NYMEX Light Sweet Crude Oil Future January 2021


Trading Metrics calculated at close of trading on 25-Nov-2020
Day Change Summary
Previous Current
24-Nov-2020 25-Nov-2020 Change Change % Previous Week
Open 42.84 44.82 1.98 4.6% 40.44
High 45.20 46.26 1.06 2.3% 42.68
Low 42.82 44.73 1.91 4.5% 40.40
Close 44.91 45.71 0.80 1.8% 42.42
Range 2.38 1.53 -0.85 -35.7% 2.28
ATR 1.64 1.63 -0.01 -0.5% 0.00
Volume 418,527 417,182 -1,345 -0.3% 1,387,471
Daily Pivots for day following 25-Nov-2020
Classic Woodie Camarilla DeMark
R4 50.16 49.46 46.55
R3 48.63 47.93 46.13
R2 47.10 47.10 45.99
R1 46.40 46.40 45.85 46.75
PP 45.57 45.57 45.57 45.74
S1 44.87 44.87 45.57 45.22
S2 44.04 44.04 45.43
S3 42.51 43.34 45.29
S4 40.98 41.81 44.87
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 46.26 41.26 5.00 10.9% 1.36 3.0% 89% True False 345,228
10 46.26 40.33 5.93 13.0% 1.34 2.9% 91% True False 290,542
20 46.26 34.04 12.22 26.7% 1.78 3.9% 95% True False 234,574
40 46.26 34.04 12.22 26.7% 1.65 3.6% 95% True False 161,542
60 46.26 34.04 12.22 26.7% 1.63 3.6% 95% True False 121,427
80 46.26 34.04 12.22 26.7% 1.46 3.2% 95% True False 97,280
100 46.26 34.04 12.22 26.7% 1.39 3.0% 95% True False 81,085
120 46.26 34.04 12.22 26.7% 1.44 3.2% 95% True False 69,812
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 0.20
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 52.76
2.618 50.27
1.618 48.74
1.000 47.79
0.618 47.21
HIGH 46.26
0.618 45.68
0.500 45.50
0.382 45.31
LOW 44.73
0.618 43.78
1.000 43.20
1.618 42.25
2.618 40.72
4.250 38.23
Fisher Pivots for day following 25-Nov-2020
Pivot 1 day 3 day
R1 45.64 45.23
PP 45.57 44.75
S1 45.50 44.28

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

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