NYMEX Light Sweet Crude Oil Future May 2021


Trading Metrics calculated at close of trading on 04-Nov-2020
Day Change Summary
Previous Current
03-Nov-2020 04-Nov-2020 Change Change % Previous Week
Open 39.05 40.10 1.05 2.7% 40.90
High 40.14 40.93 0.79 2.0% 41.17
Low 38.58 39.30 0.72 1.9% 36.89
Close 39.55 40.89 1.34 3.4% 37.76
Range 1.56 1.63 0.07 4.5% 4.28
ATR 1.51 1.52 0.01 0.6% 0.00
Volume 9,364 10,888 1,524 16.3% 54,667
Daily Pivots for day following 04-Nov-2020
Classic Woodie Camarilla DeMark
R4 45.26 44.71 41.79
R3 43.63 43.08 41.34
R2 42.00 42.00 41.19
R1 41.45 41.45 41.04 41.73
PP 40.37 40.37 40.37 40.51
S1 39.82 39.82 40.74 40.10
S2 38.74 38.74 40.59
S3 37.11 38.19 40.44
S4 35.48 36.56 39.99
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 40.93 36.00 4.93 12.1% 1.99 4.9% 99% True False 14,500
10 42.26 36.00 6.26 15.3% 1.61 3.9% 78% False False 11,153
20 43.02 36.00 7.02 17.2% 1.34 3.3% 70% False False 9,852
40 43.45 36.00 7.45 18.2% 1.33 3.2% 66% False False 8,410
60 45.42 36.00 9.42 23.0% 1.21 3.0% 52% False False 7,380
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 0.34
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 47.86
2.618 45.20
1.618 43.57
1.000 42.56
0.618 41.94
HIGH 40.93
0.618 40.31
0.500 40.12
0.382 39.92
LOW 39.30
0.618 38.29
1.000 37.67
1.618 36.66
2.618 35.03
4.250 32.37
Fisher Pivots for day following 04-Nov-2020
Pivot 1 day 3 day
R1 40.63 40.08
PP 40.37 39.27
S1 40.12 38.47

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

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