NYMEX Light Sweet Crude Oil Future February 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 37.82 38.81 0.99 2.6% 40.27
High 39.02 39.94 0.92 2.4% 40.43
Low 37.35 38.00 0.65 1.7% 35.69
Close 38.41 39.86 1.45 3.8% 36.57
Range 1.67 1.94 0.27 16.2% 4.74
ATR 1.68 1.70 0.02 1.1% 0.00
Volume 86,546 76,840 -9,706 -11.2% 301,269
Daily Pivots for day following 04-Nov-2020
Classic Woodie Camarilla DeMark
R4 45.09 44.41 40.93
R3 43.15 42.47 40.39
R2 41.21 41.21 40.22
R1 40.53 40.53 40.04 40.87
PP 39.27 39.27 39.27 39.44
S1 38.59 38.59 39.68 38.93
S2 37.33 37.33 39.50
S3 35.39 36.65 39.33
S4 33.45 34.71 38.79
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 39.94 34.50 5.44 13.6% 2.22 5.6% 99% True False 76,303
10 41.60 34.50 7.10 17.8% 1.83 4.6% 75% False False 58,653
20 42.41 34.50 7.91 19.8% 1.54 3.9% 68% False False 45,382
40 42.67 34.50 8.17 20.5% 1.51 3.8% 66% False False 36,489
60 44.84 34.50 10.34 25.9% 1.38 3.5% 52% False False 29,711
80 44.84 34.50 10.34 25.9% 1.30 3.3% 52% False False 24,445
100 44.84 34.50 10.34 25.9% 1.30 3.3% 52% False False 20,835
120 44.84 32.58 12.26 30.8% 1.38 3.5% 59% False False 18,343
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 0.44
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 48.19
2.618 45.02
1.618 43.08
1.000 41.88
0.618 41.14
HIGH 39.94
0.618 39.20
0.500 38.97
0.382 38.74
LOW 38.00
0.618 36.80
1.000 36.06
1.618 34.86
2.618 32.92
4.250 29.76
Fisher Pivots for day following 04-Nov-2020
Pivot 1 day 3 day
R1 39.56 38.98
PP 39.27 38.10
S1 38.97 37.22

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

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