NYMEX Light Sweet Crude Oil Future November 2020


Trading Metrics calculated at close of trading on 16-Oct-2020
Day Change Summary
Previous Current
15-Oct-2020 16-Oct-2020 Change Change % Previous Week
Open 41.13 40.88 -0.25 -0.6% 40.40
High 41.29 41.05 -0.24 -0.6% 41.29
Low 39.22 40.08 0.86 2.2% 39.04
Close 40.96 40.88 -0.08 -0.2% 40.88
Range 2.07 0.97 -1.10 -53.1% 2.25
ATR 1.61 1.57 -0.05 -2.8% 0.00
Volume 248,251 96,488 -151,763 -61.1% 1,370,539
Daily Pivots for day following 16-Oct-2020
Classic Woodie Camarilla DeMark
R4 43.58 43.20 41.41
R3 42.61 42.23 41.15
R2 41.64 41.64 41.06
R1 41.26 41.26 40.97 41.37
PP 40.67 40.67 40.67 40.72
S1 40.29 40.29 40.79 40.40
S2 39.70 39.70 40.70
S3 38.73 39.32 40.61
S4 37.76 38.35 40.35
Weekly Pivots for week ending 16-Oct-2020
Classic Woodie Camarilla DeMark
R4 47.15 46.27 42.12
R3 44.90 44.02 41.50
R2 42.65 42.65 41.29
R1 41.77 41.77 41.09 42.21
PP 40.40 40.40 40.40 40.63
S1 39.52 39.52 40.67 39.96
S2 38.15 38.15 40.47
S3 35.90 37.27 40.26
S4 33.65 35.02 39.64
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 41.29 39.04 2.25 5.5% 1.39 3.4% 82% False False 274,107
10 41.47 37.00 4.47 10.9% 1.52 3.7% 87% False False 332,420
20 41.49 36.63 4.86 11.9% 1.62 4.0% 87% False False 330,808
40 44.05 36.58 7.47 18.3% 1.53 3.7% 58% False False 243,417
60 44.05 36.58 7.47 18.3% 1.41 3.5% 58% False False 186,183
80 44.05 36.58 7.47 18.3% 1.38 3.4% 58% False False 148,385
100 44.05 33.09 10.96 26.8% 1.50 3.7% 71% False False 122,833
120 44.05 26.29 17.76 43.4% 1.58 3.9% 82% False False 106,285
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 0.21
Narrowest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 45.17
2.618 43.59
1.618 42.62
1.000 42.02
0.618 41.65
HIGH 41.05
0.618 40.68
0.500 40.57
0.382 40.45
LOW 40.08
0.618 39.48
1.000 39.11
1.618 38.51
2.618 37.54
4.250 35.96
Fisher Pivots for day following 16-Oct-2020
Pivot 1 day 3 day
R1 40.78 40.67
PP 40.67 40.46
S1 40.57 40.26

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

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