NYMEX Light Sweet Crude Oil Future December 2020


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 40.93 41.22 0.29 0.7% 40.72
High 41.90 41.59 -0.31 -0.7% 41.57
Low 40.46 39.78 -0.68 -1.7% 39.36
Close 41.70 40.03 -1.67 -4.0% 41.12
Range 1.44 1.81 0.37 25.7% 2.21
ATR 1.47 1.51 0.03 2.2% 0.00
Volume 360,574 366,899 6,325 1.8% 1,238,335
Daily Pivots for day following 21-Oct-2020
Classic Woodie Camarilla DeMark
R4 45.90 44.77 41.03
R3 44.09 42.96 40.53
R2 42.28 42.28 40.36
R1 41.15 41.15 40.20 40.81
PP 40.47 40.47 40.47 40.30
S1 39.34 39.34 39.86 39.00
S2 38.66 38.66 39.70
S3 36.85 37.53 39.53
S4 35.04 35.72 39.03
Weekly Pivots for week ending 16-Oct-2020
Classic Woodie Camarilla DeMark
R4 47.31 46.43 42.34
R3 45.10 44.22 41.73
R2 42.89 42.89 41.53
R1 42.01 42.01 41.32 42.45
PP 40.68 40.68 40.68 40.91
S1 39.80 39.80 40.92 40.24
S2 38.47 38.47 40.71
S3 36.26 37.59 40.51
S4 34.05 35.38 39.90
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 41.90 39.52 2.38 5.9% 1.39 3.5% 21% False False 316,119
10 41.90 39.36 2.54 6.3% 1.34 3.3% 26% False False 271,780
20 41.90 36.93 4.97 12.4% 1.53 3.8% 62% False False 208,511
40 44.33 36.93 7.40 18.5% 1.51 3.8% 42% False False 165,182
60 44.33 36.93 7.40 18.5% 1.39 3.5% 42% False False 138,151
80 44.33 36.93 7.40 18.5% 1.33 3.3% 42% False False 120,794
100 44.33 35.72 8.61 21.5% 1.45 3.6% 50% False False 111,831
120 44.33 27.57 16.76 41.9% 1.54 3.8% 74% False False 107,426
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 0.21
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 49.28
2.618 46.33
1.618 44.52
1.000 43.40
0.618 42.71
HIGH 41.59
0.618 40.90
0.500 40.69
0.382 40.47
LOW 39.78
0.618 38.66
1.000 37.97
1.618 36.85
2.618 35.04
4.250 32.09
Fisher Pivots for day following 21-Oct-2020
Pivot 1 day 3 day
R1 40.69 40.84
PP 40.47 40.57
S1 40.25 40.30

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

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