NYMEX Light Sweet Crude Oil Future January 2021


Trading Metrics calculated at close of trading on 09-Nov-2020
Day Change Summary
Previous Current
06-Nov-2020 09-Nov-2020 Change Change % Previous Week
Open 38.82 37.64 -1.18 -3.0% 35.50
High 38.92 41.63 2.71 7.0% 39.67
Low 37.40 37.52 0.12 0.3% 34.04
Close 37.49 40.62 3.13 8.3% 37.49
Range 1.52 4.11 2.59 170.4% 5.63
ATR 1.70 1.87 0.17 10.3% 0.00
Volume 182,654 281,671 99,017 54.2% 763,896
Daily Pivots for day following 09-Nov-2020
Classic Woodie Camarilla DeMark
R4 52.25 50.55 42.88
R3 48.14 46.44 41.75
R2 44.03 44.03 41.37
R1 42.33 42.33 41.00 43.18
PP 39.92 39.92 39.92 40.35
S1 38.22 38.22 40.24 39.07
S2 35.81 35.81 39.87
S3 31.70 34.11 39.49
S4 27.59 30.00 38.36
Weekly Pivots for week ending 06-Nov-2020
Classic Woodie Camarilla DeMark
R4 53.96 51.35 40.59
R3 48.33 45.72 39.04
R2 42.70 42.70 38.52
R1 40.09 40.09 38.01 41.40
PP 37.07 37.07 37.07 37.72
S1 34.46 34.46 36.97 35.77
S2 31.44 31.44 36.46
S3 25.81 28.83 35.94
S4 20.18 23.20 34.39
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 41.63 36.93 4.70 11.6% 2.07 5.1% 79% True False 177,812
10 41.63 34.04 7.59 18.7% 2.13 5.2% 87% True False 161,362
20 42.15 34.04 8.11 20.0% 1.72 4.2% 81% False False 123,190
40 42.36 34.04 8.32 20.5% 1.66 4.1% 79% False False 91,421
60 44.60 34.04 10.56 26.0% 1.51 3.7% 62% False False 70,579
80 44.60 34.04 10.56 26.0% 1.41 3.5% 62% False False 58,397
100 44.60 34.04 10.56 26.0% 1.40 3.4% 62% False False 49,551
120 44.60 33.62 10.98 27.0% 1.47 3.6% 64% False False 43,223
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.43
Widest range in 140 trading days
Fibonacci Retracements and Extensions
4.250 59.10
2.618 52.39
1.618 48.28
1.000 45.74
0.618 44.17
HIGH 41.63
0.618 40.06
0.500 39.58
0.382 39.09
LOW 37.52
0.618 34.98
1.000 33.41
1.618 30.87
2.618 26.76
4.250 20.05
Fisher Pivots for day following 09-Nov-2020
Pivot 1 day 3 day
R1 40.27 40.25
PP 39.92 39.88
S1 39.58 39.52

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

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