NYMEX Light Sweet Crude Oil Future May 2021


Trading Metrics calculated at close of trading on 29-Oct-2020
Day Change Summary
Previous Current
28-Oct-2020 29-Oct-2020 Change Change % Previous Week
Open 40.32 39.28 -1.04 -2.6% 42.40
High 40.37 39.40 -0.97 -2.4% 43.01
Low 38.67 36.89 -1.78 -4.6% 40.99
Close 39.04 37.90 -1.14 -2.9% 41.18
Range 1.70 2.51 0.81 47.6% 2.02
ATR 1.31 1.40 0.09 6.5% 0.00
Volume 12,392 18,386 5,994 48.4% 41,117
Daily Pivots for day following 29-Oct-2020
Classic Woodie Camarilla DeMark
R4 45.59 44.26 39.28
R3 43.08 41.75 38.59
R2 40.57 40.57 38.36
R1 39.24 39.24 38.13 38.65
PP 38.06 38.06 38.06 37.77
S1 36.73 36.73 37.67 36.14
S2 35.55 35.55 37.44
S3 33.04 34.22 37.21
S4 30.53 31.71 36.52
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 42.14 36.89 5.25 13.9% 1.51 4.0% 19% False True 10,413
10 43.01 36.89 6.12 16.1% 1.26 3.3% 17% False True 8,925
20 43.02 36.89 6.13 16.2% 1.27 3.4% 16% False True 8,787
40 44.14 36.89 7.25 19.1% 1.32 3.5% 14% False True 8,225
60 45.42 36.89 8.53 22.5% 1.13 3.0% 12% False True 6,942
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 0.15
Widest range in 37 trading days
Fibonacci Retracements and Extensions
4.250 50.07
2.618 45.97
1.618 43.46
1.000 41.91
0.618 40.95
HIGH 39.40
0.618 38.44
0.500 38.15
0.382 37.85
LOW 36.89
0.618 35.34
1.000 34.38
1.618 32.83
2.618 30.32
4.250 26.22
Fisher Pivots for day following 29-Oct-2020
Pivot 1 day 3 day
R1 38.15 39.03
PP 38.06 38.65
S1 37.98 38.28

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

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