NYMEX Light Sweet Crude Oil Future February 2021


Trading Metrics calculated at close of trading on 22-Oct-2020
Day Change Summary
Previous Current
21-Oct-2020 22-Oct-2020 Change Change % Previous Week
Open 41.68 40.62 -1.06 -2.5% 41.35
High 42.12 41.60 -0.52 -1.2% 42.15
Low 40.39 40.33 -0.06 -0.1% 40.11
Close 40.61 41.23 0.62 1.5% 41.70
Range 1.73 1.27 -0.46 -26.6% 2.04
ATR 1.42 1.41 -0.01 -0.7% 0.00
Volume 37,751 24,886 -12,865 -34.1% 129,257
Daily Pivots for day following 22-Oct-2020
Classic Woodie Camarilla DeMark
R4 44.86 44.32 41.93
R3 43.59 43.05 41.58
R2 42.32 42.32 41.46
R1 41.78 41.78 41.35 42.05
PP 41.05 41.05 41.05 41.19
S1 40.51 40.51 41.11 40.78
S2 39.78 39.78 41.00
S3 38.51 39.24 40.88
S4 37.24 37.97 40.53
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 40.33 2.08 5.0% 1.17 2.8% 43% False True 29,117
10 42.41 40.11 2.30 5.6% 1.23 3.0% 49% False False 28,460
20 42.41 37.71 4.70 11.4% 1.45 3.5% 75% False False 30,326
40 44.77 37.71 7.06 17.1% 1.42 3.5% 50% False False 26,817
60 44.84 37.71 7.13 17.3% 1.29 3.1% 49% False False 21,926
80 44.84 37.71 7.13 17.3% 1.21 2.9% 49% False False 18,191
100 44.84 36.26 8.58 20.8% 1.31 3.2% 58% False False 15,833
120 44.84 30.75 14.09 34.2% 1.36 3.3% 74% False False 14,171
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 0.21
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 47.00
2.618 44.92
1.618 43.65
1.000 42.87
0.618 42.38
HIGH 41.60
0.618 41.11
0.500 40.97
0.382 40.82
LOW 40.33
0.618 39.55
1.000 39.06
1.618 38.28
2.618 37.01
4.250 34.93
Fisher Pivots for day following 22-Oct-2020
Pivot 1 day 3 day
R1 41.14 41.37
PP 41.05 41.32
S1 40.97 41.28

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.