NYMEX Light Sweet Crude Oil Future November 2020


Trading Metrics calculated at close of trading on 14-Oct-2020
Day Change Summary
Previous Current
13-Oct-2020 14-Oct-2020 Change Change % Previous Week
Open 39.53 40.19 0.66 1.7% 37.00
High 40.53 41.15 0.62 1.5% 41.47
Low 39.35 39.82 0.47 1.2% 37.00
Close 40.20 41.04 0.84 2.1% 40.60
Range 1.18 1.33 0.15 12.7% 4.47
ATR 1.60 1.58 -0.02 -1.2% 0.00
Volume 375,470 328,295 -47,175 -12.6% 1,953,665
Daily Pivots for day following 14-Oct-2020
Classic Woodie Camarilla DeMark
R4 44.66 44.18 41.77
R3 43.33 42.85 41.41
R2 42.00 42.00 41.28
R1 41.52 41.52 41.16 41.76
PP 40.67 40.67 40.67 40.79
S1 40.19 40.19 40.92 40.43
S2 39.34 39.34 40.80
S3 38.01 38.86 40.67
S4 36.68 37.53 40.31
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 5.9% 1.32 3.2% 82% False False 353,458
10 41.47 36.63 4.84 11.8% 1.70 4.1% 91% False False 381,433
20 41.72 36.63 5.09 12.4% 1.62 3.9% 87% False False 341,123
40 44.05 36.58 7.47 18.2% 1.50 3.7% 60% False False 238,879
60 44.05 36.58 7.47 18.2% 1.40 3.4% 60% False False 181,789
80 44.05 36.58 7.47 18.2% 1.40 3.4% 60% False False 144,668
100 44.05 33.09 10.96 26.7% 1.51 3.7% 73% False False 119,787
120 44.05 25.99 18.06 44.0% 1.58 3.8% 83% False False 103,702
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 46.80
2.618 44.63
1.618 43.30
1.000 42.48
0.618 41.97
HIGH 41.15
0.618 40.64
0.500 40.49
0.382 40.33
LOW 39.82
0.618 39.00
1.000 38.49
1.618 37.67
2.618 36.34
4.250 34.17
Fisher Pivots for day following 14-Oct-2020
Pivot 1 day 3 day
R1 40.86 40.73
PP 40.67 40.41
S1 40.49 40.10

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

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