NYMEX Light Sweet Crude Oil Future December 2020


Trading Metrics calculated at close of trading on 03-Nov-2020
Day Change Summary
Previous Current
02-Nov-2020 03-Nov-2020 Change Change % Previous Week
Open 35.24 37.03 1.79 5.1% 39.69
High 37.15 38.32 1.17 3.1% 39.83
Low 33.64 36.57 2.93 8.7% 34.92
Close 36.81 37.66 0.85 2.3% 35.79
Range 3.51 1.75 -1.76 -50.1% 4.91
ATR 1.76 1.76 0.00 -0.1% 0.00
Volume 489,204 410,611 -78,593 -16.1% 2,147,460
Daily Pivots for day following 03-Nov-2020
Classic Woodie Camarilla DeMark
R4 42.77 41.96 38.62
R3 41.02 40.21 38.14
R2 39.27 39.27 37.98
R1 38.46 38.46 37.82 38.87
PP 37.52 37.52 37.52 37.72
S1 36.71 36.71 37.50 37.12
S2 35.77 35.77 37.34
S3 34.02 34.96 37.18
S4 32.27 33.21 36.70
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 39.01 33.64 5.37 14.3% 2.31 6.1% 75% False False 469,511
10 41.59 33.64 7.95 21.1% 1.88 5.0% 51% False False 399,059
20 41.90 33.64 8.26 21.9% 1.57 4.2% 49% False False 328,556
40 42.02 33.64 8.38 22.3% 1.61 4.3% 48% False False 230,415
60 44.33 33.64 10.69 28.4% 1.47 3.9% 38% False False 185,607
80 44.33 33.64 10.69 28.4% 1.40 3.7% 38% False False 157,611
100 44.33 33.64 10.69 28.4% 1.45 3.8% 38% False False 140,780
120 44.33 30.79 13.54 36.0% 1.53 4.1% 51% False False 130,475
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 0.41
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 45.76
2.618 42.90
1.618 41.15
1.000 40.07
0.618 39.40
HIGH 38.32
0.618 37.65
0.500 37.45
0.382 37.24
LOW 36.57
0.618 35.49
1.000 34.82
1.618 33.74
2.618 31.99
4.250 29.13
Fisher Pivots for day following 03-Nov-2020
Pivot 1 day 3 day
R1 37.59 37.10
PP 37.52 36.54
S1 37.45 35.98

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

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