NYMEX Light Sweet Crude Oil Future January 2021


Trading Metrics calculated at close of trading on 11-Nov-2020
Day Change Summary
Previous Current
10-Nov-2020 11-Nov-2020 Change Change % Previous Week
Open 40.19 42.08 1.89 4.7% 35.50
High 42.12 43.33 1.21 2.9% 39.67
Low 39.72 41.61 1.89 4.8% 34.04
Close 41.67 41.74 0.07 0.2% 37.49
Range 2.40 1.72 -0.68 -28.3% 5.63
ATR 1.91 1.90 -0.01 -0.7% 0.00
Volume 214,040 216,248 2,208 1.0% 763,896
Daily Pivots for day following 11-Nov-2020
Classic Woodie Camarilla DeMark
R4 47.39 46.28 42.69
R3 45.67 44.56 42.21
R2 43.95 43.95 42.06
R1 42.84 42.84 41.90 42.54
PP 42.23 42.23 42.23 42.07
S1 41.12 41.12 41.58 40.82
S2 40.51 40.51 41.42
S3 38.79 39.40 41.27
S4 37.07 37.68 40.79
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 43.33 37.40 5.93 14.2% 2.16 5.2% 73% True False 198,393
10 43.33 34.04 9.29 22.3% 2.21 5.3% 83% True False 178,606
20 43.33 34.04 9.29 22.3% 1.81 4.3% 83% True False 135,967
40 43.33 34.04 9.29 22.3% 1.68 4.0% 83% True False 99,659
60 44.60 34.04 10.56 25.3% 1.55 3.7% 73% False False 76,926
80 44.60 34.04 10.56 25.3% 1.44 3.4% 73% False False 63,460
100 44.60 34.04 10.56 25.3% 1.41 3.4% 73% False False 53,581
120 44.60 33.95 10.65 25.5% 1.48 3.5% 73% False False 46,614
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 0.50
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 50.64
2.618 47.83
1.618 46.11
1.000 45.05
0.618 44.39
HIGH 43.33
0.618 42.67
0.500 42.47
0.382 42.27
LOW 41.61
0.618 40.55
1.000 39.89
1.618 38.83
2.618 37.11
4.250 34.30
Fisher Pivots for day following 11-Nov-2020
Pivot 1 day 3 day
R1 42.47 41.30
PP 42.23 40.86
S1 41.98 40.43

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

View Archives - Comment on this page... - Back to Index of Symbols