NYMEX Light Sweet Crude Oil Future November 2020


Trading Metrics calculated at close of trading on 02-Oct-2020
Day Change Summary
Previous Current
01-Oct-2020 02-Oct-2020 Change Change % Previous Week
Open 39.90 38.60 -1.30 -3.3% 40.07
High 40.47 38.65 -1.82 -4.5% 40.80
Low 37.61 36.63 -0.98 -2.6% 36.63
Close 38.72 37.05 -1.67 -4.3% 37.05
Range 2.86 2.02 -0.84 -29.4% 4.17
ATR 1.59 1.63 0.04 2.2% 0.00
Volume 443,442 391,428 -52,014 -11.7% 1,781,188
Daily Pivots for day following 02-Oct-2020
Classic Woodie Camarilla DeMark
R4 43.50 42.30 38.16
R3 41.48 40.28 37.61
R2 39.46 39.46 37.42
R1 38.26 38.26 37.24 37.85
PP 37.44 37.44 37.44 37.24
S1 36.24 36.24 36.86 35.83
S2 35.42 35.42 36.68
S3 33.40 34.22 36.49
S4 31.38 32.20 35.94
Weekly Pivots for week ending 02-Oct-2020
Classic Woodie Camarilla DeMark
R4 50.67 48.03 39.34
R3 46.50 43.86 38.20
R2 42.33 42.33 37.81
R1 39.69 39.69 37.43 38.93
PP 38.16 38.16 38.16 37.78
S1 35.52 35.52 36.67 34.76
S2 33.99 33.99 36.29
S3 29.82 31.35 35.90
S4 25.65 27.18 34.76
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 40.80 36.63 4.17 11.3% 1.98 5.3% 10% False True 356,237
10 41.49 36.63 4.86 13.1% 1.73 4.7% 9% False True 329,197
20 42.19 36.58 5.61 15.1% 1.75 4.7% 8% False False 271,729
40 44.05 36.58 7.47 20.2% 1.40 3.8% 6% False False 179,948
60 44.05 36.58 7.47 20.2% 1.36 3.7% 6% False False 136,066
80 44.05 35.54 8.51 23.0% 1.46 3.9% 18% False False 109,523
100 44.05 29.00 15.05 40.6% 1.53 4.1% 53% False False 91,591
120 44.05 24.43 19.62 53.0% 1.68 4.5% 64% False False 80,456
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.37
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 47.24
2.618 43.94
1.618 41.92
1.000 40.67
0.618 39.90
HIGH 38.65
0.618 37.88
0.500 37.64
0.382 37.40
LOW 36.63
0.618 35.38
1.000 34.61
1.618 33.36
2.618 31.34
4.250 28.05
Fisher Pivots for day following 02-Oct-2020
Pivot 1 day 3 day
R1 37.64 38.55
PP 37.44 38.05
S1 37.25 37.55

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

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