NYMEX Light Sweet Crude Oil Future December 2020


Trading Metrics calculated at close of trading on 04-Nov-2020
Day Change Summary
Previous Current
03-Nov-2020 04-Nov-2020 Change Change % Previous Week
Open 37.03 38.15 1.12 3.0% 39.69
High 38.32 39.25 0.93 2.4% 39.83
Low 36.57 37.26 0.69 1.9% 34.92
Close 37.66 39.15 1.49 4.0% 35.79
Range 1.75 1.99 0.24 13.7% 4.91
ATR 1.76 1.78 0.02 0.9% 0.00
Volume 410,611 437,000 26,389 6.4% 2,147,460
Daily Pivots for day following 04-Nov-2020
Classic Woodie Camarilla DeMark
R4 44.52 43.83 40.24
R3 42.53 41.84 39.70
R2 40.54 40.54 39.51
R1 39.85 39.85 39.33 40.20
PP 38.55 38.55 38.55 38.73
S1 37.86 37.86 38.97 38.21
S2 36.56 36.56 38.79
S3 34.57 35.87 38.60
S4 32.58 33.88 38.06
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 39.25 33.64 5.61 14.3% 2.30 5.9% 98% True False 458,920
10 41.02 33.64 7.38 18.9% 1.90 4.8% 75% False False 406,070
20 41.90 33.64 8.26 21.1% 1.62 4.1% 67% False False 338,925
40 42.02 33.64 8.38 21.4% 1.60 4.1% 66% False False 237,414
60 44.33 33.64 10.69 27.3% 1.48 3.8% 52% False False 191,578
80 44.33 33.64 10.69 27.3% 1.41 3.6% 52% False False 162,219
100 44.33 33.64 10.69 27.3% 1.44 3.7% 52% False False 144,416
120 44.33 32.13 12.20 31.2% 1.53 3.9% 58% False False 133,458
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.47
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 47.71
2.618 44.46
1.618 42.47
1.000 41.24
0.618 40.48
HIGH 39.25
0.618 38.49
0.500 38.26
0.382 38.02
LOW 37.26
0.618 36.03
1.000 35.27
1.618 34.04
2.618 32.05
4.250 28.80
Fisher Pivots for day following 04-Nov-2020
Pivot 1 day 3 day
R1 38.85 38.25
PP 38.55 37.35
S1 38.26 36.45

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

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