NYMEX Light Sweet Crude Oil Future February 2021


Trading Metrics calculated at close of trading on 02-Oct-2020
Day Change Summary
Previous Current
01-Oct-2020 02-Oct-2020 Change Change % Previous Week
Open 40.89 39.60 -1.29 -3.2% 40.91
High 41.35 39.62 -1.73 -4.2% 41.67
Low 38.70 37.71 -0.99 -2.6% 37.71
Close 39.76 38.15 -1.61 -4.0% 38.15
Range 2.65 1.91 -0.74 -27.9% 3.96
ATR 1.45 1.49 0.04 3.0% 0.00
Volume 35,935 25,061 -10,874 -30.3% 133,858
Daily Pivots for day following 02-Oct-2020
Classic Woodie Camarilla DeMark
R4 44.22 43.10 39.20
R3 42.31 41.19 38.68
R2 40.40 40.40 38.50
R1 39.28 39.28 38.33 38.89
PP 38.49 38.49 38.49 38.30
S1 37.37 37.37 37.97 36.98
S2 36.58 36.58 37.80
S3 34.67 35.46 37.62
S4 32.76 33.55 37.10
Weekly Pivots for week ending 02-Oct-2020
Classic Woodie Camarilla DeMark
R4 51.06 48.56 40.33
R3 47.10 44.60 39.24
R2 43.14 43.14 38.88
R1 40.64 40.64 38.51 39.91
PP 39.18 39.18 39.18 38.81
S1 36.68 36.68 37.79 35.95
S2 35.22 35.22 37.42
S3 31.26 32.72 37.06
S4 27.30 28.76 35.97
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 41.67 37.71 3.96 10.4% 1.85 4.8% 11% False True 26,771
10 42.35 37.71 4.64 12.2% 1.60 4.2% 9% False True 26,543
20 43.24 37.71 5.53 14.5% 1.59 4.2% 8% False True 26,602
40 44.84 37.71 7.13 18.7% 1.25 3.3% 6% False True 20,049
60 44.84 37.71 7.13 18.7% 1.20 3.1% 6% False True 16,044
80 44.84 36.26 8.58 22.5% 1.28 3.3% 22% False False 13,710
100 44.84 30.75 14.09 36.9% 1.33 3.5% 53% False False 12,144
Crabel Price Patterns
NR True
NR4 False
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 0.29
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 47.74
2.618 44.62
1.618 42.71
1.000 41.53
0.618 40.80
HIGH 39.62
0.618 38.89
0.500 38.67
0.382 38.44
LOW 37.71
0.618 36.53
1.000 35.80
1.618 34.62
2.618 32.71
4.250 29.59
Fisher Pivots for day following 02-Oct-2020
Pivot 1 day 3 day
R1 38.67 39.53
PP 38.49 39.07
S1 38.32 38.61

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

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