NYMEX Light Sweet Crude Oil Future November 2020


Trading Metrics calculated at close of trading on 07-Oct-2020
Day Change Summary
Previous Current
06-Oct-2020 07-Oct-2020 Change Change % Previous Week
Open 39.35 39.83 0.48 1.2% 40.07
High 40.86 40.35 -0.51 -1.2% 40.80
Low 39.10 39.28 0.18 0.5% 36.63
Close 40.67 39.95 -0.72 -1.8% 37.05
Range 1.76 1.07 -0.69 -39.2% 4.17
ATR 1.71 1.69 -0.02 -1.3% 0.00
Volume 400,531 433,065 32,534 8.1% 1,781,188
Daily Pivots for day following 07-Oct-2020
Classic Woodie Camarilla DeMark
R4 43.07 42.58 40.54
R3 42.00 41.51 40.24
R2 40.93 40.93 40.15
R1 40.44 40.44 40.05 40.69
PP 39.86 39.86 39.86 39.98
S1 39.37 39.37 39.85 39.62
S2 38.79 38.79 39.75
S3 37.72 38.30 39.66
S4 36.65 37.23 39.36
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 10.6% 2.09 5.2% 78% False False 409,409
10 40.86 36.63 4.23 10.6% 1.76 4.4% 78% False False 349,238
20 41.72 36.63 5.09 12.7% 1.62 4.1% 65% False False 303,231
40 44.05 36.58 7.47 18.7% 1.45 3.6% 45% False False 204,211
60 44.05 36.58 7.47 18.7% 1.37 3.4% 45% False False 154,748
80 44.05 36.58 7.47 18.7% 1.42 3.6% 45% False False 123,841
100 44.05 31.75 12.30 30.8% 1.54 3.9% 67% False False 103,008
120 44.05 24.43 19.62 49.1% 1.67 4.2% 79% False False 90,249
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.32
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 44.90
2.618 43.15
1.618 42.08
1.000 41.42
0.618 41.01
HIGH 40.35
0.618 39.94
0.500 39.82
0.382 39.69
LOW 39.28
0.618 38.62
1.000 38.21
1.618 37.55
2.618 36.48
4.250 34.73
Fisher Pivots for day following 07-Oct-2020
Pivot 1 day 3 day
R1 39.91 39.61
PP 39.86 39.27
S1 39.82 38.93

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

View Archives - Comment on this page... - Back to Index of Symbols