NYMEX Light Sweet Crude Oil Future December 2020


Trading Metrics calculated at close of trading on 06-Nov-2020
Day Change Summary
Previous Current
05-Nov-2020 06-Nov-2020 Change Change % Previous Week
Open 39.17 38.54 -0.63 -1.6% 35.24
High 39.35 38.61 -0.74 -1.9% 39.35
Low 38.27 37.06 -1.21 -3.2% 33.64
Close 38.79 37.14 -1.65 -4.3% 37.14
Range 1.08 1.55 0.47 43.5% 5.71
ATR 1.73 1.73 0.00 0.0% 0.00
Volume 298,366 411,026 112,660 37.8% 2,046,207
Daily Pivots for day following 06-Nov-2020
Classic Woodie Camarilla DeMark
R4 42.25 41.25 37.99
R3 40.70 39.70 37.57
R2 39.15 39.15 37.42
R1 38.15 38.15 37.28 37.88
PP 37.60 37.60 37.60 37.47
S1 36.60 36.60 37.00 36.33
S2 36.05 36.05 36.86
S3 34.50 35.05 36.71
S4 32.95 33.50 36.29
Weekly Pivots for week ending 06-Nov-2020
Classic Woodie Camarilla DeMark
R4 53.84 51.20 40.28
R3 48.13 45.49 38.71
R2 42.42 42.42 38.19
R1 39.78 39.78 37.66 41.10
PP 36.71 36.71 36.71 37.37
S1 34.07 34.07 36.62 35.39
S2 31.00 31.00 36.09
S3 25.29 28.36 35.57
S4 19.58 22.65 34.00
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 15.4% 1.98 5.3% 61% False False 409,241
10 39.83 33.64 6.19 16.7% 1.89 5.1% 57% False False 419,366
20 41.90 33.64 8.26 22.2% 1.62 4.4% 42% False False 352,527
40 42.02 33.64 8.38 22.6% 1.61 4.3% 42% False False 248,762
60 44.33 33.64 10.69 28.8% 1.49 4.0% 33% False False 200,455
80 44.33 33.64 10.69 28.8% 1.42 3.8% 33% False False 169,574
100 44.33 33.64 10.69 28.8% 1.43 3.8% 33% False False 150,031
120 44.33 33.12 11.21 30.2% 1.52 4.1% 36% False False 138,030
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 0.43
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 45.20
2.618 42.67
1.618 41.12
1.000 40.16
0.618 39.57
HIGH 38.61
0.618 38.02
0.500 37.84
0.382 37.65
LOW 37.06
0.618 36.10
1.000 35.51
1.618 34.55
2.618 33.00
4.250 30.47
Fisher Pivots for day following 06-Nov-2020
Pivot 1 day 3 day
R1 37.84 38.21
PP 37.60 37.85
S1 37.37 37.50

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

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