NYMEX Light Sweet Crude Oil Future March 2021


Trading Metrics calculated at close of trading on 28-Oct-2020
Day Change Summary
Previous Current
27-Oct-2020 28-Oct-2020 Change Change % Previous Week
Open 39.59 39.88 0.29 0.7% 41.84
High 40.71 39.92 -0.79 -1.9% 42.64
Low 39.51 38.05 -1.46 -3.7% 40.48
Close 40.46 38.43 -2.03 -5.0% 40.73
Range 1.20 1.87 0.67 55.8% 2.16
ATR 1.35 1.43 0.08 5.6% 0.00
Volume 25,982 49,137 23,155 89.1% 116,100
Daily Pivots for day following 28-Oct-2020
Classic Woodie Camarilla DeMark
R4 44.41 43.29 39.46
R3 42.54 41.42 38.94
R2 40.67 40.67 38.77
R1 39.55 39.55 38.60 39.18
PP 38.80 38.80 38.80 38.61
S1 37.68 37.68 38.26 37.31
S2 36.93 36.93 38.09
S3 35.06 35.81 37.92
S4 33.19 33.94 37.40
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 41.87 38.05 3.82 9.9% 1.36 3.5% 10% False True 26,447
10 42.64 38.05 4.59 11.9% 1.31 3.4% 8% False True 27,399
20 42.64 38.05 4.59 11.9% 1.42 3.7% 8% False True 32,404
40 44.72 38.05 6.67 17.4% 1.45 3.8% 6% False True 31,418
60 45.07 38.05 7.02 18.3% 1.26 3.3% 5% False True 26,660
80 45.07 38.05 7.02 18.3% 1.20 3.1% 5% False True 22,851
100 45.07 36.55 8.52 22.2% 1.28 3.3% 22% False False 20,414
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.18
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 47.87
2.618 44.82
1.618 42.95
1.000 41.79
0.618 41.08
HIGH 39.92
0.618 39.21
0.500 38.99
0.382 38.76
LOW 38.05
0.618 36.89
1.000 36.18
1.618 35.02
2.618 33.15
4.250 30.10
Fisher Pivots for day following 28-Oct-2020
Pivot 1 day 3 day
R1 38.99 39.38
PP 38.80 39.06
S1 38.62 38.75

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

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