NYMEX Light Sweet Crude Oil Future March 2021


Trading Metrics calculated at close of trading on 27-Oct-2020
Day Change Summary
Previous Current
26-Oct-2020 27-Oct-2020 Change Change % Previous Week
Open 40.52 39.59 -0.93 -2.3% 41.84
High 40.52 40.71 0.19 0.5% 42.64
Low 39.29 39.51 0.22 0.6% 40.48
Close 39.54 40.46 0.92 2.3% 40.73
Range 1.23 1.20 -0.03 -2.4% 2.16
ATR 1.36 1.35 -0.01 -0.9% 0.00
Volume 24,884 25,982 1,098 4.4% 116,100
Daily Pivots for day following 27-Oct-2020
Classic Woodie Camarilla DeMark
R4 43.83 43.34 41.12
R3 42.63 42.14 40.79
R2 41.43 41.43 40.68
R1 40.94 40.94 40.57 41.19
PP 40.23 40.23 40.23 40.35
S1 39.74 39.74 40.35 39.99
S2 39.03 39.03 40.24
S3 37.83 38.54 40.13
S4 36.63 37.34 39.80
Weekly Pivots for week ending 23-Oct-2020
Classic Woodie Camarilla DeMark
R4 47.76 46.41 41.92
R3 45.60 44.25 41.32
R2 43.44 43.44 41.13
R1 42.09 42.09 40.93 41.69
PP 41.28 41.28 41.28 41.08
S1 39.93 39.93 40.53 39.53
S2 39.12 39.12 40.33
S3 36.96 37.77 40.14
S4 34.80 35.61 39.54
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 42.36 39.29 3.07 7.6% 1.32 3.3% 38% False False 23,764
10 42.64 39.29 3.35 8.3% 1.24 3.1% 35% False False 25,718
20 42.64 38.12 4.52 11.2% 1.40 3.5% 52% False False 33,024
40 44.74 38.12 6.62 16.4% 1.41 3.5% 35% False False 30,730
60 45.07 38.12 6.95 17.2% 1.25 3.1% 34% False False 26,123
80 45.07 38.12 6.95 17.2% 1.19 2.9% 34% False False 22,376
100 45.07 36.55 8.52 21.1% 1.28 3.2% 46% False False 20,048
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.20
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 45.81
2.618 43.85
1.618 42.65
1.000 41.91
0.618 41.45
HIGH 40.71
0.618 40.25
0.500 40.11
0.382 39.97
LOW 39.51
0.618 38.77
1.000 38.31
1.618 37.57
2.618 36.37
4.250 34.41
Fisher Pivots for day following 27-Oct-2020
Pivot 1 day 3 day
R1 40.34 40.52
PP 40.23 40.50
S1 40.11 40.48

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.