NYMEX Light Sweet Crude Oil Future February 2021


Trading Metrics calculated at close of trading on 23-Oct-2020
Day Change Summary
Previous Current
22-Oct-2020 23-Oct-2020 Change Change % Previous Week
Open 40.62 41.20 0.58 1.4% 41.53
High 41.60 41.49 -0.11 -0.3% 42.41
Low 40.33 40.19 -0.14 -0.3% 40.19
Close 41.23 40.45 -0.78 -1.9% 40.45
Range 1.27 1.30 0.03 2.4% 2.22
ATR 1.41 1.40 -0.01 -0.5% 0.00
Volume 24,886 21,402 -3,484 -14.0% 146,560
Daily Pivots for day following 23-Oct-2020
Classic Woodie Camarilla DeMark
R4 44.61 43.83 41.17
R3 43.31 42.53 40.81
R2 42.01 42.01 40.69
R1 41.23 41.23 40.57 40.97
PP 40.71 40.71 40.71 40.58
S1 39.93 39.93 40.33 39.67
S2 39.41 39.41 40.21
S3 38.11 38.63 40.09
S4 36.81 37.33 39.74
Weekly Pivots for week ending 23-Oct-2020
Classic Woodie Camarilla DeMark
R4 47.68 46.28 41.67
R3 45.46 44.06 41.06
R2 43.24 43.24 40.86
R1 41.84 41.84 40.65 41.43
PP 41.02 41.02 41.02 40.81
S1 39.62 39.62 40.25 39.21
S2 38.80 38.80 40.04
S3 36.58 37.40 39.84
S4 34.36 35.18 39.23
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 42.41 40.19 2.22 5.5% 1.25 3.1% 12% False True 29,312
10 42.41 40.11 2.30 5.7% 1.27 3.1% 15% False False 27,581
20 42.41 37.71 4.70 11.6% 1.47 3.6% 58% False False 30,087
40 44.77 37.71 7.06 17.5% 1.43 3.5% 39% False False 27,042
60 44.84 37.71 7.13 17.6% 1.27 3.1% 38% False False 22,132
80 44.84 37.71 7.13 17.6% 1.21 3.0% 38% False False 18,264
100 44.84 36.26 8.58 21.2% 1.31 3.2% 49% False False 15,999
120 44.84 30.75 14.09 34.8% 1.34 3.3% 69% False False 14,263
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.23
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 47.02
2.618 44.89
1.618 43.59
1.000 42.79
0.618 42.29
HIGH 41.49
0.618 40.99
0.500 40.84
0.382 40.69
LOW 40.19
0.618 39.39
1.000 38.89
1.618 38.09
2.618 36.79
4.250 34.67
Fisher Pivots for day following 23-Oct-2020
Pivot 1 day 3 day
R1 40.84 41.16
PP 40.71 40.92
S1 40.58 40.69

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

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