NYMEX Light Sweet Crude Oil Future November 2020


Trading Metrics calculated at close of trading on 08-Oct-2020
Day Change Summary
Previous Current
07-Oct-2020 08-Oct-2020 Change Change % Previous Week
Open 39.83 39.99 0.16 0.4% 40.07
High 40.35 41.33 0.98 2.4% 40.80
Low 39.28 39.76 0.48 1.2% 36.63
Close 39.95 41.19 1.24 3.1% 37.05
Range 1.07 1.57 0.50 46.7% 4.17
ATR 1.69 1.68 -0.01 -0.5% 0.00
Volume 433,065 409,787 -23,278 -5.4% 1,781,188
Daily Pivots for day following 08-Oct-2020
Classic Woodie Camarilla DeMark
R4 45.47 44.90 42.05
R3 43.90 43.33 41.62
R2 42.33 42.33 41.48
R1 41.76 41.76 41.33 42.05
PP 40.76 40.76 40.76 40.90
S1 40.19 40.19 41.05 40.48
S2 39.19 39.19 40.90
S3 37.62 38.62 40.76
S4 36.05 37.05 40.33
Weekly Pivots for week ending 02-Oct-2020
Classic Woodie Camarilla DeMark
R4 50.67 48.03 39.34
R3 46.50 43.86 38.20
R2 42.33 42.33 37.81
R1 39.69 39.69 37.43 38.93
PP 38.16 38.16 38.16 37.78
S1 35.52 35.52 36.67 34.76
S2 33.99 33.99 36.29
S3 29.82 31.35 35.90
S4 25.65 27.18 34.76
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 41.33 36.63 4.70 11.4% 1.83 4.4% 97% True False 402,678
10 41.33 36.63 4.70 11.4% 1.79 4.4% 97% True False 363,217
20 41.72 36.63 5.09 12.4% 1.64 4.0% 90% False False 315,167
40 44.05 36.58 7.47 18.1% 1.46 3.5% 62% False False 211,912
60 44.05 36.58 7.47 18.1% 1.38 3.4% 62% False False 160,982
80 44.05 36.58 7.47 18.1% 1.41 3.4% 62% False False 128,724
100 44.05 32.79 11.26 27.3% 1.53 3.7% 75% False False 106,843
120 44.05 24.43 19.62 47.6% 1.67 4.1% 85% False False 93,448
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 0.30
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 48.00
2.618 45.44
1.618 43.87
1.000 42.90
0.618 42.30
HIGH 41.33
0.618 40.73
0.500 40.55
0.382 40.36
LOW 39.76
0.618 38.79
1.000 38.19
1.618 37.22
2.618 35.65
4.250 33.09
Fisher Pivots for day following 08-Oct-2020
Pivot 1 day 3 day
R1 40.98 40.87
PP 40.76 40.54
S1 40.55 40.22

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

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