NYMEX Light Sweet Crude Oil Future December 2020


Trading Metrics calculated at close of trading on 18-Nov-2020
Day Change Summary
Previous Current
17-Nov-2020 18-Nov-2020 Change Change % Previous Week
Open 41.44 41.35 -0.09 -0.2% 37.34
High 41.69 42.46 0.77 1.8% 43.06
Low 40.57 41.08 0.51 1.3% 37.16
Close 41.43 41.82 0.39 0.9% 40.13
Range 1.12 1.38 0.26 23.2% 5.90
ATR 1.78 1.76 -0.03 -1.6% 0.00
Volume 243,677 107,013 -136,664 -56.1% 2,262,956
Daily Pivots for day following 18-Nov-2020
Classic Woodie Camarilla DeMark
R4 45.93 45.25 42.58
R3 44.55 43.87 42.20
R2 43.17 43.17 42.07
R1 42.49 42.49 41.95 42.83
PP 41.79 41.79 41.79 41.96
S1 41.11 41.11 41.69 41.45
S2 40.41 40.41 41.57
S3 39.03 39.73 41.44
S4 37.65 38.35 41.06
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 42.46 40.06 2.40 5.7% 1.33 3.2% 73% True False 293,738
10 43.06 37.06 6.00 14.3% 1.76 4.2% 79% False False 370,182
20 43.06 33.64 9.42 22.5% 1.83 4.4% 87% False False 388,126
40 43.06 33.64 9.42 22.5% 1.68 4.0% 87% False False 298,318
60 44.33 33.64 10.69 25.6% 1.62 3.9% 77% False False 239,496
80 44.33 33.64 10.69 25.6% 1.50 3.6% 77% False False 200,645
100 44.33 33.64 10.69 25.6% 1.43 3.4% 77% False False 174,260
120 44.33 33.64 10.69 25.6% 1.52 3.6% 77% False False 157,880
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.25
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 48.33
2.618 46.07
1.618 44.69
1.000 43.84
0.618 43.31
HIGH 42.46
0.618 41.93
0.500 41.77
0.382 41.61
LOW 41.08
0.618 40.23
1.000 39.70
1.618 38.85
2.618 37.47
4.250 35.22
Fisher Pivots for day following 18-Nov-2020
Pivot 1 day 3 day
R1 41.80 41.65
PP 41.79 41.48
S1 41.77 41.31

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

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