NYMEX Light Sweet Crude Oil Future November 2020


Trading Metrics calculated at close of trading on 19-Oct-2020
Day Change Summary
Previous Current
16-Oct-2020 19-Oct-2020 Change Change % Previous Week
Open 40.88 40.69 -0.19 -0.5% 40.40
High 41.05 41.22 0.17 0.4% 41.29
Low 40.08 40.54 0.46 1.1% 39.04
Close 40.88 40.83 -0.05 -0.1% 40.88
Range 0.97 0.68 -0.29 -29.9% 2.25
ATR 1.57 1.50 -0.06 -4.0% 0.00
Volume 96,488 75,335 -21,153 -21.9% 1,370,539
Daily Pivots for day following 19-Oct-2020
Classic Woodie Camarilla DeMark
R4 42.90 42.55 41.20
R3 42.22 41.87 41.02
R2 41.54 41.54 40.95
R1 41.19 41.19 40.89 41.37
PP 40.86 40.86 40.86 40.95
S1 40.51 40.51 40.77 40.69
S2 40.18 40.18 40.71
S3 39.50 39.83 40.64
S4 38.82 39.15 40.46
Weekly Pivots for week ending 16-Oct-2020
Classic Woodie Camarilla DeMark
R4 47.15 46.27 42.12
R3 44.90 44.02 41.50
R2 42.65 42.65 41.29
R1 41.77 41.77 41.09 42.21
PP 40.40 40.40 40.40 40.63
S1 39.52 39.52 40.67 39.96
S2 38.15 38.15 40.47
S3 35.90 37.27 40.26
S4 33.65 35.02 39.64
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 41.29 39.22 2.07 5.1% 1.25 3.1% 78% False False 224,767
10 41.47 39.04 2.43 6.0% 1.31 3.2% 74% False False 302,096
20 41.47 36.63 4.84 11.9% 1.52 3.7% 87% False False 314,315
40 44.05 36.58 7.47 18.3% 1.51 3.7% 57% False False 243,181
60 44.05 36.58 7.47 18.3% 1.41 3.5% 57% False False 186,743
80 44.05 36.58 7.47 18.3% 1.36 3.3% 57% False False 148,974
100 44.05 34.07 9.98 24.4% 1.49 3.6% 68% False False 123,433
120 44.05 26.73 17.32 42.4% 1.57 3.8% 81% False False 106,743
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 0.22
Narrowest range in 33 trading days
Fibonacci Retracements and Extensions
4.250 44.11
2.618 43.00
1.618 42.32
1.000 41.90
0.618 41.64
HIGH 41.22
0.618 40.96
0.500 40.88
0.382 40.80
LOW 40.54
0.618 40.12
1.000 39.86
1.618 39.44
2.618 38.76
4.250 37.65
Fisher Pivots for day following 19-Oct-2020
Pivot 1 day 3 day
R1 40.88 40.64
PP 40.86 40.45
S1 40.85 40.26

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

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