NYMEX Light Sweet Crude Oil Future January 2021


Trading Metrics calculated at close of trading on 24-Nov-2020
Day Change Summary
Previous Current
23-Nov-2020 24-Nov-2020 Change Change % Previous Week
Open 42.46 42.84 0.38 0.9% 40.44
High 43.36 45.20 1.84 4.2% 42.68
Low 42.29 42.82 0.53 1.3% 40.40
Close 43.06 44.91 1.85 4.3% 42.42
Range 1.07 2.38 1.31 122.4% 2.28
ATR 1.58 1.64 0.06 3.6% 0.00
Volume 300,717 418,527 117,810 39.2% 1,387,471
Daily Pivots for day following 24-Nov-2020
Classic Woodie Camarilla DeMark
R4 51.45 50.56 46.22
R3 49.07 48.18 45.56
R2 46.69 46.69 45.35
R1 45.80 45.80 45.13 46.25
PP 44.31 44.31 44.31 44.53
S1 43.42 43.42 44.69 43.87
S2 41.93 41.93 44.47
S3 39.55 41.04 44.26
S4 37.17 38.66 43.60
Weekly Pivots for week ending 20-Nov-2020
Classic Woodie Camarilla DeMark
R4 48.67 47.83 43.67
R3 46.39 45.55 43.05
R2 44.11 44.11 42.84
R1 43.27 43.27 42.63 43.69
PP 41.83 41.83 41.83 42.05
S1 40.99 40.99 42.21 41.41
S2 39.55 39.55 42.00
S3 37.27 38.71 41.79
S4 34.99 36.43 41.17
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 45.20 41.26 3.94 8.8% 1.33 3.0% 93% True False 326,322
10 45.20 40.33 4.87 10.8% 1.36 3.0% 94% True False 270,448
20 45.20 34.04 11.16 24.8% 1.80 4.0% 97% True False 221,913
40 45.20 34.04 11.16 24.8% 1.65 3.7% 97% True False 152,577
60 45.20 34.04 11.16 24.8% 1.61 3.6% 97% True False 114,852
80 45.20 34.04 11.16 24.8% 1.46 3.2% 97% True False 92,511
100 45.20 34.04 11.16 24.8% 1.38 3.1% 97% True False 77,030
120 45.20 34.04 11.16 24.8% 1.45 3.2% 97% True False 66,435
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 0.23
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 55.32
2.618 51.43
1.618 49.05
1.000 47.58
0.618 46.67
HIGH 45.20
0.618 44.29
0.500 44.01
0.382 43.73
LOW 42.82
0.618 41.35
1.000 40.44
1.618 38.97
2.618 36.59
4.250 32.71
Fisher Pivots for day following 24-Nov-2020
Pivot 1 day 3 day
R1 44.61 44.41
PP 44.31 43.91
S1 44.01 43.41

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

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