NYMEX Light Sweet Crude Oil Future February 2021


Trading Metrics calculated at close of trading on 06-Nov-2020
Day Change Summary
Previous Current
05-Nov-2020 06-Nov-2020 Change Change % Previous Week
Open 39.81 39.27 -0.54 -1.4% 36.07
High 40.04 39.29 -0.75 -1.9% 40.04
Low 38.99 37.80 -1.19 -3.1% 34.50
Close 39.48 37.90 -1.58 -4.0% 37.90
Range 1.05 1.49 0.44 41.9% 5.54
ATR 1.65 1.65 0.00 0.1% 0.00
Volume 47,279 76,140 28,861 61.0% 362,400
Daily Pivots for day following 06-Nov-2020
Classic Woodie Camarilla DeMark
R4 42.80 41.84 38.72
R3 41.31 40.35 38.31
R2 39.82 39.82 38.17
R1 38.86 38.86 38.04 38.60
PP 38.33 38.33 38.33 38.20
S1 37.37 37.37 37.76 37.11
S2 36.84 36.84 37.63
S3 35.35 35.88 37.49
S4 33.86 34.39 37.08
Weekly Pivots for week ending 06-Nov-2020
Classic Woodie Camarilla DeMark
R4 54.10 51.54 40.95
R3 48.56 46.00 39.42
R2 43.02 43.02 38.92
R1 40.46 40.46 38.41 41.74
PP 37.48 37.48 37.48 38.12
S1 34.92 34.92 37.39 36.20
S2 31.94 31.94 36.88
S3 26.40 29.38 36.38
S4 20.86 23.84 34.85
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 40.04 34.50 5.54 14.6% 1.91 5.1% 61% False False 72,480
10 40.43 34.50 5.93 15.6% 1.82 4.8% 57% False False 66,366
20 42.41 34.50 7.91 20.9% 1.54 4.1% 43% False False 46,974
40 42.67 34.50 8.17 21.6% 1.53 4.0% 42% False False 38,476
60 44.84 34.50 10.34 27.3% 1.40 3.7% 33% False False 31,308
80 44.84 34.50 10.34 27.3% 1.31 3.5% 33% False False 25,781
100 44.84 34.50 10.34 27.3% 1.30 3.4% 33% False False 22,008
120 44.84 33.99 10.85 28.6% 1.37 3.6% 36% False False 19,299
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 0.41
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 45.62
2.618 43.19
1.618 41.70
1.000 40.78
0.618 40.21
HIGH 39.29
0.618 38.72
0.500 38.55
0.382 38.37
LOW 37.80
0.618 36.88
1.000 36.31
1.618 35.39
2.618 33.90
4.250 31.47
Fisher Pivots for day following 06-Nov-2020
Pivot 1 day 3 day
R1 38.55 38.92
PP 38.33 38.58
S1 38.12 38.24

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

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