NYMEX Light Sweet Crude Oil Future December 2020


Trading Metrics calculated at close of trading on 11-Nov-2020
Day Change Summary
Previous Current
10-Nov-2020 11-Nov-2020 Change Change % Previous Week
Open 39.91 41.79 1.88 4.7% 35.24
High 41.84 43.06 1.22 2.9% 39.35
Low 39.41 41.32 1.91 4.8% 33.64
Close 41.36 41.45 0.09 0.2% 37.14
Range 2.43 1.74 -0.69 -28.4% 5.71
ATR 1.94 1.93 -0.01 -0.7% 0.00
Volume 457,045 443,772 -13,273 -2.9% 2,046,207
Daily Pivots for day following 11-Nov-2020
Classic Woodie Camarilla DeMark
R4 47.16 46.05 42.41
R3 45.42 44.31 41.93
R2 43.68 43.68 41.77
R1 42.57 42.57 41.61 42.26
PP 41.94 41.94 41.94 41.79
S1 40.83 40.83 41.29 40.52
S2 40.20 40.20 41.13
S3 38.46 39.09 40.97
S4 36.72 37.35 40.49
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 43.06 37.06 6.00 14.5% 2.19 5.3% 73% True False 446,626
10 43.06 33.64 9.42 22.7% 2.25 5.4% 83% True False 452,773
20 43.06 33.64 9.42 22.7% 1.84 4.4% 83% True False 393,721
40 43.06 33.64 9.42 22.7% 1.72 4.1% 83% True False 274,832
60 44.33 33.64 10.69 25.8% 1.59 3.8% 73% False False 222,390
80 44.33 33.64 10.69 25.8% 1.48 3.6% 73% False False 186,271
100 44.33 33.64 10.69 25.8% 1.46 3.5% 73% False False 163,120
120 44.33 33.53 10.80 26.1% 1.55 3.7% 73% False False 148,856
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 0.53
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 50.46
2.618 47.62
1.618 45.88
1.000 44.80
0.618 44.14
HIGH 43.06
0.618 42.40
0.500 42.19
0.382 41.98
LOW 41.32
0.618 40.24
1.000 39.58
1.618 38.50
2.618 36.76
4.250 33.93
Fisher Pivots for day following 11-Nov-2020
Pivot 1 day 3 day
R1 42.19 41.00
PP 41.94 40.56
S1 41.70 40.11

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

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