NYMEX Light Sweet Crude Oil Future January 2021


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 38.46 39.42 0.96 2.5% 39.98
High 39.56 39.67 0.11 0.3% 40.13
Low 37.59 38.60 1.01 2.7% 35.28
Close 39.47 39.11 -0.36 -0.9% 36.15
Range 1.97 1.07 -0.90 -45.7% 4.85
ATR 1.74 1.70 -0.05 -2.8% 0.00
Volume 156,100 97,354 -58,746 -37.6% 670,273
Daily Pivots for day following 05-Nov-2020
Classic Woodie Camarilla DeMark
R4 42.34 41.79 39.70
R3 41.27 40.72 39.40
R2 40.20 40.20 39.31
R1 39.65 39.65 39.21 39.39
PP 39.13 39.13 39.13 39.00
S1 38.58 38.58 39.01 38.32
S2 38.06 38.06 38.91
S3 36.99 37.51 38.82
S4 35.92 36.44 38.52
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 39.67 34.04 5.63 14.4% 1.91 4.9% 90% True False 141,266
10 41.21 34.04 7.17 18.3% 1.85 4.7% 71% False False 132,019
20 42.15 34.04 8.11 20.7% 1.56 4.0% 63% False False 107,571
40 42.36 34.04 8.32 21.3% 1.56 4.0% 61% False False 81,200
60 44.60 34.04 10.56 27.0% 1.43 3.7% 48% False False 63,690
80 44.60 34.04 10.56 27.0% 1.36 3.5% 48% False False 52,828
100 44.60 34.04 10.56 27.0% 1.37 3.5% 48% False False 45,105
120 44.60 33.62 10.98 28.1% 1.44 3.7% 50% False False 39,461
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 0.44
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 44.22
2.618 42.47
1.618 41.40
1.000 40.74
0.618 40.33
HIGH 39.67
0.618 39.26
0.500 39.14
0.382 39.01
LOW 38.60
0.618 37.94
1.000 37.53
1.618 36.87
2.618 35.80
4.250 34.05
Fisher Pivots for day following 05-Nov-2020
Pivot 1 day 3 day
R1 39.14 38.84
PP 39.13 38.57
S1 39.12 38.30

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

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