NYMEX Light Sweet Crude Oil Future December 2020


Trading Metrics calculated at close of trading on 17-Nov-2020
Day Change Summary
Previous Current
16-Nov-2020 17-Nov-2020 Change Change % Previous Week
Open 40.17 41.44 1.27 3.2% 37.34
High 42.09 41.69 -0.40 -1.0% 43.06
Low 40.15 40.57 0.42 1.0% 37.16
Close 41.34 41.43 0.09 0.2% 40.13
Range 1.94 1.12 -0.82 -42.3% 5.90
ATR 1.84 1.78 -0.05 -2.8% 0.00
Volume 378,785 243,677 -135,108 -35.7% 2,262,956
Daily Pivots for day following 17-Nov-2020
Classic Woodie Camarilla DeMark
R4 44.59 44.13 42.05
R3 43.47 43.01 41.74
R2 42.35 42.35 41.64
R1 41.89 41.89 41.53 41.56
PP 41.23 41.23 41.23 41.07
S1 40.77 40.77 41.33 40.44
S2 40.11 40.11 41.22
S3 38.99 39.65 41.12
S4 37.87 38.53 40.81
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 40.06 3.00 7.2% 1.40 3.4% 46% False False 361,090
10 43.06 37.06 6.00 14.5% 1.82 4.4% 73% False False 403,181
20 43.06 33.64 9.42 22.7% 1.85 4.5% 83% False False 401,120
40 43.06 33.64 9.42 22.7% 1.68 4.1% 83% False False 297,832
60 44.33 33.64 10.69 25.8% 1.61 3.9% 73% False False 239,697
80 44.33 33.64 10.69 25.8% 1.50 3.6% 73% False False 199,932
100 44.33 33.64 10.69 25.8% 1.43 3.5% 73% False False 173,880
120 44.33 33.64 10.69 25.8% 1.52 3.7% 73% False False 157,718
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.32
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 46.45
2.618 44.62
1.618 43.50
1.000 42.81
0.618 42.38
HIGH 41.69
0.618 41.26
0.500 41.13
0.382 41.00
LOW 40.57
0.618 39.88
1.000 39.45
1.618 38.76
2.618 37.64
4.250 35.81
Fisher Pivots for day following 17-Nov-2020
Pivot 1 day 3 day
R1 41.33 41.31
PP 41.23 41.19
S1 41.13 41.08

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

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