NYMEX Light Sweet Crude Oil Future November 2020


Trading Metrics calculated at close of trading on 01-Oct-2020
Day Change Summary
Previous Current
30-Sep-2020 01-Oct-2020 Change Change % Previous Week
Open 39.16 39.90 0.74 1.9% 41.19
High 40.37 40.47 0.10 0.2% 41.49
Low 38.68 37.61 -1.07 -2.8% 38.87
Close 40.22 38.72 -1.50 -3.7% 40.25
Range 1.69 2.86 1.17 69.2% 2.62
ATR 1.49 1.59 0.10 6.5% 0.00
Volume 340,294 443,442 103,148 30.3% 1,510,783
Daily Pivots for day following 01-Oct-2020
Classic Woodie Camarilla DeMark
R4 47.51 45.98 40.29
R3 44.65 43.12 39.51
R2 41.79 41.79 39.24
R1 40.26 40.26 38.98 39.60
PP 38.93 38.93 38.93 38.60
S1 37.40 37.40 38.46 36.74
S2 36.07 36.07 38.20
S3 33.21 34.54 37.93
S4 30.35 31.68 37.15
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 37.61 3.19 8.2% 1.76 4.5% 35% False True 323,757
10 41.72 37.61 4.11 10.6% 1.64 4.2% 27% False True 318,139
20 42.19 36.58 5.61 14.5% 1.72 4.4% 38% False False 257,882
40 44.05 36.58 7.47 19.3% 1.38 3.6% 29% False False 172,522
60 44.05 36.58 7.47 19.3% 1.35 3.5% 29% False False 130,089
80 44.05 35.54 8.51 22.0% 1.46 3.8% 37% False False 104,845
100 44.05 29.00 15.05 38.9% 1.52 3.9% 65% False False 87,900
120 44.05 24.43 19.62 50.7% 1.67 4.3% 73% False False 77,411
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 0.41
Widest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 52.63
2.618 47.96
1.618 45.10
1.000 43.33
0.618 42.24
HIGH 40.47
0.618 39.38
0.500 39.04
0.382 38.70
LOW 37.61
0.618 35.84
1.000 34.75
1.618 32.98
2.618 30.12
4.250 25.46
Fisher Pivots for day following 01-Oct-2020
Pivot 1 day 3 day
R1 39.04 39.16
PP 38.93 39.01
S1 38.83 38.87

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

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