NYMEX Light Sweet Crude Oil Future May 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 42.18 42.53 0.35 0.8% 41.88
High 43.01 42.73 -0.28 -0.7% 42.82
Low 41.92 41.17 -0.75 -1.8% 41.01
Close 42.91 41.37 -1.54 -3.6% 42.37
Range 1.09 1.56 0.47 43.1% 1.81
ATR 1.22 1.26 0.04 3.0% 0.00
Volume 12,885 7,382 -5,503 -42.7% 30,567
Daily Pivots for day following 21-Oct-2020
Classic Woodie Camarilla DeMark
R4 46.44 45.46 42.23
R3 44.88 43.90 41.80
R2 43.32 43.32 41.66
R1 42.34 42.34 41.51 42.05
PP 41.76 41.76 41.76 41.61
S1 40.78 40.78 41.23 40.49
S2 40.20 40.20 41.08
S3 38.64 39.22 40.94
S4 37.08 37.66 40.51
Weekly Pivots for week ending 16-Oct-2020
Classic Woodie Camarilla DeMark
R4 47.50 46.74 43.37
R3 45.69 44.93 42.87
R2 43.88 43.88 42.70
R1 43.12 43.12 42.54 43.50
PP 42.07 42.07 42.07 42.26
S1 41.31 41.31 42.20 41.69
S2 40.26 40.26 42.04
S3 38.45 39.50 41.87
S4 36.64 37.69 41.37
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 43.01 41.07 1.94 4.7% 1.14 2.8% 15% False False 7,800
10 43.02 41.01 2.01 4.9% 1.08 2.6% 18% False False 8,552
20 43.02 38.85 4.17 10.1% 1.26 3.1% 60% False False 8,214
40 45.42 38.85 6.57 15.9% 1.22 3.0% 38% False False 7,279
60 45.42 38.85 6.57 15.9% 1.12 2.7% 38% False False 6,343
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 0.15
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 49.36
2.618 46.81
1.618 45.25
1.000 44.29
0.618 43.69
HIGH 42.73
0.618 42.13
0.500 41.95
0.382 41.77
LOW 41.17
0.618 40.21
1.000 39.61
1.618 38.65
2.618 37.09
4.250 34.54
Fisher Pivots for day following 21-Oct-2020
Pivot 1 day 3 day
R1 41.95 42.09
PP 41.76 41.85
S1 41.56 41.61

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

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