NYMEX Light Sweet Crude Oil Future March 2021


Trading Metrics calculated at close of trading on 05-Nov-2020
Day Change Summary
Previous Current
04-Nov-2020 05-Nov-2020 Change Change % Previous Week
Open 39.32 40.18 0.86 2.2% 40.52
High 40.32 40.40 0.08 0.2% 40.71
Low 38.44 39.40 0.96 2.5% 36.09
Close 40.24 39.87 -0.37 -0.9% 37.00
Range 1.88 1.00 -0.88 -46.8% 4.62
ATR 1.65 1.60 -0.05 -2.8% 0.00
Volume 30,583 30,346 -237 -0.8% 209,453
Daily Pivots for day following 05-Nov-2020
Classic Woodie Camarilla DeMark
R4 42.89 42.38 40.42
R3 41.89 41.38 40.15
R2 40.89 40.89 40.05
R1 40.38 40.38 39.96 40.14
PP 39.89 39.89 39.89 39.77
S1 39.38 39.38 39.78 39.14
S2 38.89 38.89 39.69
S3 37.89 38.38 39.60
S4 36.89 37.38 39.32
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 40.40 35.00 5.40 13.5% 1.82 4.6% 90% True False 38,722
10 41.75 35.00 6.75 16.9% 1.74 4.4% 72% False False 38,037
20 42.64 35.00 7.64 19.2% 1.46 3.7% 64% False False 33,430
40 42.95 35.00 7.95 19.9% 1.47 3.7% 61% False False 33,520
60 45.07 35.00 10.07 25.3% 1.34 3.4% 48% False False 29,472
80 45.07 35.00 10.07 25.3% 1.27 3.2% 48% False False 25,105
100 45.07 35.00 10.07 25.3% 1.28 3.2% 48% False False 22,424
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.41
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 44.65
2.618 43.02
1.618 42.02
1.000 41.40
0.618 41.02
HIGH 40.40
0.618 40.02
0.500 39.90
0.382 39.78
LOW 39.40
0.618 38.78
1.000 38.40
1.618 37.78
2.618 36.78
4.250 35.15
Fisher Pivots for day following 05-Nov-2020
Pivot 1 day 3 day
R1 39.90 39.61
PP 39.89 39.35
S1 39.88 39.10

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

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