NYMEX Light Sweet Crude Oil Future March 2021


Trading Metrics calculated at close of trading on 02-Nov-2020
Day Change Summary
Previous Current
30-Oct-2020 02-Nov-2020 Change Change % Previous Week
Open 37.16 36.37 -0.79 -2.1% 40.52
High 37.64 38.37 0.73 1.9% 40.71
Low 36.41 35.00 -1.41 -3.9% 36.09
Close 37.00 38.08 1.08 2.9% 37.00
Range 1.23 3.37 2.14 174.0% 4.62
ATR 1.50 1.63 0.13 8.9% 0.00
Volume 35,943 51,376 15,433 42.9% 209,453
Daily Pivots for day following 02-Nov-2020
Classic Woodie Camarilla DeMark
R4 47.26 46.04 39.93
R3 43.89 42.67 39.01
R2 40.52 40.52 38.70
R1 39.30 39.30 38.39 39.91
PP 37.15 37.15 37.15 37.46
S1 35.93 35.93 37.77 36.54
S2 33.78 33.78 37.46
S3 30.41 32.56 37.15
S4 27.04 29.19 36.23
Weekly Pivots for week ending 30-Oct-2020
Classic Woodie Camarilla DeMark
R4 51.79 49.02 39.54
R3 47.17 44.40 38.27
R2 42.55 42.55 37.85
R1 39.78 39.78 37.42 38.86
PP 37.93 37.93 37.93 37.47
S1 35.16 35.16 36.58 34.24
S2 33.31 33.31 36.15
S3 28.69 30.54 35.73
S4 24.07 25.92 34.46
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 40.71 35.00 5.71 15.0% 2.07 5.4% 54% False True 47,189
10 42.64 35.00 7.64 20.1% 1.70 4.5% 40% False True 35,056
20 42.64 35.00 7.64 20.1% 1.43 3.8% 40% False True 34,953
40 42.95 35.00 7.95 20.9% 1.50 3.9% 39% False True 33,893
60 45.07 35.00 10.07 26.4% 1.32 3.5% 31% False True 28,434
80 45.07 35.00 10.07 26.4% 1.25 3.3% 31% False True 24,243
100 45.07 35.00 10.07 26.4% 1.30 3.4% 31% False True 21,610
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.35
Widest range in 113 trading days
Fibonacci Retracements and Extensions
4.250 52.69
2.618 47.19
1.618 43.82
1.000 41.74
0.618 40.45
HIGH 38.37
0.618 37.08
0.500 36.69
0.382 36.29
LOW 35.00
0.618 32.92
1.000 31.63
1.618 29.55
2.618 26.18
4.250 20.68
Fisher Pivots for day following 02-Nov-2020
Pivot 1 day 3 day
R1 37.62 37.68
PP 37.15 37.29
S1 36.69 36.89

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

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