NYMEX Light Sweet Crude Oil Future December 2020


Trading Metrics calculated at close of trading on 27-Oct-2020
Day Change Summary
Previous Current
26-Oct-2020 27-Oct-2020 Change Change % Previous Week
Open 39.69 38.59 -1.10 -2.8% 40.92
High 39.74 39.83 0.09 0.2% 41.90
Low 38.28 38.51 0.23 0.6% 39.57
Close 38.56 39.57 1.01 2.6% 39.85
Range 1.46 1.32 -0.14 -9.6% 2.33
ATR 1.49 1.48 -0.01 -0.8% 0.00
Volume 360,184 339,535 -20,649 -5.7% 1,618,544
Daily Pivots for day following 27-Oct-2020
Classic Woodie Camarilla DeMark
R4 43.26 42.74 40.30
R3 41.94 41.42 39.93
R2 40.62 40.62 39.81
R1 40.10 40.10 39.69 40.36
PP 39.30 39.30 39.30 39.44
S1 38.78 38.78 39.45 39.04
S2 37.98 37.98 39.33
S3 36.66 37.46 39.21
S4 35.34 36.14 38.84
Weekly Pivots for week ending 23-Oct-2020
Classic Woodie Camarilla DeMark
R4 47.43 45.97 41.13
R3 45.10 43.64 40.49
R2 42.77 42.77 40.28
R1 41.31 41.31 40.06 40.88
PP 40.44 40.44 40.44 40.22
S1 38.98 38.98 39.64 38.55
S2 38.11 38.11 39.42
S3 35.78 36.65 39.21
S4 33.45 34.32 38.57
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 41.59 38.28 3.31 8.4% 1.45 3.7% 39% False False 328,608
10 41.90 38.28 3.62 9.1% 1.37 3.5% 36% False False 312,123
20 41.90 36.93 4.97 12.6% 1.53 3.9% 53% False False 253,745
40 43.98 36.93 7.05 17.8% 1.56 3.9% 37% False False 189,203
60 44.33 36.93 7.40 18.7% 1.39 3.5% 36% False False 154,544
80 44.33 36.93 7.40 18.7% 1.33 3.4% 36% False False 132,728
100 44.33 35.72 8.61 21.8% 1.44 3.6% 45% False False 121,283
120 44.33 29.68 14.65 37.0% 1.50 3.8% 68% False False 114,266
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 0.24
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 45.44
2.618 43.29
1.618 41.97
1.000 41.15
0.618 40.65
HIGH 39.83
0.618 39.33
0.500 39.17
0.382 39.01
LOW 38.51
0.618 37.69
1.000 37.19
1.618 36.37
2.618 35.05
4.250 32.90
Fisher Pivots for day following 27-Oct-2020
Pivot 1 day 3 day
R1 39.44 39.60
PP 39.30 39.59
S1 39.17 39.58

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

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