NYMEX Light Sweet Crude Oil Future February 2021


Trading Metrics calculated at close of trading on 02-Nov-2020
Day Change Summary
Previous Current
30-Oct-2020 02-Nov-2020 Change Change % Previous Week
Open 36.81 36.07 -0.74 -2.0% 40.27
High 37.29 37.92 0.63 1.7% 40.43
Low 35.99 34.50 -1.49 -4.1% 35.69
Close 36.57 37.63 1.06 2.9% 36.57
Range 1.30 3.42 2.12 163.1% 4.74
ATR 1.55 1.68 0.13 8.7% 0.00
Volume 49,646 75,595 25,949 52.3% 301,269
Daily Pivots for day following 02-Nov-2020
Classic Woodie Camarilla DeMark
R4 46.94 45.71 39.51
R3 43.52 42.29 38.57
R2 40.10 40.10 38.26
R1 38.87 38.87 37.94 39.49
PP 36.68 36.68 36.68 36.99
S1 35.45 35.45 37.32 36.07
S2 33.26 33.26 37.00
S3 29.84 32.03 36.69
S4 26.42 28.61 35.75
Weekly Pivots for week ending 30-Oct-2020
Classic Woodie Camarilla DeMark
R4 51.78 48.92 39.18
R3 47.04 44.18 37.87
R2 42.30 42.30 37.44
R1 39.44 39.44 37.00 38.50
PP 37.56 37.56 37.56 37.10
S1 34.70 34.70 36.14 33.76
S2 32.82 32.82 35.70
S3 28.08 29.96 35.27
S4 23.34 25.22 33.96
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 40.43 34.50 5.93 15.8% 2.14 5.7% 53% False True 66,984
10 42.41 34.50 7.91 21.0% 1.77 4.7% 40% False True 49,169
20 42.41 34.50 7.91 21.0% 1.49 4.0% 40% False True 40,637
40 42.67 34.50 8.17 21.7% 1.55 4.1% 38% False True 33,958
60 44.84 34.50 10.34 27.5% 1.36 3.6% 30% False True 27,312
80 44.84 34.50 10.34 27.5% 1.28 3.4% 30% False True 22,515
100 44.84 34.50 10.34 27.5% 1.32 3.5% 30% False True 19,355
120 44.84 30.75 14.09 37.4% 1.37 3.6% 49% False False 17,101
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.40
Widest range in 132 trading days
Fibonacci Retracements and Extensions
4.250 52.46
2.618 46.87
1.618 43.45
1.000 41.34
0.618 40.03
HIGH 37.92
0.618 36.61
0.500 36.21
0.382 35.81
LOW 34.50
0.618 32.39
1.000 31.08
1.618 28.97
2.618 25.55
4.250 19.97
Fisher Pivots for day following 02-Nov-2020
Pivot 1 day 3 day
R1 37.16 37.25
PP 36.68 36.86
S1 36.21 36.48

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

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