NYMEX Light Sweet Crude Oil Future December 2020


Trading Metrics calculated at close of trading on 16-Nov-2020
Day Change Summary
Previous Current
13-Nov-2020 16-Nov-2020 Change Change % Previous Week
Open 40.94 40.17 -0.77 -1.9% 37.34
High 40.94 42.09 1.15 2.8% 43.06
Low 40.06 40.15 0.09 0.2% 37.16
Close 40.13 41.34 1.21 3.0% 40.13
Range 0.88 1.94 1.06 120.5% 5.90
ATR 1.83 1.84 0.01 0.5% 0.00
Volume 338,187 378,785 40,598 12.0% 2,262,956
Daily Pivots for day following 16-Nov-2020
Classic Woodie Camarilla DeMark
R4 47.01 46.12 42.41
R3 45.07 44.18 41.87
R2 43.13 43.13 41.70
R1 42.24 42.24 41.52 42.69
PP 41.19 41.19 41.19 41.42
S1 40.30 40.30 41.16 40.75
S2 39.25 39.25 40.98
S3 37.31 38.36 40.81
S4 35.37 36.42 40.27
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 39.41 3.65 8.8% 1.66 4.0% 53% False False 403,764
10 43.06 36.57 6.49 15.7% 1.89 4.6% 73% False False 419,874
20 43.06 33.64 9.42 22.8% 1.87 4.5% 82% False False 406,965
40 43.06 33.64 9.42 22.8% 1.68 4.1% 82% False False 293,307
60 44.33 33.64 10.69 25.9% 1.60 3.9% 72% False False 236,865
80 44.33 33.64 10.69 25.9% 1.50 3.6% 72% False False 197,763
100 44.33 33.64 10.69 25.9% 1.44 3.5% 72% False False 172,075
120 44.33 33.64 10.69 25.9% 1.53 3.7% 72% False False 156,384
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.34
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 50.34
2.618 47.17
1.618 45.23
1.000 44.03
0.618 43.29
HIGH 42.09
0.618 41.35
0.500 41.12
0.382 40.89
LOW 40.15
0.618 38.95
1.000 38.21
1.618 37.01
2.618 35.07
4.250 31.91
Fisher Pivots for day following 16-Nov-2020
Pivot 1 day 3 day
R1 41.27 41.27
PP 41.19 41.20
S1 41.12 41.13

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

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