NYMEX Light Sweet Crude Oil Future April 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 37.49 36.76 -0.73 -1.9% 40.72
High 37.99 38.77 0.78 2.1% 40.95
Low 36.80 35.53 -1.27 -3.5% 36.51
Close 37.40 38.51 1.11 3.0% 37.40
Range 1.19 3.24 2.05 172.3% 4.44
ATR 1.43 1.56 0.13 9.0% 0.00
Volume 31,415 29,532 -1,883 -6.0% 108,200
Daily Pivots for day following 02-Nov-2020
Classic Woodie Camarilla DeMark
R4 47.32 46.16 40.29
R3 44.08 42.92 39.40
R2 40.84 40.84 39.10
R1 39.68 39.68 38.81 40.26
PP 37.60 37.60 37.60 37.90
S1 36.44 36.44 38.21 37.02
S2 34.36 34.36 37.92
S3 31.12 33.20 37.62
S4 27.88 29.96 36.73
Weekly Pivots for week ending 30-Oct-2020
Classic Woodie Camarilla DeMark
R4 51.61 48.94 39.84
R3 47.17 44.50 38.62
R2 42.73 42.73 38.21
R1 40.06 40.06 37.81 39.18
PP 38.29 38.29 38.29 37.84
S1 35.62 35.62 36.99 34.74
S2 33.85 33.85 36.59
S3 29.41 31.18 36.18
S4 24.97 26.74 34.96
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 40.95 35.53 5.42 14.1% 1.98 5.1% 55% False True 24,895
10 42.83 35.53 7.30 19.0% 1.62 4.2% 41% False True 17,982
20 42.87 35.53 7.34 19.1% 1.37 3.5% 41% False True 15,314
40 43.21 35.53 7.68 19.9% 1.42 3.7% 39% False True 14,015
60 45.23 35.53 9.70 25.2% 1.23 3.2% 31% False True 10,808
80 45.23 35.53 9.70 25.2% 1.16 3.0% 31% False True 8,799
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 0.32
Widest range in 95 trading days
Fibonacci Retracements and Extensions
4.250 52.54
2.618 47.25
1.618 44.01
1.000 42.01
0.618 40.77
HIGH 38.77
0.618 37.53
0.500 37.15
0.382 36.77
LOW 35.53
0.618 33.53
1.000 32.29
1.618 30.29
2.618 27.05
4.250 21.76
Fisher Pivots for day following 02-Nov-2020
Pivot 1 day 3 day
R1 38.06 38.12
PP 37.60 37.72
S1 37.15 37.33

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

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