NYMEX Light Sweet Crude Oil Future November 2020


Trading Metrics calculated at close of trading on 05-Oct-2020
Day Change Summary
Previous Current
02-Oct-2020 05-Oct-2020 Change Change % Previous Week
Open 38.60 37.00 -1.60 -4.1% 40.07
High 38.65 39.72 1.07 2.8% 40.80
Low 36.63 37.00 0.37 1.0% 36.63
Close 37.05 39.22 2.17 5.9% 37.05
Range 2.02 2.72 0.70 34.7% 4.17
ATR 1.63 1.70 0.08 4.8% 0.00
Volume 391,428 378,579 -12,849 -3.3% 1,781,188
Daily Pivots for day following 05-Oct-2020
Classic Woodie Camarilla DeMark
R4 46.81 45.73 40.72
R3 44.09 43.01 39.97
R2 41.37 41.37 39.72
R1 40.29 40.29 39.47 40.83
PP 38.65 38.65 38.65 38.92
S1 37.57 37.57 38.97 38.11
S2 35.93 35.93 38.72
S3 33.21 34.85 38.47
S4 30.49 32.13 37.72
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 40.70 36.63 4.07 10.4% 2.32 5.9% 64% False False 386,668
10 40.80 36.63 4.17 10.6% 1.74 4.4% 62% False False 326,534
20 41.72 36.58 5.14 13.1% 1.76 4.5% 51% False False 284,874
40 44.05 36.58 7.47 19.0% 1.44 3.7% 35% False False 187,431
60 44.05 36.58 7.47 19.0% 1.37 3.5% 35% False False 141,832
80 44.05 35.54 8.51 21.7% 1.45 3.7% 43% False False 113,924
100 44.05 29.03 15.02 38.3% 1.54 3.9% 68% False False 95,137
120 44.05 24.43 19.62 50.0% 1.68 4.3% 75% False False 83,484
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 0.34
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 51.28
2.618 46.84
1.618 44.12
1.000 42.44
0.618 41.40
HIGH 39.72
0.618 38.68
0.500 38.36
0.382 38.04
LOW 37.00
0.618 35.32
1.000 34.28
1.618 32.60
2.618 29.88
4.250 25.44
Fisher Pivots for day following 05-Oct-2020
Pivot 1 day 3 day
R1 38.93 39.00
PP 38.65 38.77
S1 38.36 38.55

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

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