NYMEX Light Sweet Crude Oil Future March 2021


Trading Metrics calculated at close of trading on 04-Nov-2020
Day Change Summary
Previous Current
03-Nov-2020 04-Nov-2020 Change Change % Previous Week
Open 38.24 39.32 1.08 2.8% 40.52
High 39.43 40.32 0.89 2.3% 40.71
Low 37.79 38.44 0.65 1.7% 36.09
Close 38.83 40.24 1.41 3.6% 37.00
Range 1.64 1.88 0.24 14.6% 4.62
ATR 1.63 1.65 0.02 1.1% 0.00
Volume 45,365 30,583 -14,782 -32.6% 209,453
Daily Pivots for day following 04-Nov-2020
Classic Woodie Camarilla DeMark
R4 45.31 44.65 41.27
R3 43.43 42.77 40.76
R2 41.55 41.55 40.58
R1 40.89 40.89 40.41 41.22
PP 39.67 39.67 39.67 39.83
S1 39.01 39.01 40.07 39.34
S2 37.79 37.79 39.90
S3 35.91 37.13 39.72
S4 34.03 35.25 39.21
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 40.32 35.00 5.32 13.2% 2.16 5.4% 98% True False 47,354
10 41.87 35.00 6.87 17.1% 1.76 4.4% 76% False False 36,901
20 42.64 35.00 7.64 19.0% 1.48 3.7% 69% False False 35,049
40 42.95 35.00 7.95 19.8% 1.47 3.7% 66% False False 33,559
60 45.07 35.00 10.07 25.0% 1.35 3.3% 52% False False 29,255
80 45.07 35.00 10.07 25.0% 1.27 3.1% 52% False False 24,870
100 45.07 35.00 10.07 25.0% 1.29 3.2% 52% False False 22,178
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.42
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 48.31
2.618 45.24
1.618 43.36
1.000 42.20
0.618 41.48
HIGH 40.32
0.618 39.60
0.500 39.38
0.382 39.16
LOW 38.44
0.618 37.28
1.000 36.56
1.618 35.40
2.618 33.52
4.250 30.45
Fisher Pivots for day following 04-Nov-2020
Pivot 1 day 3 day
R1 39.95 39.38
PP 39.67 38.52
S1 39.38 37.66

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

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