NYMEX Light Sweet Crude Oil Future March 2021


Trading Metrics calculated at close of trading on 15-Oct-2020
Day Change Summary
Previous Current
14-Oct-2020 15-Oct-2020 Change Change % Previous Week
Open 41.42 42.35 0.93 2.2% 38.61
High 42.32 42.42 0.10 0.2% 42.63
Low 41.15 40.52 -0.63 -1.5% 38.57
Close 42.24 42.09 -0.15 -0.4% 41.90
Range 1.17 1.90 0.73 62.4% 4.06
ATR 1.41 1.45 0.03 2.4% 0.00
Volume 32,324 38,405 6,081 18.8% 205,428
Daily Pivots for day following 15-Oct-2020
Classic Woodie Camarilla DeMark
R4 47.38 46.63 43.14
R3 45.48 44.73 42.61
R2 43.58 43.58 42.44
R1 42.83 42.83 42.26 42.26
PP 41.68 41.68 41.68 41.39
S1 40.93 40.93 41.92 40.36
S2 39.78 39.78 41.74
S3 37.88 39.03 41.57
S4 35.98 37.13 41.05
Weekly Pivots for week ending 09-Oct-2020
Classic Woodie Camarilla DeMark
R4 53.21 51.62 44.13
R3 49.15 47.56 43.02
R2 45.09 45.09 42.64
R1 43.50 43.50 42.27 44.30
PP 41.03 41.03 41.03 41.43
S1 39.44 39.44 41.53 40.24
S2 36.97 36.97 41.16
S3 32.91 35.38 40.78
S4 28.85 31.32 39.67
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 42.63 40.44 2.19 5.2% 1.25 3.0% 75% False False 33,179
10 42.63 38.12 4.51 10.7% 1.46 3.5% 88% False False 37,071
20 42.95 38.12 4.83 11.5% 1.47 3.5% 82% False False 33,742
40 45.07 38.12 6.95 16.5% 1.36 3.2% 57% False False 29,964
60 45.07 38.12 6.95 16.5% 1.24 2.9% 57% False False 24,451
80 45.07 38.12 6.95 16.5% 1.22 2.9% 57% False False 21,270
100 45.07 34.79 10.28 24.4% 1.32 3.1% 71% False False 19,143
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.16
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 50.50
2.618 47.39
1.618 45.49
1.000 44.32
0.618 43.59
HIGH 42.42
0.618 41.69
0.500 41.47
0.382 41.25
LOW 40.52
0.618 39.35
1.000 38.62
1.618 37.45
2.618 35.55
4.250 32.45
Fisher Pivots for day following 15-Oct-2020
Pivot 1 day 3 day
R1 41.88 41.88
PP 41.68 41.68
S1 41.47 41.47

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

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