NYMEX Light Sweet Crude Oil Future December 2020


Trading Metrics calculated at close of trading on 10-Nov-2020
Day Change Summary
Previous Current
09-Nov-2020 10-Nov-2020 Change Change % Previous Week
Open 37.34 39.91 2.57 6.9% 35.24
High 41.33 41.84 0.51 1.2% 39.35
Low 37.16 39.41 2.25 6.1% 33.64
Close 40.29 41.36 1.07 2.7% 37.14
Range 4.17 2.43 -1.74 -41.7% 5.71
ATR 1.91 1.94 0.04 2.0% 0.00
Volume 622,921 457,045 -165,876 -26.6% 2,046,207
Daily Pivots for day following 10-Nov-2020
Classic Woodie Camarilla DeMark
R4 48.16 47.19 42.70
R3 45.73 44.76 42.03
R2 43.30 43.30 41.81
R1 42.33 42.33 41.58 42.82
PP 40.87 40.87 40.87 41.11
S1 39.90 39.90 41.14 40.39
S2 38.44 38.44 40.91
S3 36.01 37.47 40.69
S4 33.58 35.04 40.02
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 41.84 37.06 4.78 11.6% 2.24 5.4% 90% True False 445,271
10 41.84 33.64 8.20 19.8% 2.28 5.5% 94% True False 457,391
20 41.90 33.64 8.26 20.0% 1.82 4.4% 93% False False 384,757
40 42.02 33.64 8.38 20.3% 1.72 4.2% 92% False False 269,234
60 44.33 33.64 10.69 25.8% 1.57 3.8% 72% False False 216,079
80 44.33 33.64 10.69 25.8% 1.48 3.6% 72% False False 181,931
100 44.33 33.64 10.69 25.8% 1.46 3.5% 72% False False 159,182
120 44.33 33.12 11.21 27.1% 1.56 3.8% 74% False False 145,728
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.48
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 52.17
2.618 48.20
1.618 45.77
1.000 44.27
0.618 43.34
HIGH 41.84
0.618 40.91
0.500 40.63
0.382 40.34
LOW 39.41
0.618 37.91
1.000 36.98
1.618 35.48
2.618 33.05
4.250 29.08
Fisher Pivots for day following 10-Nov-2020
Pivot 1 day 3 day
R1 41.12 40.72
PP 40.87 40.09
S1 40.63 39.45

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

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