NYMEX Light Sweet Crude Oil Future November 2020


Trading Metrics calculated at close of trading on 29-Sep-2020
Day Change Summary
Previous Current
28-Sep-2020 29-Sep-2020 Change Change % Previous Week
Open 40.07 40.58 0.51 1.3% 41.19
High 40.80 40.70 -0.10 -0.2% 41.49
Low 39.78 38.41 -1.37 -3.4% 38.87
Close 40.60 39.29 -1.31 -3.2% 40.25
Range 1.02 2.29 1.27 124.5% 2.62
ATR 1.42 1.48 0.06 4.4% 0.00
Volume 226,425 379,599 153,174 67.6% 1,510,783
Daily Pivots for day following 29-Sep-2020
Classic Woodie Camarilla DeMark
R4 46.34 45.10 40.55
R3 44.05 42.81 39.92
R2 41.76 41.76 39.71
R1 40.52 40.52 39.50 40.00
PP 39.47 39.47 39.47 39.20
S1 38.23 38.23 39.08 37.71
S2 37.18 37.18 38.87
S3 34.89 35.94 38.66
S4 32.60 33.65 38.03
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 38.41 2.39 6.1% 1.40 3.6% 37% False True 284,759
10 41.72 38.41 3.31 8.4% 1.57 4.0% 27% False True 295,126
20 43.70 36.58 7.12 18.1% 1.62 4.1% 38% False False 230,211
40 44.05 36.58 7.47 19.0% 1.35 3.4% 36% False False 157,440
60 44.05 36.58 7.47 19.0% 1.30 3.3% 36% False False 117,935
80 44.05 35.54 8.51 21.7% 1.45 3.7% 44% False False 95,612
100 44.05 29.00 15.05 38.3% 1.51 3.8% 68% False False 80,434
120 44.05 24.43 19.62 49.9% 1.67 4.3% 76% False False 71,149
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.39
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 50.43
2.618 46.70
1.618 44.41
1.000 42.99
0.618 42.12
HIGH 40.70
0.618 39.83
0.500 39.56
0.382 39.28
LOW 38.41
0.618 36.99
1.000 36.12
1.618 34.70
2.618 32.41
4.250 28.68
Fisher Pivots for day following 29-Sep-2020
Pivot 1 day 3 day
R1 39.56 39.61
PP 39.47 39.50
S1 39.38 39.40

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

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