NYMEX Light Sweet Crude Oil Future April 2021


Trading Metrics calculated at close of trading on 08-Oct-2020
Day Change Summary
Previous Current
07-Oct-2020 08-Oct-2020 Change Change % Previous Week
Open 41.37 41.67 0.30 0.7% 41.65
High 41.87 42.75 0.88 2.1% 42.23
Low 40.99 41.42 0.43 1.0% 38.49
Close 41.57 42.68 1.11 2.7% 38.92
Range 0.88 1.33 0.45 51.1% 3.74
ATR 1.44 1.43 -0.01 -0.6% 0.00
Volume 10,707 20,209 9,502 88.7% 69,593
Daily Pivots for day following 08-Oct-2020
Classic Woodie Camarilla DeMark
R4 46.27 45.81 43.41
R3 44.94 44.48 43.05
R2 43.61 43.61 42.92
R1 43.15 43.15 42.80 43.38
PP 42.28 42.28 42.28 42.40
S1 41.82 41.82 42.56 42.05
S2 40.95 40.95 42.44
S3 39.62 40.49 42.31
S4 38.29 39.16 41.95
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 42.75 38.49 4.26 10.0% 1.62 3.8% 98% True False 14,851
10 42.75 38.49 4.26 10.0% 1.56 3.7% 98% True False 13,805
20 43.21 38.49 4.72 11.1% 1.39 3.3% 89% False False 12,147
40 45.23 38.49 6.74 15.8% 1.20 2.8% 62% False False 9,457
60 45.23 38.49 6.74 15.8% 1.11 2.6% 62% False False 7,300
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 48.40
2.618 46.23
1.618 44.90
1.000 44.08
0.618 43.57
HIGH 42.75
0.618 42.24
0.500 42.09
0.382 41.93
LOW 41.42
0.618 40.60
1.000 40.09
1.618 39.27
2.618 37.94
4.250 35.77
Fisher Pivots for day following 08-Oct-2020
Pivot 1 day 3 day
R1 42.48 42.38
PP 42.28 42.08
S1 42.09 41.78

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

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