NYMEX Light Sweet Crude Oil Future November 2020


Trading Metrics calculated at close of trading on 28-Sep-2020
Day Change Summary
Previous Current
25-Sep-2020 28-Sep-2020 Change Change % Previous Week
Open 40.15 40.07 -0.08 -0.2% 41.19
High 40.64 40.80 0.16 0.4% 41.49
Low 39.71 39.78 0.07 0.2% 38.87
Close 40.25 40.60 0.35 0.9% 40.25
Range 0.93 1.02 0.09 9.7% 2.62
ATR 1.45 1.42 -0.03 -2.1% 0.00
Volume 229,025 226,425 -2,600 -1.1% 1,510,783
Daily Pivots for day following 28-Sep-2020
Classic Woodie Camarilla DeMark
R4 43.45 43.05 41.16
R3 42.43 42.03 40.88
R2 41.41 41.41 40.79
R1 41.01 41.01 40.69 41.21
PP 40.39 40.39 40.39 40.50
S1 39.99 39.99 40.51 40.19
S2 39.37 39.37 40.41
S3 38.35 38.97 40.32
S4 37.33 37.95 40.04
Weekly Pivots for week ending 25-Sep-2020
Classic Woodie Camarilla DeMark
R4 48.06 46.78 41.69
R3 45.44 44.16 40.97
R2 42.82 42.82 40.73
R1 41.54 41.54 40.49 40.87
PP 40.20 40.20 40.20 39.87
S1 38.92 38.92 40.01 38.25
S2 37.58 37.58 39.77
S3 34.96 36.30 39.53
S4 32.34 33.68 38.81
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 40.80 39.12 1.68 4.1% 1.15 2.8% 88% True False 266,400
10 41.72 37.36 4.36 10.7% 1.48 3.7% 74% False False 278,874
20 43.89 36.58 7.31 18.0% 1.56 3.8% 55% False False 215,124
40 44.05 36.58 7.47 18.4% 1.34 3.3% 54% False False 149,493
60 44.05 36.58 7.47 18.4% 1.28 3.2% 54% False False 112,200
80 44.05 35.54 8.51 21.0% 1.45 3.6% 59% False False 91,179
100 44.05 29.00 15.05 37.1% 1.51 3.7% 77% False False 76,944
120 44.05 24.43 19.62 48.3% 1.67 4.1% 82% False False 68,178
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 0.40
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 45.14
2.618 43.47
1.618 42.45
1.000 41.82
0.618 41.43
HIGH 40.80
0.618 40.41
0.500 40.29
0.382 40.17
LOW 39.78
0.618 39.15
1.000 38.76
1.618 38.13
2.618 37.11
4.250 35.45
Fisher Pivots for day following 28-Sep-2020
Pivot 1 day 3 day
R1 40.50 40.39
PP 40.39 40.17
S1 40.29 39.96

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

View Archives - Comment on this page... - Back to Index of Symbols