NYMEX Light Sweet Crude Oil Future March 2021


Trading Metrics calculated at close of trading on 06-Nov-2020
Day Change Summary
Previous Current
05-Nov-2020 06-Nov-2020 Change Change % Previous Week
Open 40.18 39.63 -0.55 -1.4% 36.37
High 40.40 39.63 -0.77 -1.9% 40.40
Low 39.40 38.21 -1.19 -3.0% 35.00
Close 39.87 38.34 -1.53 -3.8% 38.34
Range 1.00 1.42 0.42 42.0% 5.40
ATR 1.60 1.61 0.00 0.3% 0.00
Volume 30,346 60,679 30,333 100.0% 218,349
Daily Pivots for day following 06-Nov-2020
Classic Woodie Camarilla DeMark
R4 42.99 42.08 39.12
R3 41.57 40.66 38.73
R2 40.15 40.15 38.60
R1 39.24 39.24 38.47 38.99
PP 38.73 38.73 38.73 38.60
S1 37.82 37.82 38.21 37.57
S2 37.31 37.31 38.08
S3 35.89 36.40 37.95
S4 34.47 34.98 37.56
Weekly Pivots for week ending 06-Nov-2020
Classic Woodie Camarilla DeMark
R4 54.11 51.63 41.31
R3 48.71 46.23 39.83
R2 43.31 43.31 39.33
R1 40.83 40.83 38.84 42.07
PP 37.91 37.91 37.91 38.54
S1 35.43 35.43 37.85 36.67
S2 32.51 32.51 37.35
S3 27.11 30.03 36.86
S4 21.71 24.63 35.37
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 14.1% 1.86 4.9% 62% False False 43,669
10 40.71 35.00 5.71 14.9% 1.75 4.6% 58% False False 42,780
20 42.64 35.00 7.64 19.9% 1.49 3.9% 44% False False 34,807
40 42.95 35.00 7.95 20.7% 1.48 3.9% 42% False False 34,459
60 45.07 35.00 10.07 26.3% 1.36 3.5% 33% False False 30,283
80 45.07 35.00 10.07 26.3% 1.28 3.3% 33% False False 25,765
100 45.07 35.00 10.07 26.3% 1.28 3.3% 33% False False 22,961
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 0.38
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 45.67
2.618 43.35
1.618 41.93
1.000 41.05
0.618 40.51
HIGH 39.63
0.618 39.09
0.500 38.92
0.382 38.75
LOW 38.21
0.618 37.33
1.000 36.79
1.618 35.91
2.618 34.49
4.250 32.18
Fisher Pivots for day following 06-Nov-2020
Pivot 1 day 3 day
R1 38.92 39.31
PP 38.73 38.98
S1 38.53 38.66

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

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