NYMEX Light Sweet Crude Oil Future January 2021


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 41.65 41.55 -0.10 -0.2% 37.64
High 41.93 42.68 0.75 1.8% 43.33
Low 40.81 41.30 0.49 1.2% 37.52
Close 41.65 42.01 0.36 0.9% 40.40
Range 1.12 1.38 0.26 23.2% 5.81
ATR 1.76 1.73 -0.03 -1.5% 0.00
Volume 236,667 322,651 85,984 36.3% 1,093,483
Daily Pivots for day following 18-Nov-2020
Classic Woodie Camarilla DeMark
R4 46.14 45.45 42.77
R3 44.76 44.07 42.39
R2 43.38 43.38 42.26
R1 42.69 42.69 42.14 43.04
PP 42.00 42.00 42.00 42.17
S1 41.31 41.31 41.88 41.66
S2 40.62 40.62 41.76
S3 39.24 39.93 41.63
S4 37.86 38.55 41.25
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 42.68 40.33 2.35 5.6% 1.32 3.2% 71% True False 235,855
10 43.33 37.40 5.93 14.1% 1.74 4.2% 78% False False 217,124
20 43.33 34.04 9.29 22.1% 1.81 4.3% 86% False False 174,050
40 43.33 34.04 9.29 22.1% 1.65 3.9% 86% False False 123,786
60 44.60 34.04 10.56 25.1% 1.58 3.8% 75% False False 94,364
80 44.60 34.04 10.56 25.1% 1.45 3.5% 75% False False 77,104
100 44.60 34.04 10.56 25.1% 1.38 3.3% 75% False False 64,688
120 44.60 34.04 10.56 25.1% 1.45 3.5% 75% False False 55,956
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 48.55
2.618 46.29
1.618 44.91
1.000 44.06
0.618 43.53
HIGH 42.68
0.618 42.15
0.500 41.99
0.382 41.83
LOW 41.30
0.618 40.45
1.000 39.92
1.618 39.07
2.618 37.69
4.250 35.44
Fisher Pivots for day following 18-Nov-2020
Pivot 1 day 3 day
R1 42.00 41.85
PP 42.00 41.70
S1 41.99 41.54

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

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