NYMEX Light Sweet Crude Oil Future November 2020


Trading Metrics calculated at close of trading on 15-Oct-2020
Day Change Summary
Previous Current
14-Oct-2020 15-Oct-2020 Change Change % Previous Week
Open 40.19 41.13 0.94 2.3% 37.00
High 41.15 41.29 0.14 0.3% 41.47
Low 39.82 39.22 -0.60 -1.5% 37.00
Close 41.04 40.96 -0.08 -0.2% 40.60
Range 1.33 2.07 0.74 55.6% 4.47
ATR 1.58 1.61 0.04 2.2% 0.00
Volume 328,295 248,251 -80,044 -24.4% 1,953,665
Daily Pivots for day following 15-Oct-2020
Classic Woodie Camarilla DeMark
R4 46.70 45.90 42.10
R3 44.63 43.83 41.53
R2 42.56 42.56 41.34
R1 41.76 41.76 41.15 41.13
PP 40.49 40.49 40.49 40.17
S1 39.69 39.69 40.77 39.06
S2 38.42 38.42 40.58
S3 36.35 37.62 40.39
S4 34.28 35.55 39.82
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% 1.42 3.5% 79% False False 321,150
10 41.47 36.63 4.84 11.8% 1.62 4.0% 89% False False 361,914
20 41.72 36.63 5.09 12.4% 1.63 4.0% 85% False False 340,027
40 44.05 36.58 7.47 18.2% 1.53 3.7% 59% False False 243,213
60 44.05 36.58 7.47 18.2% 1.42 3.5% 59% False False 185,420
80 44.05 36.58 7.47 18.2% 1.40 3.4% 59% False False 147,570
100 44.05 33.09 10.96 26.8% 1.51 3.7% 72% False False 122,085
120 44.05 25.99 18.06 44.1% 1.58 3.9% 83% False False 105,638
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.20
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 50.09
2.618 46.71
1.618 44.64
1.000 43.36
0.618 42.57
HIGH 41.29
0.618 40.50
0.500 40.26
0.382 40.01
LOW 39.22
0.618 37.94
1.000 37.15
1.618 35.87
2.618 33.80
4.250 30.42
Fisher Pivots for day following 15-Oct-2020
Pivot 1 day 3 day
R1 40.73 40.73
PP 40.49 40.49
S1 40.26 40.26

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

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