NYMEX Light Sweet Crude Oil Future March 2021


Trading Metrics calculated at close of trading on 30-Oct-2020
Day Change Summary
Previous Current
29-Oct-2020 30-Oct-2020 Change Change % Previous Week
Open 38.48 37.16 -1.32 -3.4% 40.52
High 38.78 37.64 -1.14 -2.9% 40.71
Low 36.09 36.41 0.32 0.9% 36.09
Close 37.25 37.00 -0.25 -0.7% 37.00
Range 2.69 1.23 -1.46 -54.3% 4.62
ATR 1.52 1.50 -0.02 -1.4% 0.00
Volume 73,507 35,943 -37,564 -51.1% 209,453
Daily Pivots for day following 30-Oct-2020
Classic Woodie Camarilla DeMark
R4 40.71 40.08 37.68
R3 39.48 38.85 37.34
R2 38.25 38.25 37.23
R1 37.62 37.62 37.11 37.32
PP 37.02 37.02 37.02 36.87
S1 36.39 36.39 36.89 36.09
S2 35.79 35.79 36.77
S3 34.56 35.16 36.66
S4 33.33 33.93 36.32
Weekly Pivots for week ending 30-Oct-2020
Classic Woodie Camarilla DeMark
R4 51.79 49.02 39.54
R3 47.17 44.40 38.27
R2 42.55 42.55 37.85
R1 39.78 39.78 37.42 38.86
PP 37.93 37.93 37.93 37.47
S1 35.16 35.16 36.58 34.24
S2 33.31 33.31 36.15
S3 28.69 30.54 35.73
S4 24.07 25.92 34.46
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 40.71 36.09 4.62 12.5% 1.64 4.4% 20% False False 41,890
10 42.64 36.09 6.55 17.7% 1.42 3.8% 14% False False 32,555
20 42.64 36.09 6.55 17.7% 1.39 3.8% 14% False False 34,161
40 43.60 36.09 7.51 20.3% 1.47 4.0% 12% False False 33,104
60 45.07 36.09 8.98 24.3% 1.28 3.5% 10% False False 27,746
80 45.07 36.09 8.98 24.3% 1.23 3.3% 10% False False 23,805
100 45.07 36.09 8.98 24.3% 1.29 3.5% 10% False False 21,254
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.23
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 42.87
2.618 40.86
1.618 39.63
1.000 38.87
0.618 38.40
HIGH 37.64
0.618 37.17
0.500 37.03
0.382 36.88
LOW 36.41
0.618 35.65
1.000 35.18
1.618 34.42
2.618 33.19
4.250 31.18
Fisher Pivots for day following 30-Oct-2020
Pivot 1 day 3 day
R1 37.03 38.01
PP 37.02 37.67
S1 37.01 37.34

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

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