NYMEX Light Sweet Crude Oil Future June 2021


Trading Metrics calculated at close of trading on 05-Nov-2020
Day Change Summary
Previous Current
04-Nov-2020 05-Nov-2020 Change Change % Previous Week
Open 40.19 41.03 0.84 2.1% 41.12
High 41.22 41.29 0.07 0.2% 41.38
Low 39.44 40.33 0.89 2.3% 37.18
Close 41.15 40.79 -0.36 -0.9% 38.07
Range 1.78 0.96 -0.82 -46.1% 4.20
ATR 1.54 1.50 -0.04 -2.7% 0.00
Volume 38,109 32,022 -6,087 -16.0% 185,999
Daily Pivots for day following 05-Nov-2020
Classic Woodie Camarilla DeMark
R4 43.68 43.20 41.32
R3 42.72 42.24 41.05
R2 41.76 41.76 40.97
R1 41.28 41.28 40.88 41.04
PP 40.80 40.80 40.80 40.69
S1 40.32 40.32 40.70 40.08
S2 39.84 39.84 40.61
S3 38.88 39.36 40.53
S4 37.92 38.40 40.26
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 41.29 36.26 5.03 12.3% 1.73 4.2% 90% True False 43,069
10 42.32 36.26 6.06 14.9% 1.63 4.0% 75% False False 38,016
20 43.26 36.26 7.00 17.2% 1.36 3.3% 65% False False 33,656
40 43.66 36.26 7.40 18.1% 1.38 3.4% 61% False False 33,803
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.38
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 45.37
2.618 43.80
1.618 42.84
1.000 42.25
0.618 41.88
HIGH 41.29
0.618 40.92
0.500 40.81
0.382 40.70
LOW 40.33
0.618 39.74
1.000 39.37
1.618 38.78
2.618 37.82
4.250 36.25
Fisher Pivots for day following 05-Nov-2020
Pivot 1 day 3 day
R1 40.81 40.56
PP 40.80 40.32
S1 40.80 40.09

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.