NYMEX Light Sweet Crude Oil Future February 2021


Trading Metrics calculated at close of trading on 29-Oct-2020
Day Change Summary
Previous Current
28-Oct-2020 29-Oct-2020 Change Change % Previous Week
Open 39.65 38.08 -1.57 -4.0% 41.53
High 39.65 38.46 -1.19 -3.0% 42.41
Low 37.69 35.69 -2.00 -5.3% 40.19
Close 38.08 36.87 -1.21 -3.2% 40.45
Range 1.96 2.77 0.81 41.3% 2.22
ATR 1.47 1.57 0.09 6.3% 0.00
Volume 84,536 92,892 8,356 9.9% 146,560
Daily Pivots for day following 29-Oct-2020
Classic Woodie Camarilla DeMark
R4 45.32 43.86 38.39
R3 42.55 41.09 37.63
R2 39.78 39.78 37.38
R1 38.32 38.32 37.12 37.67
PP 37.01 37.01 37.01 36.68
S1 35.55 35.55 36.62 34.90
S2 34.24 34.24 36.36
S3 31.47 32.78 36.11
S4 28.70 30.01 35.35
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 41.49 35.69 5.80 15.7% 1.73 4.7% 20% False True 54,605
10 42.41 35.69 6.72 18.2% 1.45 3.9% 18% False True 41,861
20 42.41 35.69 6.72 18.2% 1.48 4.0% 18% False True 37,228
40 43.25 35.69 7.56 20.5% 1.52 4.1% 16% False True 31,642
60 44.84 35.69 9.15 24.8% 1.30 3.5% 13% False True 25,557
80 44.84 35.69 9.15 24.8% 1.26 3.4% 13% False True 21,098
100 44.84 35.69 9.15 24.8% 1.31 3.6% 13% False True 18,237
120 44.84 30.75 14.09 38.2% 1.34 3.6% 43% False False 16,165
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 0.23
Widest range in 37 trading days
Fibonacci Retracements and Extensions
4.250 50.23
2.618 45.71
1.618 42.94
1.000 41.23
0.618 40.17
HIGH 38.46
0.618 37.40
0.500 37.08
0.382 36.75
LOW 35.69
0.618 33.98
1.000 32.92
1.618 31.21
2.618 28.44
4.250 23.92
Fisher Pivots for day following 29-Oct-2020
Pivot 1 day 3 day
R1 37.08 38.06
PP 37.01 37.66
S1 36.94 37.27

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

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