NYMEX Light Sweet Crude Oil Future April 2021


Trading Metrics calculated at close of trading on 09-Oct-2020
Day Change Summary
Previous Current
08-Oct-2020 09-Oct-2020 Change Change % Previous Week
Open 41.67 42.80 1.13 2.7% 38.96
High 42.75 42.87 0.12 0.3% 42.87
Low 41.42 41.93 0.51 1.2% 38.96
Close 42.68 42.16 -0.52 -1.2% 42.16
Range 1.33 0.94 -0.39 -29.3% 3.91
ATR 1.43 1.40 -0.04 -2.5% 0.00
Volume 20,209 10,383 -9,826 -48.6% 72,147
Daily Pivots for day following 09-Oct-2020
Classic Woodie Camarilla DeMark
R4 45.14 44.59 42.68
R3 44.20 43.65 42.42
R2 43.26 43.26 42.33
R1 42.71 42.71 42.25 42.52
PP 42.32 42.32 42.32 42.22
S1 41.77 41.77 42.07 41.58
S2 41.38 41.38 41.99
S3 40.44 40.83 41.90
S4 39.50 39.89 41.64
Weekly Pivots for week ending 09-Oct-2020
Classic Woodie Camarilla DeMark
R4 53.06 51.52 44.31
R3 49.15 47.61 43.24
R2 45.24 45.24 42.88
R1 43.70 43.70 42.52 44.47
PP 41.33 41.33 41.33 41.72
S1 39.79 39.79 41.80 40.56
S2 37.42 37.42 41.44
S3 33.51 35.88 41.08
S4 29.60 31.97 40.01
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 42.87 38.96 3.91 9.3% 1.42 3.4% 82% True False 14,429
10 42.87 38.49 4.38 10.4% 1.58 3.8% 84% True False 14,174
20 43.21 38.49 4.72 11.2% 1.39 3.3% 78% False False 12,415
40 45.23 38.49 6.74 16.0% 1.21 2.9% 54% False False 9,632
60 45.23 38.49 6.74 16.0% 1.12 2.6% 54% False False 7,440
Crabel Price Patterns
NR True
NR4 False
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 True
Stretch 0.19
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 46.87
2.618 45.33
1.618 44.39
1.000 43.81
0.618 43.45
HIGH 42.87
0.618 42.51
0.500 42.40
0.382 42.29
LOW 41.93
0.618 41.35
1.000 40.99
1.618 40.41
2.618 39.47
4.250 37.94
Fisher Pivots for day following 09-Oct-2020
Pivot 1 day 3 day
R1 42.40 42.08
PP 42.32 42.01
S1 42.24 41.93

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

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