NYMEX Light Sweet Crude Oil Future December 2020


Trading Metrics calculated at close of trading on 28-Oct-2020
Day Change Summary
Previous Current
27-Oct-2020 28-Oct-2020 Change Change % Previous Week
Open 38.59 38.97 0.38 1.0% 40.92
High 39.83 39.01 -0.82 -2.1% 41.90
Low 38.51 36.97 -1.54 -4.0% 39.57
Close 39.57 37.39 -2.18 -5.5% 39.85
Range 1.32 2.04 0.72 54.5% 2.33
ATR 1.48 1.56 0.08 5.4% 0.00
Volume 339,535 489,954 150,419 44.3% 1,618,544
Daily Pivots for day following 28-Oct-2020
Classic Woodie Camarilla DeMark
R4 43.91 42.69 38.51
R3 41.87 40.65 37.95
R2 39.83 39.83 37.76
R1 38.61 38.61 37.58 38.20
PP 37.79 37.79 37.79 37.59
S1 36.57 36.57 37.20 36.16
S2 35.75 35.75 37.02
S3 33.71 34.53 36.83
S4 31.67 32.49 36.27
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 41.02 36.97 4.05 10.8% 1.50 4.0% 10% False True 353,219
10 41.90 36.97 4.93 13.2% 1.44 3.9% 9% False True 334,669
20 41.90 36.93 4.97 13.3% 1.55 4.2% 9% False False 270,466
40 43.84 36.93 6.91 18.5% 1.59 4.3% 7% False False 199,286
60 44.33 36.93 7.40 19.8% 1.40 3.7% 6% False False 161,142
80 44.33 36.93 7.40 19.8% 1.35 3.6% 6% False False 138,088
100 44.33 35.72 8.61 23.0% 1.44 3.9% 19% False False 125,460
120 44.33 29.68 14.65 39.2% 1.50 4.0% 53% False False 117,720
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.21
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 47.68
2.618 44.35
1.618 42.31
1.000 41.05
0.618 40.27
HIGH 39.01
0.618 38.23
0.500 37.99
0.382 37.75
LOW 36.97
0.618 35.71
1.000 34.93
1.618 33.67
2.618 31.63
4.250 28.30
Fisher Pivots for day following 28-Oct-2020
Pivot 1 day 3 day
R1 37.99 38.40
PP 37.79 38.06
S1 37.59 37.73

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

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