NYMEX Light Sweet Crude Oil Future February 2021


Trading Metrics calculated at close of trading on 26-Oct-2020
Day Change Summary
Previous Current
23-Oct-2020 26-Oct-2020 Change Change % Previous Week
Open 41.20 40.27 -0.93 -2.3% 41.53
High 41.49 40.33 -1.16 -2.8% 42.41
Low 40.19 38.96 -1.23 -3.1% 40.19
Close 40.45 39.22 -1.23 -3.0% 40.45
Range 1.30 1.37 0.07 5.4% 2.22
ATR 1.40 1.40 0.01 0.5% 0.00
Volume 21,402 41,941 20,539 96.0% 146,560
Daily Pivots for day following 26-Oct-2020
Classic Woodie Camarilla DeMark
R4 43.61 42.79 39.97
R3 42.24 41.42 39.60
R2 40.87 40.87 39.47
R1 40.05 40.05 39.35 39.78
PP 39.50 39.50 39.50 39.37
S1 38.68 38.68 39.09 38.41
S2 38.13 38.13 38.97
S3 36.76 37.31 38.84
S4 35.39 35.94 38.47
Weekly Pivots for week ending 23-Oct-2020
Classic Woodie Camarilla DeMark
R4 47.68 46.28 41.67
R3 45.46 44.06 41.06
R2 43.24 43.24 40.86
R1 41.84 41.84 40.65 41.43
PP 41.02 41.02 41.02 40.81
S1 39.62 39.62 40.25 39.21
S2 38.80 38.80 40.04
S3 36.58 37.40 39.84
S4 34.36 35.18 39.23
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 42.41 38.96 3.45 8.8% 1.40 3.6% 8% False True 31,353
10 42.41 38.96 3.45 8.8% 1.27 3.2% 8% False True 29,485
20 42.41 37.71 4.70 12.0% 1.50 3.8% 32% False False 31,573
40 44.77 37.71 7.06 18.0% 1.45 3.7% 21% False False 27,823
60 44.84 37.71 7.13 18.2% 1.28 3.3% 21% False False 22,715
80 44.84 37.71 7.13 18.2% 1.21 3.1% 21% False False 18,693
100 44.84 36.26 8.58 21.9% 1.31 3.3% 34% False False 16,386
120 44.84 30.75 14.09 35.9% 1.34 3.4% 60% False False 14,556
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 0.23
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 46.15
2.618 43.92
1.618 42.55
1.000 41.70
0.618 41.18
HIGH 40.33
0.618 39.81
0.500 39.65
0.382 39.48
LOW 38.96
0.618 38.11
1.000 37.59
1.618 36.74
2.618 35.37
4.250 33.14
Fisher Pivots for day following 26-Oct-2020
Pivot 1 day 3 day
R1 39.65 40.28
PP 39.50 39.93
S1 39.36 39.57

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

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