NYMEX Light Sweet Crude Oil Future January 2021


Trading Metrics calculated at close of trading on 06-Nov-2020
Day Change Summary
Previous Current
05-Nov-2020 06-Nov-2020 Change Change % Previous Week
Open 39.42 38.82 -0.60 -1.5% 35.50
High 39.67 38.92 -0.75 -1.9% 39.67
Low 38.60 37.40 -1.20 -3.1% 34.04
Close 39.11 37.49 -1.62 -4.1% 37.49
Range 1.07 1.52 0.45 42.1% 5.63
ATR 1.70 1.70 0.00 0.1% 0.00
Volume 97,354 182,654 85,300 87.6% 763,896
Daily Pivots for day following 06-Nov-2020
Classic Woodie Camarilla DeMark
R4 42.50 41.51 38.33
R3 40.98 39.99 37.91
R2 39.46 39.46 37.77
R1 38.47 38.47 37.63 38.21
PP 37.94 37.94 37.94 37.80
S1 36.95 36.95 37.35 36.69
S2 36.42 36.42 37.21
S3 34.90 35.43 37.07
S4 33.38 33.91 36.65
Weekly Pivots for week ending 06-Nov-2020
Classic Woodie Camarilla DeMark
R4 53.96 51.35 40.59
R3 48.33 45.72 39.04
R2 42.70 42.70 38.52
R1 40.09 40.09 38.01 41.40
PP 37.07 37.07 37.07 37.72
S1 34.46 34.46 36.97 35.77
S2 31.44 31.44 36.46
S3 25.81 28.83 35.94
S4 20.18 23.20 34.39
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 39.67 34.04 5.63 15.0% 1.94 5.2% 61% False False 152,779
10 40.13 34.04 6.09 16.2% 1.86 5.0% 57% False False 143,416
20 42.15 34.04 8.11 21.6% 1.59 4.2% 43% False False 113,002
40 42.36 34.04 8.32 22.2% 1.58 4.2% 41% False False 85,083
60 44.60 34.04 10.56 28.2% 1.45 3.9% 33% False False 66,241
80 44.60 34.04 10.56 28.2% 1.37 3.7% 33% False False 54,982
100 44.60 34.04 10.56 28.2% 1.37 3.7% 33% False False 46,853
120 44.60 33.62 10.98 29.3% 1.45 3.9% 35% False False 40,944
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 0.42
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 45.38
2.618 42.90
1.618 41.38
1.000 40.44
0.618 39.86
HIGH 38.92
0.618 38.34
0.500 38.16
0.382 37.98
LOW 37.40
0.618 36.46
1.000 35.88
1.618 34.94
2.618 33.42
4.250 30.94
Fisher Pivots for day following 06-Nov-2020
Pivot 1 day 3 day
R1 38.16 38.54
PP 37.94 38.19
S1 37.71 37.84

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

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