NYMEX Light Sweet Crude Oil Future March 2021


Trading Metrics calculated at close of trading on 14-Oct-2020
Day Change Summary
Previous Current
13-Oct-2020 14-Oct-2020 Change Change % Previous Week
Open 40.88 41.42 0.54 1.3% 38.61
High 41.75 42.32 0.57 1.4% 42.63
Low 40.79 41.15 0.36 0.9% 38.57
Close 41.52 42.24 0.72 1.7% 41.90
Range 0.96 1.17 0.21 21.9% 4.06
ATR 1.43 1.41 -0.02 -1.3% 0.00
Volume 35,781 32,324 -3,457 -9.7% 205,428
Daily Pivots for day following 14-Oct-2020
Classic Woodie Camarilla DeMark
R4 45.41 45.00 42.88
R3 44.24 43.83 42.56
R2 43.07 43.07 42.45
R1 42.66 42.66 42.35 42.87
PP 41.90 41.90 41.90 42.01
S1 41.49 41.49 42.13 41.70
S2 40.73 40.73 42.03
S3 39.56 40.32 41.92
S4 38.39 39.15 41.60
Weekly Pivots for week ending 09-Oct-2020
Classic Woodie Camarilla DeMark
R4 53.21 51.62 44.13
R3 49.15 47.56 43.02
R2 45.09 45.09 42.64
R1 43.50 43.50 42.27 44.30
PP 41.03 41.03 41.03 41.43
S1 39.44 39.44 41.53 40.24
S2 36.97 36.97 41.16
S3 32.91 35.38 40.78
S4 28.85 31.32 39.67
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 42.63 40.44 2.19 5.2% 1.15 2.7% 82% False False 38,044
10 42.63 38.12 4.51 10.7% 1.53 3.6% 91% False False 37,409
20 42.95 38.12 4.83 11.4% 1.46 3.5% 85% False False 33,266
40 45.07 38.12 6.95 16.5% 1.32 3.1% 59% False False 29,281
60 45.07 38.12 6.95 16.5% 1.22 2.9% 59% False False 23,903
80 45.07 38.12 6.95 16.5% 1.22 2.9% 59% False False 20,870
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 0.20
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 47.29
2.618 45.38
1.618 44.21
1.000 43.49
0.618 43.04
HIGH 42.32
0.618 41.87
0.500 41.74
0.382 41.60
LOW 41.15
0.618 40.43
1.000 39.98
1.618 39.26
2.618 38.09
4.250 36.18
Fisher Pivots for day following 14-Oct-2020
Pivot 1 day 3 day
R1 42.07 41.95
PP 41.90 41.67
S1 41.74 41.38

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

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