NYMEX Light Sweet Crude Oil Future January 2021


Trading Metrics calculated at close of trading on 08-Oct-2020
Day Change Summary
Previous Current
07-Oct-2020 08-Oct-2020 Change Change % Previous Week
Open 40.39 40.61 0.22 0.5% 40.65
High 40.93 41.92 0.99 2.4% 41.35
Low 39.94 40.40 0.46 1.2% 37.30
Close 40.59 41.81 1.22 3.0% 37.74
Range 0.99 1.52 0.53 53.5% 4.05
ATR 1.61 1.60 -0.01 -0.4% 0.00
Volume 96,222 109,049 12,827 13.3% 279,970
Daily Pivots for day following 08-Oct-2020
Classic Woodie Camarilla DeMark
R4 45.94 45.39 42.65
R3 44.42 43.87 42.23
R2 42.90 42.90 42.09
R1 42.35 42.35 41.95 42.63
PP 41.38 41.38 41.38 41.51
S1 40.83 40.83 41.67 41.11
S2 39.86 39.86 41.53
S3 38.34 39.31 41.39
S4 36.82 37.79 40.97
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 41.92 37.30 4.62 11.0% 1.76 4.2% 98% True False 87,628
10 41.92 37.30 4.62 11.0% 1.72 4.1% 98% True False 69,157
20 42.36 37.30 5.06 12.1% 1.56 3.7% 89% False False 54,829
40 44.60 37.30 7.30 17.5% 1.37 3.3% 62% False False 41,750
60 44.60 37.30 7.30 17.5% 1.29 3.1% 62% False False 34,580
80 44.60 37.30 7.30 17.5% 1.32 3.2% 62% False False 29,488
100 44.60 33.62 10.98 26.3% 1.42 3.4% 75% False False 25,839
120 44.60 26.22 18.38 44.0% 1.55 3.7% 85% False False 23,409
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 0.28
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 48.38
2.618 45.90
1.618 44.38
1.000 43.44
0.618 42.86
HIGH 41.92
0.618 41.34
0.500 41.16
0.382 40.98
LOW 40.40
0.618 39.46
1.000 38.88
1.618 37.94
2.618 36.42
4.250 33.94
Fisher Pivots for day following 08-Oct-2020
Pivot 1 day 3 day
R1 41.59 41.48
PP 41.38 41.16
S1 41.16 40.83

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

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