NYMEX Light Sweet Crude Oil Future February 2021


Trading Metrics calculated at close of trading on 03-Nov-2020
Day Change Summary
Previous Current
02-Nov-2020 03-Nov-2020 Change Change % Previous Week
Open 36.07 37.82 1.75 4.9% 40.27
High 37.92 39.02 1.10 2.9% 40.43
Low 34.50 37.35 2.85 8.3% 35.69
Close 37.63 38.41 0.78 2.1% 36.57
Range 3.42 1.67 -1.75 -51.2% 4.74
ATR 1.68 1.68 0.00 0.0% 0.00
Volume 75,595 86,546 10,951 14.5% 301,269
Daily Pivots for day following 03-Nov-2020
Classic Woodie Camarilla DeMark
R4 43.27 42.51 39.33
R3 41.60 40.84 38.87
R2 39.93 39.93 38.72
R1 39.17 39.17 38.56 39.55
PP 38.26 38.26 38.26 38.45
S1 37.50 37.50 38.26 37.88
S2 36.59 36.59 38.10
S3 34.92 35.83 37.95
S4 33.25 34.16 37.49
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 39.65 34.50 5.15 13.4% 2.22 5.8% 76% False False 77,843
10 42.12 34.50 7.62 19.8% 1.81 4.7% 51% False False 54,744
20 42.41 34.50 7.91 20.6% 1.49 3.9% 49% False False 43,430
40 42.67 34.50 8.17 21.3% 1.51 3.9% 48% False False 35,184
60 44.84 34.50 10.34 26.9% 1.37 3.6% 38% False False 28,590
80 44.84 34.50 10.34 26.9% 1.29 3.4% 38% False False 23,536
100 44.84 34.50 10.34 26.9% 1.31 3.4% 38% False False 20,133
120 44.84 31.75 13.09 34.1% 1.37 3.6% 51% False False 17,743
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.41
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 46.12
2.618 43.39
1.618 41.72
1.000 40.69
0.618 40.05
HIGH 39.02
0.618 38.38
0.500 38.19
0.382 37.99
LOW 37.35
0.618 36.32
1.000 35.68
1.618 34.65
2.618 32.98
4.250 30.25
Fisher Pivots for day following 03-Nov-2020
Pivot 1 day 3 day
R1 38.34 37.86
PP 38.26 37.31
S1 38.19 36.76

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

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