NYMEX Light Sweet Crude Oil Future July 2021


Trading Metrics calculated at close of trading on 15-Oct-2020
Day Change Summary
Previous Current
14-Oct-2020 15-Oct-2020 Change Change % Previous Week
Open 42.19 43.09 0.90 2.1% 40.08
High 43.01 43.09 0.08 0.2% 43.33
Low 42.16 41.60 -0.56 -1.3% 40.00
Close 43.01 42.80 -0.21 -0.5% 42.71
Range 0.85 1.49 0.64 75.3% 3.33
ATR 1.18 1.20 0.02 1.9% 0.00
Volume 4,109 4,788 679 16.5% 24,892
Daily Pivots for day following 15-Oct-2020
Classic Woodie Camarilla DeMark
R4 46.97 46.37 43.62
R3 45.48 44.88 43.21
R2 43.99 43.99 43.07
R1 43.39 43.39 42.94 42.95
PP 42.50 42.50 42.50 42.27
S1 41.90 41.90 42.66 41.46
S2 41.01 41.01 42.53
S3 39.52 40.41 42.39
S4 38.03 38.92 41.98
Weekly Pivots for week ending 09-Oct-2020
Classic Woodie Camarilla DeMark
R4 52.00 50.69 44.54
R3 48.67 47.36 43.63
R2 45.34 45.34 43.32
R1 44.03 44.03 43.02 44.69
PP 42.01 42.01 42.01 42.34
S1 40.70 40.70 42.40 41.36
S2 38.68 38.68 42.10
S3 35.35 37.37 41.79
S4 32.02 34.04 40.88
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 43.33 41.45 1.88 4.4% 1.01 2.4% 72% False False 5,885
10 43.33 39.47 3.86 9.0% 1.18 2.8% 86% False False 5,056
20 43.70 39.47 4.23 9.9% 1.22 2.8% 79% False False 3,931
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.10
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 49.42
2.618 46.99
1.618 45.50
1.000 44.58
0.618 44.01
HIGH 43.09
0.618 42.52
0.500 42.35
0.382 42.17
LOW 41.60
0.618 40.68
1.000 40.11
1.618 39.19
2.618 37.70
4.250 35.27
Fisher Pivots for day following 15-Oct-2020
Pivot 1 day 3 day
R1 42.65 42.65
PP 42.50 42.50
S1 42.35 42.35

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

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