NYMEX Light Sweet Crude Oil Future February 2021


Trading Metrics calculated at close of trading on 27-Oct-2020
Day Change Summary
Previous Current
26-Oct-2020 27-Oct-2020 Change Change % Previous Week
Open 40.27 39.25 -1.02 -2.5% 41.53
High 40.33 40.43 0.10 0.2% 42.41
Low 38.96 39.17 0.21 0.5% 40.19
Close 39.22 40.18 0.96 2.4% 40.45
Range 1.37 1.26 -0.11 -8.0% 2.22
ATR 1.40 1.39 -0.01 -0.7% 0.00
Volume 41,941 32,254 -9,687 -23.1% 146,560
Daily Pivots for day following 27-Oct-2020
Classic Woodie Camarilla DeMark
R4 43.71 43.20 40.87
R3 42.45 41.94 40.53
R2 41.19 41.19 40.41
R1 40.68 40.68 40.30 40.94
PP 39.93 39.93 39.93 40.05
S1 39.42 39.42 40.06 39.68
S2 38.67 38.67 39.95
S3 37.41 38.16 39.83
S4 36.15 36.90 39.49
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 42.12 38.96 3.16 7.9% 1.39 3.4% 39% False False 31,646
10 42.41 38.96 3.45 8.6% 1.30 3.2% 35% False False 29,763
20 42.41 37.71 4.70 11.7% 1.45 3.6% 53% False False 32,064
40 44.51 37.71 6.80 16.9% 1.46 3.6% 36% False False 28,278
60 44.84 37.71 7.13 17.7% 1.28 3.2% 35% False False 23,044
80 44.84 37.71 7.13 17.7% 1.22 3.0% 35% False False 19,010
100 44.84 36.26 8.58 21.4% 1.30 3.2% 46% False False 16,644
120 44.84 30.75 14.09 35.1% 1.33 3.3% 67% False False 14,777
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.23
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 45.79
2.618 43.73
1.618 42.47
1.000 41.69
0.618 41.21
HIGH 40.43
0.618 39.95
0.500 39.80
0.382 39.65
LOW 39.17
0.618 38.39
1.000 37.91
1.618 37.13
2.618 35.87
4.250 33.82
Fisher Pivots for day following 27-Oct-2020
Pivot 1 day 3 day
R1 40.05 40.23
PP 39.93 40.21
S1 39.80 40.20

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

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