NYMEX Light Sweet Crude Oil Future December 2020


Trading Metrics calculated at close of trading on 13-Nov-2020
Day Change Summary
Previous Current
12-Nov-2020 13-Nov-2020 Change Change % Previous Week
Open 41.47 40.94 -0.53 -1.3% 37.34
High 42.19 40.94 -1.25 -3.0% 43.06
Low 40.87 40.06 -0.81 -2.0% 37.16
Close 41.12 40.13 -0.99 -2.4% 40.13
Range 1.32 0.88 -0.44 -33.3% 5.90
ATR 1.88 1.83 -0.06 -3.1% 0.00
Volume 401,031 338,187 -62,844 -15.7% 2,262,956
Daily Pivots for day following 13-Nov-2020
Classic Woodie Camarilla DeMark
R4 43.02 42.45 40.61
R3 42.14 41.57 40.37
R2 41.26 41.26 40.29
R1 40.69 40.69 40.21 40.54
PP 40.38 40.38 40.38 40.30
S1 39.81 39.81 40.05 39.66
S2 39.50 39.50 39.97
S3 38.62 38.93 39.89
S4 37.74 38.05 39.65
Weekly Pivots for week ending 13-Nov-2020
Classic Woodie Camarilla DeMark
R4 57.82 54.87 43.38
R3 51.92 48.97 41.75
R2 46.02 46.02 41.21
R1 43.07 43.07 40.67 44.55
PP 40.12 40.12 40.12 40.85
S1 37.17 37.17 39.59 38.65
S2 34.22 34.22 39.05
S3 28.32 31.27 38.51
S4 22.42 25.37 36.89
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 43.06 37.16 5.90 14.7% 2.11 5.3% 50% False False 452,591
10 43.06 33.64 9.42 23.5% 2.04 5.1% 69% False False 430,916
20 43.06 33.64 9.42 23.5% 1.80 4.5% 69% False False 403,758
40 43.06 33.64 9.42 23.5% 1.70 4.2% 69% False False 286,674
60 44.33 33.64 10.69 26.6% 1.60 4.0% 61% False False 232,137
80 44.33 33.64 10.69 26.6% 1.48 3.7% 61% False False 193,914
100 44.33 33.64 10.69 26.6% 1.44 3.6% 61% False False 169,101
120 44.33 33.53 10.80 26.9% 1.53 3.8% 61% False False 153,852
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 0.50
Narrowest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 44.68
2.618 43.24
1.618 42.36
1.000 41.82
0.618 41.48
HIGH 40.94
0.618 40.60
0.500 40.50
0.382 40.40
LOW 40.06
0.618 39.52
1.000 39.18
1.618 38.64
2.618 37.76
4.250 36.32
Fisher Pivots for day following 13-Nov-2020
Pivot 1 day 3 day
R1 40.50 41.56
PP 40.38 41.08
S1 40.25 40.61

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

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