NYMEX Light Sweet Crude Oil Future January 2021


Trading Metrics calculated at close of trading on 10-Nov-2020
Day Change Summary
Previous Current
09-Nov-2020 10-Nov-2020 Change Change % Previous Week
Open 37.64 40.19 2.55 6.8% 35.50
High 41.63 42.12 0.49 1.2% 39.67
Low 37.52 39.72 2.20 5.9% 34.04
Close 40.62 41.67 1.05 2.6% 37.49
Range 4.11 2.40 -1.71 -41.6% 5.63
ATR 1.87 1.91 0.04 2.0% 0.00
Volume 281,671 214,040 -67,631 -24.0% 763,896
Daily Pivots for day following 10-Nov-2020
Classic Woodie Camarilla DeMark
R4 48.37 47.42 42.99
R3 45.97 45.02 42.33
R2 43.57 43.57 42.11
R1 42.62 42.62 41.89 43.10
PP 41.17 41.17 41.17 41.41
S1 40.22 40.22 41.45 40.70
S2 38.77 38.77 41.23
S3 36.37 37.82 41.01
S4 33.97 35.42 40.35
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 42.12 37.40 4.72 11.3% 2.21 5.3% 90% True False 186,363
10 42.12 34.04 8.08 19.4% 2.24 5.4% 94% True False 173,378
20 42.15 34.04 8.11 19.5% 1.79 4.3% 94% False False 129,193
40 42.36 34.04 8.32 20.0% 1.68 4.0% 92% False False 95,647
60 44.60 34.04 10.56 25.3% 1.53 3.7% 72% False False 73,662
80 44.60 34.04 10.56 25.3% 1.43 3.4% 72% False False 60,980
100 44.60 34.04 10.56 25.3% 1.41 3.4% 72% False False 51,508
120 44.60 33.62 10.98 26.3% 1.48 3.6% 73% False False 44,883
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.46
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 52.32
2.618 48.40
1.618 46.00
1.000 44.52
0.618 43.60
HIGH 42.12
0.618 41.20
0.500 40.92
0.382 40.64
LOW 39.72
0.618 38.24
1.000 37.32
1.618 35.84
2.618 33.44
4.250 29.52
Fisher Pivots for day following 10-Nov-2020
Pivot 1 day 3 day
R1 41.42 41.03
PP 41.17 40.40
S1 40.92 39.76

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

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