NYMEX Light Sweet Crude Oil Future November 2020


Trading Metrics calculated at close of trading on 06-Oct-2020
Day Change Summary
Previous Current
05-Oct-2020 06-Oct-2020 Change Change % Previous Week
Open 37.00 39.35 2.35 6.4% 40.07
High 39.72 40.86 1.14 2.9% 40.80
Low 37.00 39.10 2.10 5.7% 36.63
Close 39.22 40.67 1.45 3.7% 37.05
Range 2.72 1.76 -0.96 -35.3% 4.17
ATR 1.70 1.71 0.00 0.2% 0.00
Volume 378,579 400,531 21,952 5.8% 1,781,188
Daily Pivots for day following 06-Oct-2020
Classic Woodie Camarilla DeMark
R4 45.49 44.84 41.64
R3 43.73 43.08 41.15
R2 41.97 41.97 40.99
R1 41.32 41.32 40.83 41.65
PP 40.21 40.21 40.21 40.37
S1 39.56 39.56 40.51 39.89
S2 38.45 38.45 40.35
S3 36.69 37.80 40.19
S4 34.93 36.04 39.70
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 40.86 36.63 4.23 10.4% 2.21 5.4% 96% True False 390,854
10 40.86 36.63 4.23 10.4% 1.80 4.4% 96% True False 337,806
20 41.72 36.60 5.12 12.6% 1.68 4.1% 79% False False 291,444
40 44.05 36.58 7.47 18.4% 1.46 3.6% 55% False False 195,608
60 44.05 36.58 7.47 18.4% 1.38 3.4% 55% False False 147,945
80 44.05 35.56 8.49 20.9% 1.44 3.6% 60% False False 118,641
100 44.05 30.34 13.71 33.7% 1.54 3.8% 75% False False 98,918
120 44.05 24.43 19.62 48.2% 1.67 4.1% 83% False False 86,744
Crabel Price Patterns
NR True
NR4 True
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 0.32
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 48.34
2.618 45.47
1.618 43.71
1.000 42.62
0.618 41.95
HIGH 40.86
0.618 40.19
0.500 39.98
0.382 39.77
LOW 39.10
0.618 38.01
1.000 37.34
1.618 36.25
2.618 34.49
4.250 31.62
Fisher Pivots for day following 06-Oct-2020
Pivot 1 day 3 day
R1 40.44 40.03
PP 40.21 39.39
S1 39.98 38.75

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

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