NYMEX Light Sweet Crude Oil Future May 2021


Trading Metrics calculated at close of trading on 30-Oct-2020
Day Change Summary
Previous Current
29-Oct-2020 30-Oct-2020 Change Change % Previous Week
Open 39.28 37.76 -1.52 -3.9% 40.90
High 39.40 38.27 -1.13 -2.9% 41.17
Low 36.89 37.14 0.25 0.7% 36.89
Close 37.90 37.76 -0.14 -0.4% 37.76
Range 2.51 1.13 -1.38 -55.0% 4.28
ATR 1.40 1.38 -0.02 -1.4% 0.00
Volume 18,386 9,493 -8,893 -48.4% 54,667
Daily Pivots for day following 30-Oct-2020
Classic Woodie Camarilla DeMark
R4 41.11 40.57 38.38
R3 39.98 39.44 38.07
R2 38.85 38.85 37.97
R1 38.31 38.31 37.86 38.33
PP 37.72 37.72 37.72 37.73
S1 37.18 37.18 37.66 37.20
S2 36.59 36.59 37.55
S3 35.46 36.05 37.45
S4 34.33 34.92 37.14
Weekly Pivots for week ending 30-Oct-2020
Classic Woodie Camarilla DeMark
R4 51.45 48.88 40.11
R3 47.17 44.60 38.94
R2 42.89 42.89 38.54
R1 40.32 40.32 38.15 39.47
PP 38.61 38.61 38.61 38.18
S1 36.04 36.04 37.37 35.19
S2 34.33 34.33 36.98
S3 30.05 31.76 36.58
S4 25.77 27.48 35.41
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 41.17 36.89 4.28 11.3% 1.50 4.0% 20% False False 10,933
10 43.01 36.89 6.12 16.2% 1.30 3.4% 14% False False 9,578
20 43.02 36.89 6.13 16.2% 1.25 3.3% 14% False False 8,932
40 44.14 36.89 7.25 19.2% 1.32 3.5% 12% False False 8,348
60 45.42 36.89 8.53 22.6% 1.14 3.0% 10% False False 7,007
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.19
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 43.07
2.618 41.23
1.618 40.10
1.000 39.40
0.618 38.97
HIGH 38.27
0.618 37.84
0.500 37.71
0.382 37.57
LOW 37.14
0.618 36.44
1.000 36.01
1.618 35.31
2.618 34.18
4.250 32.34
Fisher Pivots for day following 30-Oct-2020
Pivot 1 day 3 day
R1 37.74 38.63
PP 37.72 38.34
S1 37.71 38.05

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

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