NYMEX Light Sweet Crude Oil Future January 2021


Trading Metrics calculated at close of trading on 06-Oct-2020
Day Change Summary
Previous Current
05-Oct-2020 06-Oct-2020 Change Change % Previous Week
Open 37.74 40.00 2.26 6.0% 40.65
High 40.33 41.44 1.11 2.8% 41.35
Low 37.72 39.74 2.02 5.4% 37.30
Close 39.89 41.27 1.38 3.5% 37.74
Range 2.61 1.70 -0.91 -34.9% 4.05
ATR 1.62 1.63 0.01 0.3% 0.00
Volume 82,236 78,119 -4,117 -5.0% 279,970
Daily Pivots for day following 06-Oct-2020
Classic Woodie Camarilla DeMark
R4 45.92 45.29 42.21
R3 44.22 43.59 41.74
R2 42.52 42.52 41.58
R1 41.89 41.89 41.43 42.21
PP 40.82 40.82 40.82 40.97
S1 40.19 40.19 41.11 40.51
S2 39.12 39.12 40.96
S3 37.42 38.49 40.80
S4 35.72 36.79 40.34
Weekly Pivots for week ending 02-Oct-2020
Classic Woodie Camarilla DeMark
R4 50.95 48.39 39.97
R3 46.90 44.34 38.85
R2 42.85 42.85 38.48
R1 40.29 40.29 38.11 39.55
PP 38.80 38.80 38.80 38.42
S1 36.24 36.24 37.37 35.50
S2 34.75 34.75 37.00
S3 30.70 32.19 36.63
S4 26.65 28.14 35.51
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 41.44 37.30 4.14 10.0% 2.13 5.2% 96% True False 72,708
10 41.44 37.30 4.14 10.0% 1.74 4.2% 96% True False 56,803
20 42.36 37.30 5.06 12.3% 1.60 3.9% 78% False False 48,505
40 44.60 37.30 7.30 17.7% 1.37 3.3% 54% False False 38,062
60 44.60 37.30 7.30 17.7% 1.29 3.1% 54% False False 31,555
80 44.60 36.07 8.53 20.7% 1.35 3.3% 61% False False 27,099
100 44.60 31.32 13.28 32.2% 1.43 3.5% 75% False False 23,996
120 44.60 26.22 18.38 44.5% 1.55 3.8% 82% False False 21,831
Crabel Price Patterns
NR True
NR4 True
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 0.30
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 48.67
2.618 45.89
1.618 44.19
1.000 43.14
0.618 42.49
HIGH 41.44
0.618 40.79
0.500 40.59
0.382 40.39
LOW 39.74
0.618 38.69
1.000 38.04
1.618 36.99
2.618 35.29
4.250 32.52
Fisher Pivots for day following 06-Oct-2020
Pivot 1 day 3 day
R1 41.04 40.64
PP 40.82 40.00
S1 40.59 39.37

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

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