NYMEX Light Sweet Crude Oil Future June 2021


Trading Metrics calculated at close of trading on 27-Oct-2020
Day Change Summary
Previous Current
26-Oct-2020 27-Oct-2020 Change Change % Previous Week
Open 41.12 40.30 -0.82 -2.0% 42.42
High 41.18 41.38 0.20 0.5% 43.19
Low 40.03 40.23 0.20 0.5% 41.13
Close 40.28 41.14 0.86 2.1% 41.36
Range 1.15 1.15 0.00 0.0% 2.06
ATR 1.27 1.26 -0.01 -0.7% 0.00
Volume 27,268 21,947 -5,321 -19.5% 121,174
Daily Pivots for day following 27-Oct-2020
Classic Woodie Camarilla DeMark
R4 44.37 43.90 41.77
R3 43.22 42.75 41.46
R2 42.07 42.07 41.35
R1 41.60 41.60 41.25 41.84
PP 40.92 40.92 40.92 41.03
S1 40.45 40.45 41.03 40.69
S2 39.77 39.77 40.93
S3 38.62 39.30 40.82
S4 37.47 38.15 40.51
Weekly Pivots for week ending 23-Oct-2020
Classic Woodie Camarilla DeMark
R4 48.07 46.78 42.49
R3 46.01 44.72 41.93
R2 43.95 43.95 41.74
R1 42.66 42.66 41.55 42.28
PP 41.89 41.89 41.89 41.70
S1 40.60 40.60 41.17 40.22
S2 39.83 39.83 40.98
S3 37.77 38.54 40.79
S4 35.71 36.48 40.23
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 42.94 40.03 2.91 7.1% 1.25 3.0% 38% False False 23,393
10 43.19 40.03 3.16 7.7% 1.15 2.8% 35% False False 25,834
20 43.26 39.16 4.10 10.0% 1.31 3.2% 48% False False 33,497
40 45.36 39.16 6.20 15.1% 1.33 3.2% 32% False False 33,579
Crabel Price Patterns
NR False
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 False
Stretch 0.21
Fibonacci Retracements and Extensions
4.250 46.27
2.618 44.39
1.618 43.24
1.000 42.53
0.618 42.09
HIGH 41.38
0.618 40.94
0.500 40.81
0.382 40.67
LOW 40.23
0.618 39.52
1.000 39.08
1.618 38.37
2.618 37.22
4.250 35.34
Fisher Pivots for day following 27-Oct-2020
Pivot 1 day 3 day
R1 41.03 41.18
PP 40.92 41.16
S1 40.81 41.15

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

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