NYMEX Light Sweet Crude Oil Future November 2020


Trading Metrics calculated at close of trading on 13-Oct-2020
Day Change Summary
Previous Current
12-Oct-2020 13-Oct-2020 Change Change % Previous Week
Open 40.40 39.53 -0.87 -2.2% 37.00
High 40.45 40.53 0.08 0.2% 41.47
Low 39.04 39.35 0.31 0.8% 37.00
Close 39.43 40.20 0.77 2.0% 40.60
Range 1.41 1.18 -0.23 -16.3% 4.47
ATR 1.63 1.60 -0.03 -2.0% 0.00
Volume 322,035 375,470 53,435 16.6% 1,953,665
Daily Pivots for day following 13-Oct-2020
Classic Woodie Camarilla DeMark
R4 43.57 43.06 40.85
R3 42.39 41.88 40.52
R2 41.21 41.21 40.42
R1 40.70 40.70 40.31 40.96
PP 40.03 40.03 40.03 40.15
S1 39.52 39.52 40.09 39.78
S2 38.85 38.85 39.98
S3 37.67 38.34 39.88
S4 36.49 37.16 39.55
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 6.0% 1.26 3.1% 48% False False 374,412
10 41.47 36.63 4.84 12.0% 1.74 4.3% 74% False False 382,633
20 41.72 36.63 5.09 12.7% 1.65 4.1% 70% False False 338,879
40 44.05 36.58 7.47 18.6% 1.49 3.7% 48% False False 232,182
60 44.05 36.58 7.47 18.6% 1.41 3.5% 48% False False 177,065
80 44.05 36.58 7.47 18.6% 1.40 3.5% 48% False False 140,760
100 44.05 32.79 11.26 28.0% 1.53 3.8% 66% False False 116,614
120 44.05 25.99 18.06 44.9% 1.58 3.9% 79% False False 101,109
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 0.25
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 45.55
2.618 43.62
1.618 42.44
1.000 41.71
0.618 41.26
HIGH 40.53
0.618 40.08
0.500 39.94
0.382 39.80
LOW 39.35
0.618 38.62
1.000 38.17
1.618 37.44
2.618 36.26
4.250 34.34
Fisher Pivots for day following 13-Oct-2020
Pivot 1 day 3 day
R1 40.11 40.26
PP 40.03 40.24
S1 39.94 40.22

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.