NYMEX Light Sweet Crude Oil Future December 2020


Trading Metrics calculated at close of trading on 09-Nov-2020
Day Change Summary
Previous Current
06-Nov-2020 09-Nov-2020 Change Change % Previous Week
Open 38.54 37.34 -1.20 -3.1% 35.24
High 38.61 41.33 2.72 7.0% 39.35
Low 37.06 37.16 0.10 0.3% 33.64
Close 37.14 40.29 3.15 8.5% 37.14
Range 1.55 4.17 2.62 169.0% 5.71
ATR 1.73 1.91 0.18 10.2% 0.00
Volume 411,026 622,921 211,895 51.6% 2,046,207
Daily Pivots for day following 09-Nov-2020
Classic Woodie Camarilla DeMark
R4 52.10 50.37 42.58
R3 47.93 46.20 41.44
R2 43.76 43.76 41.05
R1 42.03 42.03 40.67 42.90
PP 39.59 39.59 39.59 40.03
S1 37.86 37.86 39.91 38.73
S2 35.42 35.42 39.53
S3 31.25 33.69 39.14
S4 27.08 29.52 38.00
Weekly Pivots for week ending 06-Nov-2020
Classic Woodie Camarilla DeMark
R4 53.84 51.20 40.28
R3 48.13 45.49 38.71
R2 42.42 42.42 38.19
R1 39.78 39.78 37.66 41.10
PP 36.71 36.71 36.71 37.37
S1 34.07 34.07 36.62 35.39
S2 31.00 31.00 36.09
S3 25.29 28.36 35.57
S4 19.58 22.65 34.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 41.33 36.57 4.76 11.8% 2.11 5.2% 78% True False 435,984
10 41.33 33.64 7.69 19.1% 2.16 5.4% 86% True False 445,640
20 41.90 33.64 8.26 20.5% 1.76 4.4% 81% False False 374,340
40 42.02 33.64 8.38 20.8% 1.69 4.2% 79% False False 261,314
60 44.33 33.64 10.69 26.5% 1.55 3.8% 62% False False 209,719
80 44.33 33.64 10.69 26.5% 1.46 3.6% 62% False False 176,836
100 44.33 33.64 10.69 26.5% 1.45 3.6% 62% False False 155,586
120 44.33 33.12 11.21 27.8% 1.54 3.8% 64% False False 142,606
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.44
Widest range in 140 trading days
Fibonacci Retracements and Extensions
4.250 59.05
2.618 52.25
1.618 48.08
1.000 45.50
0.618 43.91
HIGH 41.33
0.618 39.74
0.500 39.25
0.382 38.75
LOW 37.16
0.618 34.58
1.000 32.99
1.618 30.41
2.618 26.24
4.250 19.44
Fisher Pivots for day following 09-Nov-2020
Pivot 1 day 3 day
R1 39.94 39.93
PP 39.59 39.56
S1 39.25 39.20

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

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