NYMEX Light Sweet Crude Oil Future February 2021


Trading Metrics calculated at close of trading on 13-Oct-2020
Day Change Summary
Previous Current
12-Oct-2020 13-Oct-2020 Change Change % Previous Week
Open 41.35 40.49 -0.86 -2.1% 38.18
High 41.44 41.45 0.01 0.0% 42.35
Low 40.11 40.44 0.33 0.8% 38.18
Close 40.47 41.19 0.72 1.8% 41.60
Range 1.33 1.01 -0.32 -24.1% 4.17
ATR 1.50 1.47 -0.04 -2.3% 0.00
Volume 22,904 29,478 6,574 28.7% 192,069
Daily Pivots for day following 13-Oct-2020
Classic Woodie Camarilla DeMark
R4 44.06 43.63 41.75
R3 43.05 42.62 41.47
R2 42.04 42.04 41.38
R1 41.61 41.61 41.28 41.83
PP 41.03 41.03 41.03 41.13
S1 40.60 40.60 41.10 40.82
S2 40.02 40.02 41.00
S3 39.01 39.59 40.91
S4 38.00 38.58 40.63
Weekly Pivots for week ending 09-Oct-2020
Classic Woodie Camarilla DeMark
R4 53.22 51.58 43.89
R3 49.05 47.41 42.75
R2 44.88 44.88 42.36
R1 43.24 43.24 41.98 44.06
PP 40.71 40.71 40.71 41.12
S1 39.07 39.07 41.22 39.89
S2 36.54 36.54 40.84
S3 32.37 34.90 40.45
S4 28.20 30.73 39.31
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 42.35 40.11 2.24 5.4% 1.15 2.8% 48% False False 36,351
10 42.35 37.71 4.64 11.3% 1.61 3.9% 75% False False 34,365
20 42.67 37.71 4.96 12.0% 1.52 3.7% 70% False False 29,276
40 44.84 37.71 7.13 17.3% 1.34 3.3% 49% False False 24,094
60 44.84 37.71 7.13 17.3% 1.25 3.0% 49% False False 19,465
80 44.84 37.71 7.13 17.3% 1.23 3.0% 49% False False 16,229
100 44.84 33.99 10.85 26.3% 1.33 3.2% 66% False False 14,182
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 0.22
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 45.74
2.618 44.09
1.618 43.08
1.000 42.46
0.618 42.07
HIGH 41.45
0.618 41.06
0.500 40.95
0.382 40.83
LOW 40.44
0.618 39.82
1.000 39.43
1.618 38.81
2.618 37.80
4.250 36.15
Fisher Pivots for day following 13-Oct-2020
Pivot 1 day 3 day
R1 41.11 41.23
PP 41.03 41.22
S1 40.95 41.20

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

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