NYMEX Light Sweet Crude Oil Future December 2020


Trading Metrics calculated at close of trading on 30-Oct-2020
Day Change Summary
Previous Current
29-Oct-2020 30-Oct-2020 Change Change % Previous Week
Open 37.39 36.07 -1.32 -3.5% 39.69
High 37.76 36.60 -1.16 -3.1% 39.83
Low 34.92 35.21 0.29 0.8% 34.92
Close 36.17 35.79 -0.38 -1.1% 35.79
Range 2.84 1.39 -1.45 -51.1% 4.91
ATR 1.65 1.63 -0.02 -1.1% 0.00
Volume 568,816 388,971 -179,845 -31.6% 2,147,460
Daily Pivots for day following 30-Oct-2020
Classic Woodie Camarilla DeMark
R4 40.04 39.30 36.55
R3 38.65 37.91 36.17
R2 37.26 37.26 36.04
R1 36.52 36.52 35.92 36.20
PP 35.87 35.87 35.87 35.70
S1 35.13 35.13 35.66 34.81
S2 34.48 34.48 35.54
S3 33.09 33.74 35.41
S4 31.70 32.35 35.03
Weekly Pivots for week ending 30-Oct-2020
Classic Woodie Camarilla DeMark
R4 51.58 48.59 38.49
R3 46.67 43.68 37.14
R2 41.76 41.76 36.69
R1 38.77 38.77 36.24 37.81
PP 36.85 36.85 36.85 36.37
S1 33.86 33.86 35.34 32.90
S2 31.94 31.94 34.89
S3 27.03 28.95 34.44
S4 22.12 24.04 33.09
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 39.83 34.92 4.91 13.7% 1.81 5.1% 18% False False 429,492
10 41.90 34.92 6.98 19.5% 1.57 4.4% 12% False False 376,600
20 41.90 34.92 6.98 19.5% 1.53 4.3% 12% False False 301,666
40 42.56 34.92 7.64 21.3% 1.62 4.5% 11% False False 216,929
60 44.33 34.92 9.41 26.3% 1.42 4.0% 9% False False 172,738
80 44.33 34.92 9.41 26.3% 1.37 3.8% 9% False False 148,299
100 44.33 34.92 9.41 26.3% 1.45 4.0% 9% False False 133,700
120 44.33 29.68 14.65 40.9% 1.51 4.2% 42% False False 124,340
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.27
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 42.51
2.618 40.24
1.618 38.85
1.000 37.99
0.618 37.46
HIGH 36.60
0.618 36.07
0.500 35.91
0.382 35.74
LOW 35.21
0.618 34.35
1.000 33.82
1.618 32.96
2.618 31.57
4.250 29.30
Fisher Pivots for day following 30-Oct-2020
Pivot 1 day 3 day
R1 35.91 36.97
PP 35.87 36.57
S1 35.83 36.18

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

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