NYMEX Light Sweet Crude Oil Future January 2021

Trading Metrics calculated at close of trading on 12-Oct-2020

Day Change Summary
	Previous	Current
	09-Oct-2020	12-Oct-2020	Change	Change %	Previous Week
Open	41.88	41.10	-0.78	-1.9%	37.74
High	42.06	41.11	-0.95	-2.3%	42.06
Low	41.04	39.74	-1.30	-3.2%	37.72
Close	41.27	40.11	-1.16	-2.8%	41.27
Range	1.02	1.37	0.35	34.3%	4.34
ATR	1.56	1.56	0.00	-0.1%	0.00
Volume	74,032	77,915	3,883	5.2%	439,658

Daily Pivots for day following 12-Oct-2020
	Classic	Woodie	Camarilla	DeMark
R4	44.43	43.64	40.86
R3	43.06	42.27	40.49
R2	41.69	41.69	40.36
R1	40.90	40.90	40.24	40.61
PP	40.32	40.32	40.32	40.18
S1	39.53	39.53	39.98	39.24
S2	38.95	38.95	39.86
S3	37.58	38.16	39.73
S4	36.21	36.79	39.36

Weekly Pivots for week ending 09-Oct-2020
	Classic	Woodie	Camarilla	DeMark
R4	53.37	51.66	43.66
R3	49.03	47.32	42.46
R2	44.69	44.69	42.07
R1	42.98	42.98	41.67	43.84
PP	40.35	40.35	40.35	40.78
S1	38.64	38.64	40.87	39.50
S2	36.01	36.01	40.47
S3	31.67	34.30	40.08
S4	27.33	29.96	38.88

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	42.06	39.74	2.32	5.8%	1.32	3.3%	16%	False	True	87,067
10	42.06	37.30	4.76	11.9%	1.78	4.4%	59%	False	False	77,440
20	42.36	37.30	5.06	12.6%	1.59	4.0%	56%	False	False	59,651
40	44.60	37.30	7.30	18.2%	1.40	3.5%	38%	False	False	44,274
60	44.60	37.30	7.30	18.2%	1.31	3.3%	38%	False	False	36,800
80	44.60	37.30	7.30	18.2%	1.32	3.3%	38%	False	False	31,142
100	44.60	33.62	10.98	27.4%	1.42	3.5%	59%	False	False	27,229
120	44.60	27.77	16.83	42.0%	1.48	3.7%	73%	False	False	24,355

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	46.93
2.618	44.70
1.618	43.33
1.000	42.48
0.618	41.96
HIGH	41.11
0.618	40.59
0.500	40.43
0.382	40.26
LOW	39.74
0.618	38.89
1.000	38.37
1.618	37.52
2.618	36.15
4.250	33.92

Fisher Pivots for day following 12-Oct-2020
Pivot	1 day	3 day
R1	40.43	40.90
PP	40.32	40.64
S1	40.22	40.37

Download as Excel Spreadsheet

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

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