NYMEX Light Sweet Crude Oil Future November 2020


Trading Metrics calculated at close of trading on 12-Oct-2020
Day Change Summary
Previous Current
09-Oct-2020 12-Oct-2020 Change Change % Previous Week
Open 41.31 40.40 -0.91 -2.2% 37.00
High 41.47 40.45 -1.02 -2.5% 41.47
Low 40.38 39.04 -1.34 -3.3% 37.00
Close 40.60 39.43 -1.17 -2.9% 40.60
Range 1.09 1.41 0.32 29.4% 4.47
ATR 1.64 1.63 -0.01 -0.3% 0.00
Volume 331,703 322,035 -9,668 -2.9% 1,953,665
Daily Pivots for day following 12-Oct-2020
Classic Woodie Camarilla DeMark
R4 43.87 43.06 40.21
R3 42.46 41.65 39.82
R2 41.05 41.05 39.69
R1 40.24 40.24 39.56 39.94
PP 39.64 39.64 39.64 39.49
S1 38.83 38.83 39.30 38.53
S2 38.23 38.23 39.17
S3 36.82 37.42 39.04
S4 35.41 36.01 38.65
Weekly Pivots for week ending 09-Oct-2020
Classic Woodie Camarilla DeMark
R4 53.10 51.32 43.06
R3 48.63 46.85 41.83
R2 44.16 44.16 41.42
R1 42.38 42.38 41.01 43.27
PP 39.69 39.69 39.69 40.14
S1 37.91 37.91 40.19 38.80
S2 35.22 35.22 39.78
S3 30.75 33.44 39.37
S4 26.28 28.97 38.14
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 41.47 39.04 2.43 6.2% 1.38 3.5% 16% False True 379,424
10 41.47 36.63 4.84 12.3% 1.85 4.7% 58% False False 383,046
20 41.72 36.63 5.09 12.9% 1.67 4.2% 55% False False 330,960
40 44.05 36.58 7.47 18.9% 1.48 3.8% 38% False False 224,416
60 44.05 36.58 7.47 18.9% 1.40 3.6% 38% False False 171,320
80 44.05 36.58 7.47 18.9% 1.41 3.6% 38% False False 136,404
100 44.05 32.79 11.26 28.6% 1.53 3.9% 59% False False 113,067
120 44.05 25.99 18.06 45.8% 1.59 4.0% 74% False False 98,132
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 0.24
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 46.44
2.618 44.14
1.618 42.73
1.000 41.86
0.618 41.32
HIGH 40.45
0.618 39.91
0.500 39.75
0.382 39.58
LOW 39.04
0.618 38.17
1.000 37.63
1.618 36.76
2.618 35.35
4.250 33.05
Fisher Pivots for day following 12-Oct-2020
Pivot 1 day 3 day
R1 39.75 40.26
PP 39.64 39.98
S1 39.54 39.71

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

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