NYMEX Light Sweet Crude Oil Future March 2021


Trading Metrics calculated at close of trading on 26-Oct-2020
Day Change Summary
Previous Current
23-Oct-2020 26-Oct-2020 Change Change % Previous Week
Open 41.47 40.52 -0.95 -2.3% 41.84
High 41.75 40.52 -1.23 -2.9% 42.64
Low 40.48 39.29 -1.19 -2.9% 40.48
Close 40.73 39.54 -1.19 -2.9% 40.73
Range 1.27 1.23 -0.04 -3.1% 2.16
ATR 1.36 1.36 0.01 0.4% 0.00
Volume 13,256 24,884 11,628 87.7% 116,100
Daily Pivots for day following 26-Oct-2020
Classic Woodie Camarilla DeMark
R4 43.47 42.74 40.22
R3 42.24 41.51 39.88
R2 41.01 41.01 39.77
R1 40.28 40.28 39.65 40.03
PP 39.78 39.78 39.78 39.66
S1 39.05 39.05 39.43 38.80
S2 38.55 38.55 39.31
S3 37.32 37.82 39.20
S4 36.09 36.59 38.86
Weekly Pivots for week ending 23-Oct-2020
Classic Woodie Camarilla DeMark
R4 47.76 46.41 41.92
R3 45.60 44.25 41.32
R2 43.44 43.44 41.13
R1 42.09 42.09 40.93 41.69
PP 41.28 41.28 41.28 41.08
S1 39.93 39.93 40.53 39.53
S2 39.12 39.12 40.33
S3 36.96 37.77 40.14
S4 34.80 35.61 39.54
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 42.64 39.29 3.35 8.5% 1.33 3.4% 7% False True 22,923
10 42.64 39.29 3.35 8.5% 1.21 3.1% 7% False True 26,698
20 42.64 38.12 4.52 11.4% 1.45 3.7% 31% False False 33,294
40 45.00 38.12 6.88 17.4% 1.41 3.6% 21% False False 30,384
60 45.07 38.12 6.95 17.6% 1.25 3.2% 20% False False 26,011
80 45.07 38.12 6.95 17.6% 1.19 3.0% 20% False False 22,195
100 45.07 36.55 8.52 21.5% 1.29 3.3% 35% False False 20,000
Crabel Price Patterns
NR True
NR4 True
NR5 False
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 0.20
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 45.75
2.618 43.74
1.618 42.51
1.000 41.75
0.618 41.28
HIGH 40.52
0.618 40.05
0.500 39.91
0.382 39.76
LOW 39.29
0.618 38.53
1.000 38.06
1.618 37.30
2.618 36.07
4.250 34.06
Fisher Pivots for day following 26-Oct-2020
Pivot 1 day 3 day
R1 39.91 40.58
PP 39.78 40.23
S1 39.66 39.89

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

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