NYMEX Light Sweet Crude Oil Future November 2020


Trading Metrics calculated at close of trading on 09-Oct-2020
Day Change Summary
Previous Current
08-Oct-2020 09-Oct-2020 Change Change % Previous Week
Open 39.99 41.31 1.32 3.3% 37.00
High 41.33 41.47 0.14 0.3% 41.47
Low 39.76 40.38 0.62 1.6% 37.00
Close 41.19 40.60 -0.59 -1.4% 40.60
Range 1.57 1.09 -0.48 -30.6% 4.47
ATR 1.68 1.64 -0.04 -2.5% 0.00
Volume 409,787 331,703 -78,084 -19.1% 1,953,665
Daily Pivots for day following 09-Oct-2020
Classic Woodie Camarilla DeMark
R4 44.09 43.43 41.20
R3 43.00 42.34 40.90
R2 41.91 41.91 40.80
R1 41.25 41.25 40.70 41.04
PP 40.82 40.82 40.82 40.71
S1 40.16 40.16 40.50 39.95
S2 39.73 39.73 40.40
S3 38.64 39.07 40.30
S4 37.55 37.98 40.00
Weekly Pivots for week ending 09-Oct-2020
Classic Woodie Camarilla DeMark
R4 53.10 51.32 43.06
R3 48.63 46.85 41.83
R2 44.16 44.16 41.42
R1 42.38 42.38 41.01 43.27
PP 39.69 39.69 39.69 40.14
S1 37.91 37.91 40.19 38.80
S2 35.22 35.22 39.78
S3 30.75 33.44 39.37
S4 26.28 28.97 38.14
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 41.47 37.00 4.47 11.0% 1.64 4.0% 81% True False 390,733
10 41.47 36.63 4.84 11.9% 1.81 4.5% 82% True False 373,485
20 41.72 36.63 5.09 12.5% 1.64 4.0% 78% False False 324,117
40 44.05 36.58 7.47 18.4% 1.47 3.6% 54% False False 218,001
60 44.05 36.58 7.47 18.4% 1.39 3.4% 54% False False 166,221
80 44.05 36.58 7.47 18.4% 1.41 3.5% 54% False False 132,610
100 44.05 32.79 11.26 27.7% 1.53 3.8% 69% False False 110,010
120 44.05 24.43 19.62 48.3% 1.62 4.0% 82% False False 95,672
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 0.27
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 46.10
2.618 44.32
1.618 43.23
1.000 42.56
0.618 42.14
HIGH 41.47
0.618 41.05
0.500 40.93
0.382 40.80
LOW 40.38
0.618 39.71
1.000 39.29
1.618 38.62
2.618 37.53
4.250 35.75
Fisher Pivots for day following 09-Oct-2020
Pivot 1 day 3 day
R1 40.93 40.53
PP 40.82 40.45
S1 40.71 40.38

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

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