NYMEX Light Sweet Crude Oil Future November 2020


Trading Metrics calculated at close of trading on 20-Oct-2020
Day Change Summary
Previous Current
19-Oct-2020 20-Oct-2020 Change Change % Previous Week
Open 40.69 40.65 -0.04 -0.1% 40.40
High 41.22 41.70 0.48 1.2% 41.29
Low 40.54 40.25 -0.29 -0.7% 39.04
Close 40.83 41.46 0.63 1.5% 40.88
Range 0.68 1.45 0.77 113.2% 2.25
ATR 1.50 1.50 0.00 -0.3% 0.00
Volume 75,335 17,399 -57,936 -76.9% 1,370,539
Daily Pivots for day following 20-Oct-2020
Classic Woodie Camarilla DeMark
R4 45.49 44.92 42.26
R3 44.04 43.47 41.86
R2 42.59 42.59 41.73
R1 42.02 42.02 41.59 42.31
PP 41.14 41.14 41.14 41.28
S1 40.57 40.57 41.33 40.86
S2 39.69 39.69 41.19
S3 38.24 39.12 41.06
S4 36.79 37.67 40.66
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 41.70 39.22 2.48 6.0% 1.30 3.1% 90% True False 153,153
10 41.70 39.04 2.66 6.4% 1.28 3.1% 91% True False 263,782
20 41.70 36.63 5.07 12.2% 1.54 3.7% 95% True False 300,794
40 44.05 36.58 7.47 18.0% 1.53 3.7% 65% False False 241,492
60 44.05 36.58 7.47 18.0% 1.41 3.4% 65% False False 186,070
80 44.05 36.58 7.47 18.0% 1.36 3.3% 65% False False 148,940
100 44.05 35.54 8.51 20.5% 1.47 3.5% 70% False False 123,442
120 44.05 26.73 17.32 41.8% 1.56 3.8% 85% False False 106,659
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.24
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 47.86
2.618 45.50
1.618 44.05
1.000 43.15
0.618 42.60
HIGH 41.70
0.618 41.15
0.500 40.98
0.382 40.80
LOW 40.25
0.618 39.35
1.000 38.80
1.618 37.90
2.618 36.45
4.250 34.09
Fisher Pivots for day following 20-Oct-2020
Pivot 1 day 3 day
R1 41.30 41.27
PP 41.14 41.08
S1 40.98 40.89

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

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