NYMEX Light Sweet Crude Oil Future February 2021


Trading Metrics calculated at close of trading on 21-Oct-2020
Day Change Summary
Previous Current
20-Oct-2020 21-Oct-2020 Change Change % Previous Week
Open 41.53 41.68 0.15 0.4% 41.35
High 42.41 42.12 -0.29 -0.7% 42.15
Low 41.10 40.39 -0.71 -1.7% 40.11
Close 42.24 40.61 -1.63 -3.9% 41.70
Range 1.31 1.73 0.42 32.1% 2.04
ATR 1.38 1.42 0.03 2.4% 0.00
Volume 30,789 37,751 6,962 22.6% 129,257
Daily Pivots for day following 21-Oct-2020
Classic Woodie Camarilla DeMark
R4 46.23 45.15 41.56
R3 44.50 43.42 41.09
R2 42.77 42.77 40.93
R1 41.69 41.69 40.77 41.37
PP 41.04 41.04 41.04 40.88
S1 39.96 39.96 40.45 39.64
S2 39.31 39.31 40.29
S3 37.58 38.23 40.13
S4 35.85 36.50 39.66
Weekly Pivots for week ending 16-Oct-2020
Classic Woodie Camarilla DeMark
R4 47.44 46.61 42.82
R3 45.40 44.57 42.26
R2 43.36 43.36 42.07
R1 42.53 42.53 41.89 42.95
PP 41.32 41.32 41.32 41.53
S1 40.49 40.49 41.51 40.91
S2 39.28 39.28 41.33
S3 37.24 38.45 41.14
S4 35.20 36.41 40.58
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 42.41 40.20 2.21 5.4% 1.31 3.2% 19% False False 30,641
10 42.41 40.11 2.30 5.7% 1.26 3.1% 22% False False 32,112
20 42.41 37.71 4.70 11.6% 1.45 3.6% 62% False False 29,916
40 44.84 37.71 7.13 17.6% 1.41 3.5% 41% False False 26,567
60 44.84 37.71 7.13 17.6% 1.28 3.1% 41% False False 21,670
80 44.84 37.71 7.13 17.6% 1.20 3.0% 41% False False 17,968
100 44.84 36.26 8.58 21.1% 1.30 3.2% 51% False False 15,637
120 44.84 29.00 15.84 39.0% 1.36 3.4% 73% False False 13,999
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 49.47
2.618 46.65
1.618 44.92
1.000 43.85
0.618 43.19
HIGH 42.12
0.618 41.46
0.500 41.26
0.382 41.05
LOW 40.39
0.618 39.32
1.000 38.66
1.618 37.59
2.618 35.86
4.250 33.04
Fisher Pivots for day following 21-Oct-2020
Pivot 1 day 3 day
R1 41.26 41.40
PP 41.04 41.14
S1 40.83 40.87

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

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