NYMEX Light Sweet Crude Oil Future March 2021


Trading Metrics calculated at close of trading on 02-Oct-2020
Day Change Summary
Previous Current
01-Oct-2020 02-Oct-2020 Change Change % Previous Week
Open 41.22 40.05 -1.17 -2.8% 41.22
High 41.68 40.05 -1.63 -3.9% 41.98
Low 39.09 38.12 -0.97 -2.5% 38.12
Close 40.14 38.55 -1.59 -4.0% 38.55
Range 2.59 1.93 -0.66 -25.5% 3.86
ATR 1.41 1.46 0.04 3.1% 0.00
Volume 41,789 32,527 -9,262 -22.2% 182,417
Daily Pivots for day following 02-Oct-2020
Classic Woodie Camarilla DeMark
R4 44.70 43.55 39.61
R3 42.77 41.62 39.08
R2 40.84 40.84 38.90
R1 39.69 39.69 38.73 39.30
PP 38.91 38.91 38.91 38.71
S1 37.76 37.76 38.37 37.37
S2 36.98 36.98 38.20
S3 35.05 35.83 38.02
S4 33.12 33.90 37.49
Weekly Pivots for week ending 02-Oct-2020
Classic Woodie Camarilla DeMark
R4 51.13 48.70 40.67
R3 47.27 44.84 39.61
R2 43.41 43.41 39.26
R1 40.98 40.98 38.90 40.27
PP 39.55 39.55 39.55 39.19
S1 37.12 37.12 38.20 36.41
S2 35.69 35.69 37.84
S3 31.83 33.26 37.49
S4 27.97 29.40 36.43
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 41.98 38.12 3.86 10.0% 1.81 4.7% 11% False True 36,483
10 42.67 38.12 4.55 11.8% 1.58 4.1% 9% False True 31,302
20 43.60 38.12 5.48 14.2% 1.55 4.0% 8% False True 32,048
40 45.07 38.12 6.95 18.0% 1.22 3.2% 6% False True 24,539
60 45.07 38.12 6.95 18.0% 1.17 3.0% 6% False True 20,353
80 45.07 36.55 8.52 22.1% 1.27 3.3% 23% False False 18,028
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 0.31
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 48.25
2.618 45.10
1.618 43.17
1.000 41.98
0.618 41.24
HIGH 40.05
0.618 39.31
0.500 39.09
0.382 38.86
LOW 38.12
0.618 36.93
1.000 36.19
1.618 35.00
2.618 33.07
4.250 29.92
Fisher Pivots for day following 02-Oct-2020
Pivot 1 day 3 day
R1 39.09 39.90
PP 38.91 39.45
S1 38.73 39.00

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.