NYMEX Light Sweet Crude Oil Future January 2021

Trading Metrics calculated at close of trading on 23-Oct-2020

Day Change Summary
	Previous	Current
	22-Oct-2020	23-Oct-2020	Change	Change %	Previous Week
Open	40.31	40.91	0.60	1.5%	41.21
High	41.31	41.21	-0.10	-0.2%	42.15
Low	40.00	39.88	-0.12	-0.3%	39.88
Close	40.94	40.15	-0.79	-1.9%	40.15
Range	1.31	1.33	0.02	1.5%	2.27
ATR	1.45	1.45	-0.01	-0.6%	0.00
Volume	86,926	68,677	-18,249	-21.0%	427,798

Daily Pivots for day following 23-Oct-2020
	Classic	Woodie	Camarilla	DeMark
R4	44.40	43.61	40.88
R3	43.07	42.28	40.52
R2	41.74	41.74	40.39
R1	40.95	40.95	40.27	40.68
PP	40.41	40.41	40.41	40.28
S1	39.62	39.62	40.03	39.35
S2	39.08	39.08	39.91
S3	37.75	38.29	39.78
S4	36.42	36.96	39.42

Weekly Pivots for week ending 23-Oct-2020
	Classic	Woodie	Camarilla	DeMark
R4	47.54	46.11	41.40
R3	45.27	43.84	40.77
R2	43.00	43.00	40.57
R1	41.57	41.57	40.36	41.15
PP	40.73	40.73	40.73	40.52
S1	39.30	39.30	39.94	38.88
S2	38.46	38.46	39.73
S3	36.19	37.03	39.53
S4	33.92	34.76	38.90

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	42.15	39.88	2.27	5.7%	1.29	3.2%	12%	False	True	85,559
10	42.15	39.74	2.41	6.0%	1.31	3.3%	17%	False	False	82,589
20	42.15	37.30	4.85	12.1%	1.52	3.8%	59%	False	False	77,275
40	44.48	37.30	7.18	17.9%	1.49	3.7%	40%	False	False	57,200
60	44.60	37.30	7.30	18.2%	1.33	3.3%	39%	False	False	46,739
80	44.60	37.30	7.30	18.2%	1.27	3.2%	39%	False	False	38,775
100	44.60	35.94	8.66	21.6%	1.38	3.4%	49%	False	False	33,666
120	44.60	30.34	14.26	35.5%	1.43	3.6%	69%	False	False	29,813

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	0.25
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	46.86
2.618	44.69
1.618	43.36
1.000	42.54
0.618	42.03
HIGH	41.21
0.618	40.70
0.500	40.55
0.382	40.39
LOW	39.88
0.618	39.06
1.000	38.55
1.618	37.73
2.618	36.40
4.250	34.23

Fisher Pivots for day following 23-Oct-2020
Pivot	1 day	3 day
R1	40.55	40.87
PP	40.41	40.63
S1	40.28	40.39

Download as Excel Spreadsheet

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

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