NYMEX Light Sweet Crude Oil Future March 2021


Trading Metrics calculated at close of trading on 21-Oct-2020
Day Change Summary
Previous Current
20-Oct-2020 21-Oct-2020 Change Change % Previous Week
Open 41.73 42.02 0.29 0.7% 41.57
High 42.64 42.36 -0.28 -0.7% 42.42
Low 41.42 40.68 -0.74 -1.8% 40.44
Close 42.50 40.90 -1.60 -3.8% 41.95
Range 1.22 1.68 0.46 37.7% 1.98
ATR 1.34 1.38 0.03 2.6% 0.00
Volume 21,776 35,722 13,946 64.0% 152,241
Daily Pivots for day following 21-Oct-2020
Classic Woodie Camarilla DeMark
R4 46.35 45.31 41.82
R3 44.67 43.63 41.36
R2 42.99 42.99 41.21
R1 41.95 41.95 41.05 41.63
PP 41.31 41.31 41.31 41.16
S1 40.27 40.27 40.75 39.95
S2 39.63 39.63 40.59
S3 37.95 38.59 40.44
S4 36.27 36.91 39.98
Weekly Pivots for week ending 16-Oct-2020
Classic Woodie Camarilla DeMark
R4 47.54 46.73 43.04
R3 45.56 44.75 42.49
R2 43.58 43.58 42.31
R1 42.77 42.77 42.13 43.18
PP 41.60 41.60 41.60 41.81
S1 40.79 40.79 41.77 41.20
S2 39.62 39.62 41.59
S3 37.64 38.81 41.41
S4 35.66 36.83 40.86
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 42.64 40.52 2.12 5.2% 1.25 3.1% 18% False False 28,351
10 42.64 40.44 2.20 5.4% 1.20 2.9% 21% False False 33,197
20 42.64 38.12 4.52 11.1% 1.41 3.4% 62% False False 33,760
40 45.07 38.12 6.95 17.0% 1.37 3.3% 40% False False 30,413
60 45.07 38.12 6.95 17.0% 1.25 3.1% 40% False False 25,498
80 45.07 38.12 6.95 17.0% 1.18 2.9% 40% False False 21,963
100 45.07 36.55 8.52 20.8% 1.29 3.1% 51% False False 19,738
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.19
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 49.50
2.618 46.76
1.618 45.08
1.000 44.04
0.618 43.40
HIGH 42.36
0.618 41.72
0.500 41.52
0.382 41.32
LOW 40.68
0.618 39.64
1.000 39.00
1.618 37.96
2.618 36.28
4.250 33.54
Fisher Pivots for day following 21-Oct-2020
Pivot 1 day 3 day
R1 41.52 41.66
PP 41.31 41.41
S1 41.11 41.15

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.