NYMEX Light Sweet Crude Oil Future January 2021


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 37.37 38.46 1.09 2.9% 39.98
High 38.63 39.56 0.93 2.4% 40.13
Low 36.93 37.59 0.66 1.8% 35.28
Close 37.99 39.47 1.48 3.9% 36.15
Range 1.70 1.97 0.27 15.9% 4.85
ATR 1.73 1.74 0.02 1.0% 0.00
Volume 171,282 156,100 -15,182 -8.9% 670,273
Daily Pivots for day following 04-Nov-2020
Classic Woodie Camarilla DeMark
R4 44.78 44.10 40.55
R3 42.81 42.13 40.01
R2 40.84 40.84 39.83
R1 40.16 40.16 39.65 40.50
PP 38.87 38.87 38.87 39.05
S1 38.19 38.19 39.29 38.53
S2 36.90 36.90 39.11
S3 34.93 36.22 38.93
S4 32.96 34.25 38.39
Weekly Pivots for week ending 30-Oct-2020
Classic Woodie Camarilla DeMark
R4 51.74 48.79 38.82
R3 46.89 43.94 37.48
R2 42.04 42.04 37.04
R1 39.09 39.09 36.59 38.14
PP 37.19 37.19 37.19 36.71
S1 34.24 34.24 35.71 33.29
S2 32.34 32.34 35.26
S3 27.49 29.39 34.82
S4 22.64 24.54 33.48
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 39.56 34.04 5.52 14.0% 2.26 5.7% 98% True False 158,819
10 41.31 34.04 7.27 18.4% 1.87 4.7% 75% False False 130,976
20 42.15 34.04 8.11 20.5% 1.59 4.0% 67% False False 108,156
40 42.36 34.04 8.32 21.1% 1.57 4.0% 65% False False 79,685
60 44.60 34.04 10.56 26.8% 1.44 3.6% 51% False False 62,569
80 44.60 34.04 10.56 26.8% 1.36 3.4% 51% False False 51,738
100 44.60 34.04 10.56 26.8% 1.38 3.5% 51% False False 44,191
120 44.60 32.71 11.89 30.1% 1.45 3.7% 57% False False 38,733
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 0.45
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 47.93
2.618 44.72
1.618 42.75
1.000 41.53
0.618 40.78
HIGH 39.56
0.618 38.81
0.500 38.58
0.382 38.34
LOW 37.59
0.618 36.37
1.000 35.62
1.618 34.40
2.618 32.43
4.250 29.22
Fisher Pivots for day following 04-Nov-2020
Pivot 1 day 3 day
R1 39.17 38.58
PP 38.87 37.69
S1 38.58 36.80

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

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