NYMEX Light Sweet Crude Oil Future January 2021


Trading Metrics calculated at close of trading on 01-Oct-2020
Day Change Summary
Previous Current
30-Sep-2020 01-Oct-2020 Change Change % Previous Week
Open 39.79 40.52 0.73 1.8% 41.80
High 40.91 41.02 0.11 0.3% 42.10
Low 39.30 38.28 -1.02 -2.6% 39.59
Close 40.79 39.38 -1.41 -3.5% 40.81
Range 1.61 2.74 1.13 70.2% 2.51
ATR 1.41 1.50 0.10 6.7% 0.00
Volume 58,597 72,071 13,474 23.0% 209,222
Daily Pivots for day following 01-Oct-2020
Classic Woodie Camarilla DeMark
R4 47.78 46.32 40.89
R3 45.04 43.58 40.13
R2 42.30 42.30 39.88
R1 40.84 40.84 39.63 40.20
PP 39.56 39.56 39.56 39.24
S1 38.10 38.10 39.13 37.46
S2 36.82 36.82 38.88
S3 34.08 35.36 38.63
S4 31.34 32.62 37.87
Weekly Pivots for week ending 25-Sep-2020
Classic Woodie Camarilla DeMark
R4 48.36 47.10 42.19
R3 45.85 44.59 41.50
R2 43.34 43.34 41.27
R1 42.08 42.08 41.04 41.46
PP 40.83 40.83 40.83 40.52
S1 39.57 39.57 40.58 38.95
S2 38.32 38.32 40.35
S3 35.81 37.06 40.12
S4 33.30 34.55 39.43
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 41.35 38.28 3.07 7.8% 1.68 4.3% 36% False True 50,686
10 42.36 38.28 4.08 10.4% 1.57 4.0% 27% False True 45,740
20 42.92 37.60 5.32 13.5% 1.63 4.1% 33% False False 43,143
40 44.60 37.60 7.00 17.8% 1.28 3.3% 25% False False 33,884
60 44.60 37.60 7.00 17.8% 1.25 3.2% 25% False False 28,392
80 44.60 35.94 8.66 22.0% 1.36 3.4% 40% False False 24,662
100 44.60 30.35 14.25 36.2% 1.40 3.6% 63% False False 22,016
120 44.60 26.22 18.38 46.7% 1.55 3.9% 72% False False 20,108
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.39
Widest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 52.67
2.618 48.19
1.618 45.45
1.000 43.76
0.618 42.71
HIGH 41.02
0.618 39.97
0.500 39.65
0.382 39.33
LOW 38.28
0.618 36.59
1.000 35.54
1.618 33.85
2.618 31.11
4.250 26.64
Fisher Pivots for day following 01-Oct-2020
Pivot 1 day 3 day
R1 39.65 39.77
PP 39.56 39.64
S1 39.47 39.51

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

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