NYMEX Light Sweet Crude Oil Future May 2021


Trading Metrics calculated at close of trading on 02-Nov-2020
Day Change Summary
Previous Current
30-Oct-2020 02-Nov-2020 Change Change % Previous Week
Open 37.76 36.91 -0.85 -2.3% 40.90
High 38.27 39.14 0.87 2.3% 41.17
Low 37.14 36.00 -1.14 -3.1% 36.89
Close 37.76 38.89 1.13 3.0% 37.76
Range 1.13 3.14 2.01 177.9% 4.28
ATR 1.38 1.51 0.13 9.1% 0.00
Volume 9,493 24,370 14,877 156.7% 54,667
Daily Pivots for day following 02-Nov-2020
Classic Woodie Camarilla DeMark
R4 47.43 46.30 40.62
R3 44.29 43.16 39.75
R2 41.15 41.15 39.47
R1 40.02 40.02 39.18 40.59
PP 38.01 38.01 38.01 38.29
S1 36.88 36.88 38.60 37.45
S2 34.87 34.87 38.31
S3 31.73 33.74 38.03
S4 28.59 30.60 37.16
Weekly Pivots for week ending 30-Oct-2020
Classic Woodie Camarilla DeMark
R4 51.45 48.88 40.11
R3 47.17 44.60 38.94
R2 42.89 42.89 38.54
R1 40.32 40.32 38.15 39.47
PP 38.61 38.61 38.61 38.18
S1 36.04 36.04 37.37 35.19
S2 34.33 34.33 36.98
S3 30.05 31.76 36.58
S4 25.77 27.48 35.41
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 41.17 36.00 5.17 13.3% 1.92 4.9% 56% False True 14,143
10 43.01 36.00 7.01 18.0% 1.56 4.0% 41% False True 11,154
20 43.02 36.00 7.02 18.1% 1.29 3.3% 41% False True 9,714
40 43.45 36.00 7.45 19.2% 1.35 3.5% 39% False True 8,824
60 45.42 36.00 9.42 24.2% 1.18 3.0% 31% False True 7,281
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.26
Widest range in 71 trading days
Fibonacci Retracements and Extensions
4.250 52.49
2.618 47.36
1.618 44.22
1.000 42.28
0.618 41.08
HIGH 39.14
0.618 37.94
0.500 37.57
0.382 37.20
LOW 36.00
0.618 34.06
1.000 32.86
1.618 30.92
2.618 27.78
4.250 22.66
Fisher Pivots for day following 02-Nov-2020
Pivot 1 day 3 day
R1 38.45 38.49
PP 38.01 38.10
S1 37.57 37.70

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

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