NYMEX Light Sweet Crude Oil Future February 2021


Trading Metrics calculated at close of trading on 28-Oct-2020
Day Change Summary
Previous Current
27-Oct-2020 28-Oct-2020 Change Change % Previous Week
Open 39.25 39.65 0.40 1.0% 41.53
High 40.43 39.65 -0.78 -1.9% 42.41
Low 39.17 37.69 -1.48 -3.8% 40.19
Close 40.18 38.08 -2.10 -5.2% 40.45
Range 1.26 1.96 0.70 55.6% 2.22
ATR 1.39 1.47 0.08 5.6% 0.00
Volume 32,254 84,536 52,282 162.1% 146,560
Daily Pivots for day following 28-Oct-2020
Classic Woodie Camarilla DeMark
R4 44.35 43.18 39.16
R3 42.39 41.22 38.62
R2 40.43 40.43 38.44
R1 39.26 39.26 38.26 38.87
PP 38.47 38.47 38.47 38.28
S1 37.30 37.30 37.90 36.91
S2 36.51 36.51 37.72
S3 34.55 35.34 37.54
S4 32.59 33.38 37.00
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 41.60 37.69 3.91 10.3% 1.43 3.8% 10% False True 41,003
10 42.41 37.69 4.72 12.4% 1.37 3.6% 8% False True 35,822
20 42.41 37.69 4.72 12.4% 1.47 3.9% 8% False True 34,380
40 44.46 37.69 6.77 17.8% 1.49 3.9% 6% False True 29,762
60 44.84 37.69 7.15 18.8% 1.29 3.4% 5% False True 24,281
80 44.84 37.69 7.15 18.8% 1.23 3.2% 5% False True 20,019
100 44.84 36.26 8.58 22.5% 1.30 3.4% 21% False False 17,420
120 44.84 30.75 14.09 37.0% 1.33 3.5% 52% False False 15,428
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.20
Widest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 47.98
2.618 44.78
1.618 42.82
1.000 41.61
0.618 40.86
HIGH 39.65
0.618 38.90
0.500 38.67
0.382 38.44
LOW 37.69
0.618 36.48
1.000 35.73
1.618 34.52
2.618 32.56
4.250 29.36
Fisher Pivots for day following 28-Oct-2020
Pivot 1 day 3 day
R1 38.67 39.06
PP 38.47 38.73
S1 38.28 38.41

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

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