NYMEX Light Sweet Crude Oil Future April 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 40.44 40.01 -0.43 -1.1% 36.76
High 40.71 40.01 -0.70 -1.7% 40.71
Low 39.82 38.61 -1.21 -3.0% 35.53
Close 40.22 38.74 -1.48 -3.7% 38.74
Range 0.89 1.40 0.51 57.3% 5.18
ATR 1.53 1.53 0.01 0.4% 0.00
Volume 12,498 25,120 12,622 101.0% 97,826
Daily Pivots for day following 06-Nov-2020
Classic Woodie Camarilla DeMark
R4 43.32 42.43 39.51
R3 41.92 41.03 39.13
R2 40.52 40.52 39.00
R1 39.63 39.63 38.87 39.38
PP 39.12 39.12 39.12 38.99
S1 38.23 38.23 38.61 37.98
S2 37.72 37.72 38.48
S3 36.32 36.83 38.36
S4 34.92 35.43 37.97
Weekly Pivots for week ending 06-Nov-2020
Classic Woodie Camarilla DeMark
R4 53.87 51.48 41.59
R3 48.69 46.30 40.16
R2 43.51 43.51 39.69
R1 41.12 41.12 39.21 42.32
PP 38.33 38.33 38.33 38.92
S1 35.94 35.94 38.27 37.14
S2 33.15 33.15 37.79
S3 27.97 30.76 37.32
S4 22.79 25.58 35.89
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 40.71 35.53 5.18 13.4% 1.78 4.6% 62% False False 19,565
10 40.95 35.53 5.42 14.0% 1.67 4.3% 59% False False 20,602
20 42.83 35.53 7.30 18.8% 1.41 3.6% 44% False False 15,917
40 43.21 35.53 7.68 19.8% 1.40 3.6% 42% False False 14,166
60 45.23 35.53 9.70 25.0% 1.27 3.3% 33% False False 11,727
80 45.23 35.53 9.70 25.0% 1.19 3.1% 33% False False 9,559
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 0.36
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 45.96
2.618 43.68
1.618 42.28
1.000 41.41
0.618 40.88
HIGH 40.01
0.618 39.48
0.500 39.31
0.382 39.14
LOW 38.61
0.618 37.74
1.000 37.21
1.618 36.34
2.618 34.94
4.250 32.66
Fisher Pivots for day following 06-Nov-2020
Pivot 1 day 3 day
R1 39.31 39.66
PP 39.12 39.35
S1 38.93 39.05

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

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