NYMEX Light Sweet Crude Oil Future March 2021


Trading Metrics calculated at close of trading on 06-Oct-2020
Day Change Summary
Previous Current
05-Oct-2020 06-Oct-2020 Change Change % Previous Week
Open 38.61 40.76 2.15 5.6% 41.22
High 41.06 42.10 1.04 2.5% 41.98
Low 38.57 40.48 1.91 5.0% 38.12
Close 40.65 41.93 1.28 3.1% 38.55
Range 2.49 1.62 -0.87 -34.9% 3.86
ATR 1.53 1.54 0.01 0.4% 0.00
Volume 35,521 38,268 2,747 7.7% 182,417
Daily Pivots for day following 06-Oct-2020
Classic Woodie Camarilla DeMark
R4 46.36 45.77 42.82
R3 44.74 44.15 42.38
R2 43.12 43.12 42.23
R1 42.53 42.53 42.08 42.83
PP 41.50 41.50 41.50 41.65
S1 40.91 40.91 41.78 41.21
S2 39.88 39.88 41.63
S3 38.26 39.29 41.48
S4 36.64 37.67 41.04
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 42.10 38.12 3.98 9.5% 2.04 4.9% 96% True False 41,928
10 42.10 38.12 3.98 9.5% 1.66 3.9% 96% True False 33,122
20 42.95 38.12 4.83 11.5% 1.50 3.6% 79% False False 32,218
40 45.07 38.12 6.95 16.6% 1.28 3.1% 55% False False 25,821
60 45.07 38.12 6.95 16.6% 1.20 2.9% 55% False False 21,132
80 45.07 36.55 8.52 20.3% 1.26 3.0% 63% False False 18,615
Crabel Price Patterns
NR True
NR4 True
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 0.28
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 48.99
2.618 46.34
1.618 44.72
1.000 43.72
0.618 43.10
HIGH 42.10
0.618 41.48
0.500 41.29
0.382 41.10
LOW 40.48
0.618 39.48
1.000 38.86
1.618 37.86
2.618 36.24
4.250 33.60
Fisher Pivots for day following 06-Oct-2020
Pivot 1 day 3 day
R1 41.72 41.32
PP 41.50 40.72
S1 41.29 40.11

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.