NYMEX Light Sweet Crude Oil Future March 2021


Trading Metrics calculated at close of trading on 29-Oct-2020
Day Change Summary
Previous Current
28-Oct-2020 29-Oct-2020 Change Change % Previous Week
Open 39.88 38.48 -1.40 -3.5% 41.84
High 39.92 38.78 -1.14 -2.9% 42.64
Low 38.05 36.09 -1.96 -5.2% 40.48
Close 38.43 37.25 -1.18 -3.1% 40.73
Range 1.87 2.69 0.82 43.9% 2.16
ATR 1.43 1.52 0.09 6.3% 0.00
Volume 49,137 73,507 24,370 49.6% 116,100
Daily Pivots for day following 29-Oct-2020
Classic Woodie Camarilla DeMark
R4 45.44 44.04 38.73
R3 42.75 41.35 37.99
R2 40.06 40.06 37.74
R1 38.66 38.66 37.50 38.02
PP 37.37 37.37 37.37 37.05
S1 35.97 35.97 37.00 35.33
S2 34.68 34.68 36.76
S3 31.99 33.28 36.51
S4 29.30 30.59 35.77
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 41.75 36.09 5.66 15.2% 1.65 4.4% 20% False True 37,353
10 42.64 36.09 6.55 17.6% 1.39 3.7% 18% False True 30,909
20 42.64 36.09 6.55 17.6% 1.43 3.8% 18% False True 33,990
40 43.60 36.09 7.51 20.2% 1.47 4.0% 15% False True 32,690
60 45.07 36.09 8.98 24.1% 1.27 3.4% 13% False True 27,462
80 45.07 36.09 8.98 24.1% 1.23 3.3% 13% False True 23,525
100 45.07 36.09 8.98 24.1% 1.29 3.5% 13% False True 21,000
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 0.20
Widest range in 37 trading days
Fibonacci Retracements and Extensions
4.250 50.21
2.618 45.82
1.618 43.13
1.000 41.47
0.618 40.44
HIGH 38.78
0.618 37.75
0.500 37.44
0.382 37.12
LOW 36.09
0.618 34.43
1.000 33.40
1.618 31.74
2.618 29.05
4.250 24.66
Fisher Pivots for day following 29-Oct-2020
Pivot 1 day 3 day
R1 37.44 38.40
PP 37.37 38.02
S1 37.31 37.63

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

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