NYMEX Light Sweet Crude Oil Future July 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 41.26 40.52 -0.74 -1.8% 42.90
High 41.26 41.47 0.21 0.5% 43.28
Low 40.22 40.46 0.24 0.6% 41.34
Close 40.45 41.28 0.83 2.1% 41.51
Range 1.04 1.01 -0.03 -2.9% 1.94
ATR 1.15 1.14 -0.01 -0.8% 0.00
Volume 2,892 3,431 539 18.6% 12,903
Daily Pivots for day following 27-Oct-2020
Classic Woodie Camarilla DeMark
R4 44.10 43.70 41.84
R3 43.09 42.69 41.56
R2 42.08 42.08 41.47
R1 41.68 41.68 41.37 41.88
PP 41.07 41.07 41.07 41.17
S1 40.67 40.67 41.19 40.87
S2 40.06 40.06 41.09
S3 39.05 39.66 41.00
S4 38.04 38.65 40.72
Weekly Pivots for week ending 23-Oct-2020
Classic Woodie Camarilla DeMark
R4 47.86 46.63 42.58
R3 45.92 44.69 42.04
R2 43.98 43.98 41.87
R1 42.75 42.75 41.69 42.40
PP 42.04 42.04 42.04 41.87
S1 40.81 40.81 41.33 40.46
S2 40.10 40.10 41.15
S3 38.16 38.87 40.98
S4 36.22 36.93 40.44
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 43.03 40.22 2.81 6.8% 1.14 2.8% 38% False False 2,943
10 43.28 40.22 3.06 7.4% 1.03 2.5% 35% False False 2,959
20 43.33 39.47 3.86 9.4% 1.17 2.8% 47% False False 4,053
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.11
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 45.76
2.618 44.11
1.618 43.10
1.000 42.48
0.618 42.09
HIGH 41.47
0.618 41.08
0.500 40.97
0.382 40.85
LOW 40.46
0.618 39.84
1.000 39.45
1.618 38.83
2.618 37.82
4.250 36.17
Fisher Pivots for day following 27-Oct-2020
Pivot 1 day 3 day
R1 41.18 41.31
PP 41.07 41.30
S1 40.97 41.29

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

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