NYMEX Light Sweet Crude Oil Future May 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 40.74 40.32 -0.42 -1.0% 36.91
High 41.03 40.33 -0.70 -1.7% 41.03
Low 40.07 38.99 -1.08 -2.7% 36.00
Close 40.52 39.10 -1.42 -3.5% 39.10
Range 0.96 1.34 0.38 39.6% 5.03
ATR 1.48 1.48 0.00 0.3% 0.00
Volume 15,016 12,520 -2,496 -16.6% 72,158
Daily Pivots for day following 06-Nov-2020
Classic Woodie Camarilla DeMark
R4 43.49 42.64 39.84
R3 42.15 41.30 39.47
R2 40.81 40.81 39.35
R1 39.96 39.96 39.22 39.72
PP 39.47 39.47 39.47 39.35
S1 38.62 38.62 38.98 38.38
S2 38.13 38.13 38.85
S3 36.79 37.28 38.73
S4 35.45 35.94 38.36
Weekly Pivots for week ending 06-Nov-2020
Classic Woodie Camarilla DeMark
R4 53.80 51.48 41.87
R3 48.77 46.45 40.48
R2 43.74 43.74 40.02
R1 41.42 41.42 39.56 42.58
PP 38.71 38.71 38.71 39.29
S1 36.39 36.39 38.64 37.55
S2 33.68 33.68 38.18
S3 28.65 31.36 37.72
S4 23.62 26.33 36.33
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 41.03 36.00 5.03 12.9% 1.73 4.4% 62% False False 14,431
10 41.17 36.00 5.17 13.2% 1.61 4.1% 60% False False 12,682
20 43.01 36.00 7.01 17.9% 1.35 3.5% 44% False False 9,925
40 43.45 36.00 7.45 19.1% 1.34 3.4% 42% False False 8,717
60 45.42 36.00 9.42 24.1% 1.22 3.1% 33% False False 7,604
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 0.32
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 46.03
2.618 43.84
1.618 42.50
1.000 41.67
0.618 41.16
HIGH 40.33
0.618 39.82
0.500 39.66
0.382 39.50
LOW 38.99
0.618 38.16
1.000 37.65
1.618 36.82
2.618 35.48
4.250 33.30
Fisher Pivots for day following 06-Nov-2020
Pivot 1 day 3 day
R1 39.66 40.01
PP 39.47 39.71
S1 39.29 39.40

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

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