NYMEX Light Sweet Crude Oil Future February 2021

Trading Metrics calculated at close of trading on 15-Oct-2020

Day Change Summary
	Previous	Current
	14-Oct-2020	15-Oct-2020	Change	Change %	Previous Week
Open	41.15	42.05	0.90	2.2%	38.18
High	42.04	42.15	0.11	0.3%	42.35
Low	40.83	40.20	-0.63	-1.5%	38.18
Close	41.97	41.84	-0.13	-0.3%	41.60
Range	1.21	1.95	0.74	61.2%	4.17
ATR	1.45	1.49	0.04	2.5%	0.00
Volume	23,941	32,506	8,565	35.8%	192,069

Daily Pivots for day following 15-Oct-2020
	Classic	Woodie	Camarilla	DeMark
R4	47.25	46.49	42.91
R3	45.30	44.54	42.38
R2	43.35	43.35	42.20
R1	42.59	42.59	42.02	42.00
PP	41.40	41.40	41.40	41.10
S1	40.64	40.64	41.66	40.05
S2	39.45	39.45	41.48
S3	37.50	38.69	41.30
S4	35.55	36.74	40.77

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%	1.30	3.1%	77%	False	False	27,803
10	42.35	37.71	4.64	11.1%	1.50	3.6%	89%	False	False	32,595
20	42.67	37.71	4.96	11.9%	1.51	3.6%	83%	False	False	29,205
40	44.84	37.71	7.13	17.0%	1.39	3.3%	58%	False	False	24,959
60	44.84	37.71	7.13	17.0%	1.27	3.0%	58%	False	False	20,181
80	44.84	37.71	7.13	17.0%	1.24	3.0%	58%	False	False	16,808
100	44.84	34.40	10.44	25.0%	1.33	3.2%	71%	False	False	14,663

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.17
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	50.44
2.618	47.26
1.618	45.31
1.000	44.10
0.618	43.36
HIGH	42.15
0.618	41.41
0.500	41.18
0.382	40.94
LOW	40.20
0.618	38.99
1.000	38.25
1.618	37.04
2.618	35.09
4.250	31.91

Fisher Pivots for day following 15-Oct-2020
Pivot	1 day	3 day
R1	41.62	41.62
PP	41.40	41.40
S1	41.18	41.18

Download as Excel Spreadsheet

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

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