 11.1% 1.41 3.4% 84% False False 30,099
40 44.84 37.71 7.13 17.1% 1.37 3.3% 55% False False 25,640
60 44.84 37.71 7.13 17.1% 1.26 3.0% 55% False False 20,800
80 44.84 37.71 7.13 17.1% 1.21 2.9% 55% False False 17,271
100 44.84 35.19 9.65 23.2% 1.31 3.1% 67% False False 15,081
120 44.84 29.00 15.84 38.0% 1.38 3.3% 80% False False 13,616
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.20
Narrowest range in 33 trading days
Fibonacci Retracements and Extensions
4.250 44.76
2.618 43.70
1.618 43.05
1.000 42.65
0.618 42.40
HIGH 42.00
0.618 41.75
0.500 41.68
0.382 41.60
LOW 41.35
0.618 40.95
1.000 40.70
1.618 40.30
2.618 39.65
4.250 38.59
Fisher Pivots for day following 19-Oct-2020
Pivot 1 day 3 day
R1 41.68 41.48
PP 41.66 41.33
S1 41.65 41.18

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

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