NYMEX Light Sweet Crude Oil Future April 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 38.96 40.92 1.96 5.0% 41.65
High 41.37 42.37 1.00 2.4% 42.23
Low 38.96 40.81 1.85 4.7% 38.49
Close 40.98 42.23 1.25 3.1% 38.92
Range 2.41 1.56 -0.85 -35.3% 3.74
ATR 1.45 1.46 0.01 0.5% 0.00
Volume 15,921 14,927 -994 -6.2% 69,593
Daily Pivots for day following 06-Oct-2020
Classic Woodie Camarilla DeMark
R4 46.48 45.92 43.09
R3 44.92 44.36 42.66
R2 43.36 43.36 42.52
R1 42.80 42.80 42.37 43.08
PP 41.80 41.80 41.80 41.95
S1 41.24 41.24 42.09 41.52
S2 40.24 40.24 41.94
S3 38.68 39.68 41.80
S4 37.12 38.12 41.37
Weekly Pivots for week ending 02-Oct-2020
Classic Woodie Camarilla DeMark
R4 51.10 48.75 40.98
R3 47.36 45.01 39.95
R2 43.62 43.62 39.61
R1 41.27 41.27 39.26 40.58
PP 39.88 39.88 39.88 39.53
S1 37.53 37.53 38.58 36.84
S2 36.14 36.14 38.23
S3 32.40 33.79 37.89
S4 28.66 30.05 36.86
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 42.37 38.49 3.88 9.2% 1.98 4.7% 96% True False 16,605
10 42.37 38.49 3.88 9.2% 1.57 3.7% 96% True False 13,279
20 43.21 38.49 4.72 11.2% 1.41 3.3% 79% False False 12,320
40 45.23 38.49 6.74 16.0% 1.19 2.8% 55% False False 8,851
60 45.23 38.49 6.74 16.0% 1.10 2.6% 55% False False 6,857
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 0.20
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 49.00
2.618 46.45
1.618 44.89
1.000 43.93
0.618 43.33
HIGH 42.37
0.618 41.77
0.500 41.59
0.382 41.41
LOW 40.81
0.618 39.85
1.000 39.25
1.618 38.29
2.618 36.73
4.250 34.18
Fisher Pivots for day following 06-Oct-2020
Pivot 1 day 3 day
R1 42.02 41.63
PP 41.80 41.03
S1 41.59 40.43

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

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