NYMEX Light Sweet Crude Oil Future January 2021


Trading Metrics calculated at close of trading on 29-Oct-2020
Day Change Summary
Previous Current
28-Oct-2020 29-Oct-2020 Change Change % Previous Week
Open 39.30 37.76 -1.54 -3.9% 41.21
High 39.33 38.10 -1.23 -3.1% 42.15
Low 37.32 35.28 -2.04 -5.5% 39.88
Close 37.72 36.51 -1.21 -3.2% 40.15
Range 2.01 2.82 0.81 40.3% 2.27
ATR 1.52 1.61 0.09 6.1% 0.00
Volume 163,971 185,121 21,150 12.9% 427,798
Daily Pivots for day following 29-Oct-2020
Classic Woodie Camarilla DeMark
R4 45.09 43.62 38.06
R3 42.27 40.80 37.29
R2 39.45 39.45 37.03
R1 37.98 37.98 36.77 37.31
PP 36.63 36.63 36.63 36.29
S1 35.16 35.16 36.25 34.49
S2 33.81 33.81 35.99
S3 30.99 32.34 35.73
S4 28.17 29.52 34.96
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 41.21 35.28 5.93 16.2% 1.78 4.9% 21% False True 122,772
10 42.15 35.28 6.87 18.8% 1.50 4.1% 18% False True 103,285
20 42.15 35.28 6.87 18.8% 1.53 4.2% 18% False True 94,162
40 42.92 35.28 7.64 20.9% 1.58 4.3% 16% False True 68,652
60 44.60 35.28 9.32 25.5% 1.36 3.7% 13% False True 53,977
80 44.60 35.28 9.32 25.5% 1.32 3.6% 13% False True 44,835
100 44.60 35.28 9.32 25.5% 1.39 3.8% 13% False True 38,562
120 44.60 30.35 14.25 39.0% 1.42 3.9% 43% False False 34,040
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.24
Widest range in 37 trading days
Fibonacci Retracements and Extensions
4.250 50.09
2.618 45.48
1.618 42.66
1.000 40.92
0.618 39.84
HIGH 38.10
0.618 37.02
0.500 36.69
0.382 36.36
LOW 35.28
0.618 33.54
1.000 32.46
1.618 30.72
2.618 27.90
4.250 23.30
Fisher Pivots for day following 29-Oct-2020
Pivot 1 day 3 day
R1 36.69 37.71
PP 36.63 37.31
S1 36.57 36.91

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

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