NYMEX Light Sweet Crude Oil Future April 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 41.19 41.77 0.58 1.4% 38.96
High 42.00 42.53 0.53 1.3% 42.87
Low 41.12 41.44 0.32 0.8% 38.96
Close 41.80 42.48 0.68 1.6% 42.16
Range 0.88 1.09 0.21 23.9% 3.91
ATR 1.36 1.34 -0.02 -1.4% 0.00
Volume 9,841 10,669 828 8.4% 72,147
Daily Pivots for day following 14-Oct-2020
Classic Woodie Camarilla DeMark
R4 45.42 45.04 43.08
R3 44.33 43.95 42.78
R2 43.24 43.24 42.68
R1 42.86 42.86 42.58 43.05
PP 42.15 42.15 42.15 42.25
S1 41.77 41.77 42.38 41.96
S2 41.06 41.06 42.28
S3 39.97 40.68 42.18
S4 38.88 39.59 41.88
Weekly Pivots for week ending 09-Oct-2020
Classic Woodie Camarilla DeMark
R4 53.06 51.52 44.31
R3 49.15 47.61 43.24
R2 45.24 45.24 42.88
R1 43.70 43.70 42.52 44.47
PP 41.33 41.33 41.33 41.72
S1 39.79 39.79 41.80 40.56
S2 37.42 37.42 41.44
S3 33.51 35.88 41.08
S4 29.60 31.97 40.01
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 42.87 40.76 2.11 5.0% 1.10 2.6% 82% False False 12,215
10 42.87 38.49 4.38 10.3% 1.48 3.5% 91% False False 13,688
20 43.21 38.49 4.72 11.1% 1.38 3.3% 85% False False 12,063
40 45.23 38.49 6.74 15.9% 1.24 2.9% 59% False False 10,134
60 45.23 38.49 6.74 15.9% 1.13 2.7% 59% False False 7,747
80 45.23 38.49 6.74 15.9% 1.13 2.7% 59% False False 6,587
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 0.17
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 47.16
2.618 45.38
1.618 44.29
1.000 43.62
0.618 43.20
HIGH 42.53
0.618 42.11
0.500 41.99
0.382 41.86
LOW 41.44
0.618 40.77
1.000 40.35
1.618 39.68
2.618 38.59
4.250 36.81
Fisher Pivots for day following 14-Oct-2020
Pivot 1 day 3 day
R1 42.32 42.20
PP 42.15 41.92
S1 41.99 41.65

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

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