NYMEX Light Sweet Crude Oil Future January 2021


Trading Metrics calculated at close of trading on 03-Nov-2020
Day Change Summary
Previous Current
02-Nov-2020 03-Nov-2020 Change Change % Previous Week
Open 35.50 37.37 1.87 5.3% 39.98
High 37.50 38.63 1.13 3.0% 40.13
Low 34.04 36.93 2.89 8.5% 35.28
Close 37.18 37.99 0.81 2.2% 36.15
Range 3.46 1.70 -1.76 -50.9% 4.85
ATR 1.73 1.73 0.00 -0.1% 0.00
Volume 156,506 171,282 14,776 9.4% 670,273
Daily Pivots for day following 03-Nov-2020
Classic Woodie Camarilla DeMark
R4 42.95 42.17 38.93
R3 41.25 40.47 38.46
R2 39.55 39.55 38.30
R1 38.77 38.77 38.15 39.16
PP 37.85 37.85 37.85 38.05
S1 37.07 37.07 37.83 37.46
S2 36.15 36.15 37.68
S3 34.45 35.37 37.52
S4 32.75 33.67 37.06
Weekly Pivots for week ending 30-Oct-2020
Classic Woodie Camarilla DeMark
R4 51.74 48.79 38.82
R3 46.89 43.94 37.48
R2 42.04 42.04 37.04
R1 39.09 39.09 36.59 38.14
PP 37.19 37.19 37.19 36.71
S1 34.24 34.24 35.71 33.29
S2 32.34 32.34 35.26
S3 27.49 29.39 34.82
S4 22.64 24.54 33.48
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 39.33 34.04 5.29 13.9% 2.27 6.0% 75% False False 160,394
10 41.85 34.04 7.81 20.6% 1.85 4.9% 51% False False 125,514
20 42.15 34.04 8.11 21.3% 1.54 4.0% 49% False False 105,162
40 42.36 34.04 8.32 21.9% 1.57 4.1% 47% False False 76,834
60 44.60 34.04 10.56 27.8% 1.42 3.8% 37% False False 60,428
80 44.60 34.04 10.56 27.8% 1.35 3.5% 37% False False 49,957
100 44.60 34.04 10.56 27.8% 1.39 3.6% 37% False False 42,711
120 44.60 31.32 13.28 35.0% 1.45 3.8% 50% False False 37,523
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 0.40
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 45.86
2.618 43.08
1.618 41.38
1.000 40.33
0.618 39.68
HIGH 38.63
0.618 37.98
0.500 37.78
0.382 37.58
LOW 36.93
0.618 35.88
1.000 35.23
1.618 34.18
2.618 32.48
4.250 29.71
Fisher Pivots for day following 03-Nov-2020
Pivot 1 day 3 day
R1 37.92 37.44
PP 37.85 36.89
S1 37.78 36.34

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

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