NYMEX Light Sweet Crude Oil Future March 2021


Trading Metrics calculated at close of trading on 03-Nov-2020
Day Change Summary
Previous Current
02-Nov-2020 03-Nov-2020 Change Change % Previous Week
Open 36.37 38.24 1.87 5.1% 40.52
High 38.37 39.43 1.06 2.8% 40.71
Low 35.00 37.79 2.79 8.0% 36.09
Close 38.08 38.83 0.75 2.0% 37.00
Range 3.37 1.64 -1.73 -51.3% 4.62
ATR 1.63 1.63 0.00 0.0% 0.00
Volume 51,376 45,365 -6,011 -11.7% 209,453
Daily Pivots for day following 03-Nov-2020
Classic Woodie Camarilla DeMark
R4 43.60 42.86 39.73
R3 41.96 41.22 39.28
R2 40.32 40.32 39.13
R1 39.58 39.58 38.98 39.95
PP 38.68 38.68 38.68 38.87
S1 37.94 37.94 38.68 38.31
S2 37.04 37.04 38.53
S3 35.40 36.30 38.38
S4 33.76 34.66 37.93
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 39.92 35.00 4.92 12.7% 2.16 5.6% 78% False False 51,065
10 42.36 35.00 7.36 19.0% 1.74 4.5% 52% False False 37,415
20 42.64 35.00 7.64 19.7% 1.44 3.7% 50% False False 35,308
40 42.95 35.00 7.95 20.5% 1.47 3.8% 48% False False 33,763
60 45.07 35.00 10.07 25.9% 1.33 3.4% 38% False False 28,984
80 45.07 35.00 10.07 25.9% 1.26 3.2% 38% False False 24,676
100 45.07 35.00 10.07 25.9% 1.29 3.3% 38% False False 21,954
Crabel Price Patterns
NR True
NR4 False
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 0.36
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 46.40
2.618 43.72
1.618 42.08
1.000 41.07
0.618 40.44
HIGH 39.43
0.618 38.80
0.500 38.61
0.382 38.42
LOW 37.79
0.618 36.78
1.000 36.15
1.618 35.14
2.618 33.50
4.250 30.82
Fisher Pivots for day following 03-Nov-2020
Pivot 1 day 3 day
R1 38.76 38.29
PP 38.68 37.75
S1 38.61 37.22

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

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