NYMEX Light Sweet Crude Oil Future January 2021


Trading Metrics calculated at close of trading on 16-Nov-2020
Day Change Summary
Previous Current
13-Nov-2020 16-Nov-2020 Change Change % Previous Week
Open 41.21 40.44 -0.77 -1.9% 37.64
High 41.21 42.35 1.14 2.8% 43.33
Low 40.33 40.40 0.07 0.2% 37.52
Close 40.40 41.57 1.17 2.9% 40.40
Range 0.88 1.95 1.07 121.6% 5.81
ATR 1.80 1.81 0.01 0.6% 0.00
Volume 201,433 238,437 37,004 18.4% 1,093,483
Daily Pivots for day following 16-Nov-2020
Classic Woodie Camarilla DeMark
R4 47.29 46.38 42.64
R3 45.34 44.43 42.11
R2 43.39 43.39 41.93
R1 42.48 42.48 41.75 42.94
PP 41.44 41.44 41.44 41.67
S1 40.53 40.53 41.39 40.99
S2 39.49 39.49 41.21
S3 37.54 38.58 41.03
S4 35.59 36.63 40.50
Weekly Pivots for week ending 13-Nov-2020
Classic Woodie Camarilla DeMark
R4 57.85 54.93 43.60
R3 52.04 49.12 42.00
R2 46.23 46.23 41.47
R1 43.31 43.31 40.93 44.77
PP 40.42 40.42 40.42 41.15
S1 37.50 37.50 39.87 38.96
S2 34.61 34.61 39.33
S3 28.80 31.69 38.80
S4 22.99 25.88 37.20
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 43.33 39.72 3.61 8.7% 1.65 4.0% 51% False False 210,049
10 43.33 36.93 6.40 15.4% 1.86 4.5% 73% False False 193,931
20 43.33 34.04 9.29 22.3% 1.84 4.4% 81% False False 155,987
40 43.33 34.04 9.29 22.3% 1.65 4.0% 81% False False 112,028
60 44.60 34.04 10.56 25.4% 1.56 3.8% 71% False False 86,060
80 44.60 34.04 10.56 25.4% 1.45 3.5% 71% False False 70,567
100 44.60 34.04 10.56 25.4% 1.39 3.3% 71% False False 59,396
120 44.60 34.04 10.56 25.4% 1.46 3.5% 71% False False 51,492
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.33
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 50.64
2.618 47.46
1.618 45.51
1.000 44.30
0.618 43.56
HIGH 42.35
0.618 41.61
0.500 41.38
0.382 41.14
LOW 40.40
0.618 39.19
1.000 38.45
1.618 37.24
2.618 35.29
4.250 32.11
Fisher Pivots for day following 16-Nov-2020
Pivot 1 day 3 day
R1 41.51 41.51
PP 41.44 41.45
S1 41.38 41.39

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

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