NYMEX Light Sweet Crude Oil Future April 2021


Trading Metrics calculated at close of trading on 29-Oct-2020
Day Change Summary
Previous Current
28-Oct-2020 29-Oct-2020 Change Change % Previous Week
Open 40.09 38.87 -1.22 -3.0% 42.09
High 40.13 39.12 -1.01 -2.5% 42.83
Low 38.43 36.51 -1.92 -5.0% 40.76
Close 38.75 37.60 -1.15 -3.0% 40.97
Range 1.70 2.61 0.91 53.5% 2.07
ATR 1.36 1.45 0.09 6.6% 0.00
Volume 27,185 26,338 -847 -3.1% 56,327
Daily Pivots for day following 29-Oct-2020
Classic Woodie Camarilla DeMark
R4 45.57 44.20 39.04
R3 42.96 41.59 38.32
R2 40.35 40.35 38.08
R1 38.98 38.98 37.84 38.36
PP 37.74 37.74 37.74 37.44
S1 36.37 36.37 37.36 35.75
S2 35.13 35.13 37.12
S3 32.52 33.76 36.88
S4 29.91 31.15 36.16
Weekly Pivots for week ending 23-Oct-2020
Classic Woodie Camarilla DeMark
R4 47.73 46.42 42.11
R3 45.66 44.35 41.54
R2 43.59 43.59 41.35
R1 42.28 42.28 41.16 41.90
PP 41.52 41.52 41.52 41.33
S1 40.21 40.21 40.78 39.83
S2 39.45 39.45 40.59
S3 37.38 38.14 40.40
S4 35.31 36.07 39.83
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 41.96 36.51 5.45 14.5% 1.56 4.1% 20% False True 16,597
10 42.83 36.51 6.32 16.8% 1.31 3.5% 17% False True 14,016
20 42.87 36.51 6.36 16.9% 1.36 3.6% 17% False True 13,687
40 43.85 36.51 7.34 19.5% 1.39 3.7% 15% False True 12,774
60 45.23 36.51 8.72 23.2% 1.18 3.1% 13% False True 9,897
80 45.23 36.51 8.72 23.2% 1.14 3.0% 13% False True 8,078
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.17
Widest range in 37 trading days
Fibonacci Retracements and Extensions
4.250 50.21
2.618 45.95
1.618 43.34
1.000 41.73
0.618 40.73
HIGH 39.12
0.618 38.12
0.500 37.82
0.382 37.51
LOW 36.51
0.618 34.90
1.000 33.90
1.618 32.29
2.618 29.68
4.250 25.42
Fisher Pivots for day following 29-Oct-2020
Pivot 1 day 3 day
R1 37.82 38.73
PP 37.74 38.35
S1 37.67 37.98

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

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