NYMEX Light Sweet Crude Oil Future June 2021


Trading Metrics calculated at close of trading on 03-Nov-2020
Day Change Summary
Previous Current
02-Nov-2020 03-Nov-2020 Change Change % Previous Week
Open 37.50 39.38 1.88 5.0% 41.12
High 39.47 40.42 0.95 2.4% 41.38
Low 36.26 38.89 2.63 7.3% 37.18
Close 39.24 39.85 0.61 1.6% 38.07
Range 3.21 1.53 -1.68 -52.3% 4.20
ATR 1.53 1.53 0.00 0.0% 0.00
Volume 66,015 40,721 -25,294 -38.3% 185,999
Daily Pivots for day following 03-Nov-2020
Classic Woodie Camarilla DeMark
R4 44.31 43.61 40.69
R3 42.78 42.08 40.27
R2 41.25 41.25 40.13
R1 40.55 40.55 39.99 40.90
PP 39.72 39.72 39.72 39.90
S1 39.02 39.02 39.71 39.37
S2 38.19 38.19 39.57
S3 36.66 37.49 39.43
S4 35.13 35.96 39.01
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 40.60 36.26 4.34 10.9% 2.01 5.0% 83% False False 48,704
10 42.94 36.26 6.68 16.8% 1.63 4.1% 54% False False 36,048
20 43.26 36.26 7.00 17.6% 1.33 3.3% 51% False False 35,157
40 43.66 36.26 7.40 18.6% 1.38 3.5% 49% False False 34,463
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.35
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 46.92
2.618 44.43
1.618 42.90
1.000 41.95
0.618 41.37
HIGH 40.42
0.618 39.84
0.500 39.66
0.382 39.47
LOW 38.89
0.618 37.94
1.000 37.36
1.618 36.41
2.618 34.88
4.250 32.39
Fisher Pivots for day following 03-Nov-2020
Pivot 1 day 3 day
R1 39.79 39.35
PP 39.72 38.84
S1 39.66 38.34

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

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