NYMEX Light Sweet Crude Oil Future March 2021


Trading Metrics calculated at close of trading on 20-Oct-2020
Day Change Summary
Previous Current
19-Oct-2020 20-Oct-2020 Change Change % Previous Week
Open 41.84 41.73 -0.11 -0.3% 41.57
High 42.25 42.64 0.39 0.9% 42.42
Low 41.64 41.42 -0.22 -0.5% 40.44
Close 41.90 42.50 0.60 1.4% 41.95
Range 0.61 1.22 0.61 100.0% 1.98
ATR 1.35 1.34 -0.01 -0.7% 0.00
Volume 26,368 21,776 -4,592 -17.4% 152,241
Daily Pivots for day following 20-Oct-2020
Classic Woodie Camarilla DeMark
R4 45.85 45.39 43.17
R3 44.63 44.17 42.84
R2 43.41 43.41 42.72
R1 42.95 42.95 42.61 43.18
PP 42.19 42.19 42.19 42.30
S1 41.73 41.73 42.39 41.96
S2 40.97 40.97 42.28
S3 39.75 40.51 42.16
S4 38.53 39.29 41.83
Weekly Pivots for week ending 16-Oct-2020
Classic Woodie Camarilla DeMark
R4 47.54 46.73 43.04
R3 45.56 44.75 42.49
R2 43.58 43.58 42.31
R1 42.77 42.77 42.13 43.18
PP 41.60 41.60 41.60 41.81
S1 40.79 40.79 41.77 41.20
S2 39.62 39.62 41.59
S3 37.64 38.81 41.41
S4 35.66 36.83 40.86
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 42.64 40.52 2.12 5.0% 1.15 2.7% 93% True False 27,671
10 42.64 40.44 2.20 5.2% 1.13 2.7% 94% True False 33,202
20 42.64 38.12 4.52 10.6% 1.39 3.3% 97% True False 33,162
40 45.07 38.12 6.95 16.4% 1.35 3.2% 63% False False 30,384
60 45.07 38.12 6.95 16.4% 1.23 2.9% 63% False False 25,040
80 45.07 38.12 6.95 16.4% 1.19 2.8% 63% False False 21,656
100 45.07 36.55 8.52 20.0% 1.28 3.0% 70% False False 19,506
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.19
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 47.83
2.618 45.83
1.618 44.61
1.000 43.86
0.618 43.39
HIGH 42.64
0.618 42.17
0.500 42.03
0.382 41.89
LOW 41.42
0.618 40.67
1.000 40.20
1.618 39.45
2.618 38.23
4.250 36.24
Fisher Pivots for day following 20-Oct-2020
Pivot 1 day 3 day
R1 42.34 42.32
PP 42.19 42.14
S1 42.03 41.96

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

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