NYMEX Light Sweet Crude Oil Future May 2021


Trading Metrics calculated at close of trading on 28-Oct-2020
Day Change Summary
Previous Current
27-Oct-2020 28-Oct-2020 Change Change % Previous Week
Open 40.09 40.32 0.23 0.6% 42.40
High 41.17 40.37 -0.80 -1.9% 43.01
Low 40.05 38.67 -1.38 -3.4% 40.99
Close 40.94 39.04 -1.90 -4.6% 41.18
Range 1.12 1.70 0.58 51.8% 2.02
ATR 1.24 1.31 0.07 5.9% 0.00
Volume 6,074 12,392 6,318 104.0% 41,117
Daily Pivots for day following 28-Oct-2020
Classic Woodie Camarilla DeMark
R4 44.46 43.45 39.98
R3 42.76 41.75 39.51
R2 41.06 41.06 39.35
R1 40.05 40.05 39.20 39.71
PP 39.36 39.36 39.36 39.19
S1 38.35 38.35 38.88 38.01
S2 37.66 37.66 38.73
S3 35.96 36.65 38.57
S4 34.26 34.95 38.11
Weekly Pivots for week ending 23-Oct-2020
Classic Woodie Camarilla DeMark
R4 47.79 46.50 42.29
R3 45.77 44.48 41.74
R2 43.75 43.75 41.55
R1 42.46 42.46 41.37 42.10
PP 41.73 41.73 41.73 41.54
S1 40.44 40.44 40.99 40.08
S2 39.71 39.71 40.81
S3 37.69 38.42 40.62
S4 35.67 36.40 40.07
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 42.26 38.67 3.59 9.2% 1.23 3.2% 10% False True 7,806
10 43.01 38.67 4.34 11.1% 1.19 3.0% 9% False True 7,803
20 43.02 38.67 4.35 11.1% 1.27 3.3% 9% False True 8,702
40 45.18 38.67 6.51 16.7% 1.30 3.3% 6% False True 7,883
60 45.42 38.67 6.75 17.3% 1.12 2.9% 5% False True 6,720
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.14
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 47.60
2.618 44.82
1.618 43.12
1.000 42.07
0.618 41.42
HIGH 40.37
0.618 39.72
0.500 39.52
0.382 39.32
LOW 38.67
0.618 37.62
1.000 36.97
1.618 35.92
2.618 34.22
4.250 31.45
Fisher Pivots for day following 28-Oct-2020
Pivot 1 day 3 day
R1 39.52 39.92
PP 39.36 39.63
S1 39.20 39.33

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

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