NYMEX Light Sweet Crude Oil Future June 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 38.09 37.50 -0.59 -1.5% 41.12
High 38.56 39.47 0.91 2.4% 41.38
Low 37.41 36.26 -1.15 -3.1% 37.18
Close 38.07 39.24 1.17 3.1% 38.07
Range 1.15 3.21 2.06 179.1% 4.20
ATR 1.40 1.53 0.13 9.3% 0.00
Volume 38,480 66,015 27,535 71.6% 185,999
Daily Pivots for day following 02-Nov-2020
Classic Woodie Camarilla DeMark
R4 47.95 46.81 41.01
R3 44.74 43.60 40.12
R2 41.53 41.53 39.83
R1 40.39 40.39 39.53 40.96
PP 38.32 38.32 38.32 38.61
S1 37.18 37.18 38.95 37.75
S2 35.11 35.11 38.65
S3 31.90 33.97 38.36
S4 28.69 30.76 37.47
Weekly Pivots for week ending 30-Oct-2020
Classic Woodie Camarilla DeMark
R4 51.48 48.97 40.38
R3 47.28 44.77 39.23
R2 43.08 43.08 38.84
R1 40.57 40.57 38.46 39.73
PP 38.88 38.88 38.88 38.45
S1 36.37 36.37 37.69 35.53
S2 34.68 34.68 37.30
S3 30.48 32.17 36.92
S4 26.28 27.97 35.76
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 41.38 36.26 5.12 13.0% 1.94 4.9% 58% False True 44,949
10 43.19 36.26 6.93 17.7% 1.59 4.0% 43% False True 35,218
20 43.26 36.26 7.00 17.8% 1.33 3.4% 43% False True 35,507
40 43.66 36.26 7.40 18.9% 1.41 3.6% 40% False True 35,115
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 0.33
Widest range in 51 trading days
Fibonacci Retracements and Extensions
4.250 53.11
2.618 47.87
1.618 44.66
1.000 42.68
0.618 41.45
HIGH 39.47
0.618 38.24
0.500 37.87
0.382 37.49
LOW 36.26
0.618 34.28
1.000 33.05
1.618 31.07
2.618 27.86
4.250 22.62
Fisher Pivots for day following 02-Nov-2020
Pivot 1 day 3 day
R1 38.78 38.82
PP 38.32 38.39
S1 37.87 37.97

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

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