NYMEX Light Sweet Crude Oil Future December 2020


Trading Metrics calculated at close of trading on 05-Nov-2020
Day Change Summary
Previous Current
04-Nov-2020 05-Nov-2020 Change Change % Previous Week
Open 38.15 39.17 1.02 2.7% 39.69
High 39.25 39.35 0.10 0.3% 39.83
Low 37.26 38.27 1.01 2.7% 34.92
Close 39.15 38.79 -0.36 -0.9% 35.79
Range 1.99 1.08 -0.91 -45.7% 4.91
ATR 1.78 1.73 -0.05 -2.8% 0.00
Volume 437,000 298,366 -138,634 -31.7% 2,147,460
Daily Pivots for day following 05-Nov-2020
Classic Woodie Camarilla DeMark
R4 42.04 41.50 39.38
R3 40.96 40.42 39.09
R2 39.88 39.88 38.99
R1 39.34 39.34 38.89 39.07
PP 38.80 38.80 38.80 38.67
S1 38.26 38.26 38.69 37.99
S2 37.72 37.72 38.59
S3 36.64 37.18 38.49
S4 35.56 36.10 38.20
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 39.35 33.64 5.71 14.7% 1.94 5.0% 90% True False 404,830
10 40.92 33.64 7.28 18.8% 1.87 4.8% 71% False False 405,157
20 41.90 33.64 8.26 21.3% 1.59 4.1% 62% False False 340,644
40 42.02 33.64 8.38 21.6% 1.60 4.1% 61% False False 241,488
60 44.33 33.64 10.69 27.6% 1.48 3.8% 48% False False 194,783
80 44.33 33.64 10.69 27.6% 1.41 3.6% 48% False False 165,004
100 44.33 33.64 10.69 27.6% 1.43 3.7% 48% False False 146,593
120 44.33 33.12 11.21 28.9% 1.52 3.9% 51% False False 135,137
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.45
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 43.94
2.618 42.18
1.618 41.10
1.000 40.43
0.618 40.02
HIGH 39.35
0.618 38.94
0.500 38.81
0.382 38.68
LOW 38.27
0.618 37.60
1.000 37.19
1.618 36.52
2.618 35.44
4.250 33.68
Fisher Pivots for day following 05-Nov-2020
Pivot 1 day 3 day
R1 38.81 38.51
PP 38.80 38.24
S1 38.80 37.96

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

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