NYMEX Light Sweet Crude Oil Future November 2020


Trading Metrics calculated at close of trading on 30-Sep-2020
Day Change Summary
Previous Current
29-Sep-2020 30-Sep-2020 Change Change % Previous Week
Open 40.58 39.16 -1.42 -3.5% 41.19
High 40.70 40.37 -0.33 -0.8% 41.49
Low 38.41 38.68 0.27 0.7% 38.87
Close 39.29 40.22 0.93 2.4% 40.25
Range 2.29 1.69 -0.60 -26.2% 2.62
ATR 1.48 1.49 0.02 1.0% 0.00
Volume 379,599 340,294 -39,305 -10.4% 1,510,783
Daily Pivots for day following 30-Sep-2020
Classic Woodie Camarilla DeMark
R4 44.83 44.21 41.15
R3 43.14 42.52 40.68
R2 41.45 41.45 40.53
R1 40.83 40.83 40.37 41.14
PP 39.76 39.76 39.76 39.91
S1 39.14 39.14 40.07 39.45
S2 38.07 38.07 39.91
S3 36.38 37.45 39.76
S4 34.69 35.76 39.29
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 5.9% 1.44 3.6% 76% False False 289,067
10 41.72 38.41 3.31 8.2% 1.54 3.8% 55% False False 300,813
20 43.51 36.58 6.93 17.2% 1.67 4.2% 53% False False 241,714
40 44.05 36.58 7.47 18.6% 1.35 3.4% 49% False False 163,992
60 44.05 36.58 7.47 18.6% 1.31 3.3% 49% False False 123,220
80 44.05 35.54 8.51 21.2% 1.44 3.6% 55% False False 99,581
100 44.05 29.00 15.05 37.4% 1.51 3.7% 75% False False 83,666
120 44.05 24.43 19.62 48.8% 1.67 4.1% 80% False False 73,833
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.43
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 47.55
2.618 44.79
1.618 43.10
1.000 42.06
0.618 41.41
HIGH 40.37
0.618 39.72
0.500 39.53
0.382 39.33
LOW 38.68
0.618 37.64
1.000 36.99
1.618 35.95
2.618 34.26
4.250 31.50
Fisher Pivots for day following 30-Sep-2020
Pivot 1 day 3 day
R1 39.99 40.02
PP 39.76 39.81
S1 39.53 39.61

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

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