NYMEX Light Sweet Crude Oil Future February 2021


Trading Metrics calculated at close of trading on 05-Oct-2020
Day Change Summary
Previous Current
02-Oct-2020 05-Oct-2020 Change Change % Previous Week
Open 39.60 38.18 -1.42 -3.6% 40.91
High 39.62 40.70 1.08 2.7% 41.67
Low 37.71 38.18 0.47 1.2% 37.71
Close 38.15 40.28 2.13 5.6% 38.15
Range 1.91 2.52 0.61 31.9% 3.96
ATR 1.49 1.56 0.08 5.1% 0.00
Volume 25,061 31,997 6,936 27.7% 133,858
Daily Pivots for day following 05-Oct-2020
Classic Woodie Camarilla DeMark
R4 47.28 46.30 41.67
R3 44.76 43.78 40.97
R2 42.24 42.24 40.74
R1 41.26 41.26 40.51 41.75
PP 39.72 39.72 39.72 39.97
S1 38.74 38.74 40.05 39.23
S2 37.20 37.20 39.82
S3 34.68 36.22 39.59
S4 32.16 33.70 38.89
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 41.55 37.71 3.84 9.5% 2.16 5.4% 67% False False 30,727
10 41.67 37.71 3.96 9.8% 1.61 4.0% 65% False False 28,092
20 42.67 37.71 4.96 12.3% 1.61 4.0% 52% False False 27,279
40 44.84 37.71 7.13 17.7% 1.29 3.2% 36% False False 20,650
60 44.84 37.71 7.13 17.7% 1.21 3.0% 36% False False 16,474
80 44.84 36.26 8.58 21.3% 1.27 3.2% 47% False False 14,035
100 44.84 30.75 14.09 35.0% 1.34 3.3% 68% False False 12,394
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 0.26
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 51.41
2.618 47.30
1.618 44.78
1.000 43.22
0.618 42.26
HIGH 40.70
0.618 39.74
0.500 39.44
0.382 39.14
LOW 38.18
0.618 36.62
1.000 35.66
1.618 34.10
2.618 31.58
4.250 27.47
Fisher Pivots for day following 05-Oct-2020
Pivot 1 day 3 day
R1 40.00 40.03
PP 39.72 39.78
S1 39.44 39.53

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

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