NYMEX Light Sweet Crude Oil Future April 2021


Trading Metrics calculated at close of trading on 05-Nov-2020
Day Change Summary
Previous Current
04-Nov-2020 05-Nov-2020 Change Change % Previous Week
Open 39.59 40.44 0.85 2.1% 40.72
High 40.65 40.71 0.06 0.1% 40.95
Low 38.86 39.82 0.96 2.5% 36.51
Close 40.59 40.22 -0.37 -0.9% 37.40
Range 1.79 0.89 -0.90 -50.3% 4.44
ATR 1.58 1.53 -0.05 -3.1% 0.00
Volume 13,335 12,498 -837 -6.3% 108,200
Daily Pivots for day following 05-Nov-2020
Classic Woodie Camarilla DeMark
R4 42.92 42.46 40.71
R3 42.03 41.57 40.46
R2 41.14 41.14 40.38
R1 40.68 40.68 40.30 40.47
PP 40.25 40.25 40.25 40.14
S1 39.79 39.79 40.14 39.58
S2 39.36 39.36 40.06
S3 38.47 38.90 39.98
S4 37.58 38.01 39.73
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 40.71 35.53 5.18 12.9% 1.73 4.3% 91% True False 20,824
10 41.96 35.53 6.43 16.0% 1.65 4.1% 73% False False 18,710
20 42.87 35.53 7.34 18.2% 1.39 3.5% 64% False False 15,180
40 43.21 35.53 7.68 19.1% 1.39 3.5% 61% False False 13,664
60 45.23 35.53 9.70 24.1% 1.26 3.1% 48% False False 11,365
80 45.23 35.53 9.70 24.1% 1.18 2.9% 48% False False 9,270
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.39
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 44.49
2.618 43.04
1.618 42.15
1.000 41.60
0.618 41.26
HIGH 40.71
0.618 40.37
0.500 40.27
0.382 40.16
LOW 39.82
0.618 39.27
1.000 38.93
1.618 38.38
2.618 37.49
4.250 36.04
Fisher Pivots for day following 05-Nov-2020
Pivot 1 day 3 day
R1 40.27 39.97
PP 40.25 39.72
S1 40.24 39.47

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

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