NYMEX Light Sweet Crude Oil Future December 2020


Trading Metrics calculated at close of trading on 02-Nov-2020
Day Change Summary
Previous Current
30-Oct-2020 02-Nov-2020 Change Change % Previous Week
Open 36.07 35.24 -0.83 -2.3% 39.69
High 36.60 37.15 0.55 1.5% 39.83
Low 35.21 33.64 -1.57 -4.5% 34.92
Close 35.79 36.81 1.02 2.8% 35.79
Range 1.39 3.51 2.12 152.5% 4.91
ATR 1.63 1.76 0.13 8.2% 0.00
Volume 388,971 489,204 100,233 25.8% 2,147,460
Daily Pivots for day following 02-Nov-2020
Classic Woodie Camarilla DeMark
R4 46.40 45.11 38.74
R3 42.89 41.60 37.78
R2 39.38 39.38 37.45
R1 38.09 38.09 37.13 38.74
PP 35.87 35.87 35.87 36.19
S1 34.58 34.58 36.49 35.23
S2 32.36 32.36 36.17
S3 28.85 31.07 35.84
S4 25.34 27.56 34.88
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 33.64 6.19 16.8% 2.22 6.0% 51% False True 455,296
10 41.90 33.64 8.26 22.4% 1.85 5.0% 38% False True 394,056
20 41.90 33.64 8.26 22.4% 1.57 4.3% 38% False True 317,937
40 42.02 33.64 8.38 22.8% 1.65 4.5% 38% False True 226,237
60 44.33 33.64 10.69 29.0% 1.46 4.0% 30% False True 179,710
80 44.33 33.64 10.69 29.0% 1.39 3.8% 30% False True 153,361
100 44.33 33.64 10.69 29.0% 1.45 3.9% 30% False True 137,393
120 44.33 29.68 14.65 39.8% 1.53 4.2% 49% False False 127,801
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 0.42
Widest range in 135 trading days
Fibonacci Retracements and Extensions
4.250 52.07
2.618 46.34
1.618 42.83
1.000 40.66
0.618 39.32
HIGH 37.15
0.618 35.81
0.500 35.40
0.382 34.98
LOW 33.64
0.618 31.47
1.000 30.13
1.618 27.96
2.618 24.45
4.250 18.72
Fisher Pivots for day following 02-Nov-2020
Pivot 1 day 3 day
R1 36.34 36.44
PP 35.87 36.07
S1 35.40 35.70

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

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