NYMEX Light Sweet Crude Oil Future February 2021

Trading Metrics calculated at close of trading on 14-Oct-2020

Day Change Summary
	Previous	Current
	13-Oct-2020	14-Oct-2020	Change	Change %	Previous Week
Open	40.49	41.15	0.66	1.6%	38.18
High	41.45	42.04	0.59	1.4%	42.35
Low	40.44	40.83	0.39	1.0%	38.18
Close	41.19	41.97	0.78	1.9%	41.60
Range	1.01	1.21	0.20	19.8%	4.17
ATR	1.47	1.45	-0.02	-1.3%	0.00
Volume	29,478	23,941	-5,537	-18.8%	192,069

Daily Pivots for day following 14-Oct-2020
	Classic	Woodie	Camarilla	DeMark
R4	45.24	44.82	42.64
R3	44.03	43.61	42.30
R2	42.82	42.82	42.19
R1	42.40	42.40	42.08	42.61
PP	41.61	41.61	41.61	41.72
S1	41.19	41.19	41.86	41.40
S2	40.40	40.40	41.75
S3	39.19	39.98	41.64
S4	37.98	38.77	41.30

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	5.3%	1.20	2.9%	83%	False	False	33,583
10	42.35	37.71	4.64	11.1%	1.57	3.7%	92%	False	False	32,938
20	42.67	37.71	4.96	11.8%	1.49	3.6%	86%	False	False	28,806
40	44.84	37.71	7.13	17.0%	1.36	3.2%	60%	False	False	24,375
60	44.84	37.71	7.13	17.0%	1.25	3.0%	60%	False	False	19,724
80	44.84	37.71	7.13	17.0%	1.24	2.9%	60%	False	False	16,458
100	44.84	34.40	10.44	24.9%	1.33	3.2%	73%	False	False	14,389

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	0.21
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	47.18
2.618	45.21
1.618	44.00
1.000	43.25
0.618	42.79
HIGH	42.04
0.618	41.58
0.500	41.44
0.382	41.29
LOW	40.83
0.618	40.08
1.000	39.62
1.618	38.87
2.618	37.66
4.250	35.69

Fisher Pivots for day following 14-Oct-2020
Pivot	1 day	3 day
R1	41.79	41.67
PP	41.61	41.37
S1	41.44	41.08

Download as Excel Spreadsheet

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

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