NYMEX Light Sweet Crude Oil Future February 2021


Trading Metrics calculated at close of trading on 09-Nov-2020
Day Change Summary
Previous Current
06-Nov-2020 09-Nov-2020 Change Change % Previous Week
Open 39.27 38.14 -1.13 -2.9% 36.07
High 39.29 41.96 2.67 6.8% 40.04
Low 37.80 37.91 0.11 0.3% 34.50
Close 37.90 40.97 3.07 8.1% 37.90
Range 1.49 4.05 2.56 171.8% 5.54
ATR 1.65 1.83 0.17 10.4% 0.00
Volume 76,140 136,129 59,989 78.8% 362,400
Daily Pivots for day following 09-Nov-2020
Classic Woodie Camarilla DeMark
R4 52.43 50.75 43.20
R3 48.38 46.70 42.08
R2 44.33 44.33 41.71
R1 42.65 42.65 41.34 43.49
PP 40.28 40.28 40.28 40.70
S1 38.60 38.60 40.60 39.44
S2 36.23 36.23 40.23
S3 32.18 34.55 39.86
S4 28.13 30.50 38.74
Weekly Pivots for week ending 06-Nov-2020
Classic Woodie Camarilla DeMark
R4 54.10 51.54 40.95
R3 48.56 46.00 39.42
R2 43.02 43.02 38.92
R1 40.46 40.46 38.41 41.74
PP 37.48 37.48 37.48 38.12
S1 34.92 34.92 37.39 36.20
S2 31.94 31.94 36.88
S3 26.40 29.38 36.38
S4 20.86 23.84 34.85
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 41.96 37.35 4.61 11.3% 2.04 5.0% 79% True False 84,586
10 41.96 34.50 7.46 18.2% 2.09 5.1% 87% True False 75,785
20 42.41 34.50 7.91 19.3% 1.68 4.1% 82% False False 52,635
40 42.67 34.50 8.17 19.9% 1.61 3.9% 79% False False 41,358
60 44.84 34.50 10.34 25.2% 1.45 3.5% 63% False False 33,369
80 44.84 34.50 10.34 25.2% 1.35 3.3% 63% False False 27,424
100 44.84 34.50 10.34 25.2% 1.33 3.2% 63% False False 23,323
120 44.84 33.99 10.85 26.5% 1.39 3.4% 64% False False 20,404
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 0.43
Widest range in 137 trading days
Fibonacci Retracements and Extensions
4.250 59.17
2.618 52.56
1.618 48.51
1.000 46.01
0.618 44.46
HIGH 41.96
0.618 40.41
0.500 39.94
0.382 39.46
LOW 37.91
0.618 35.41
1.000 33.86
1.618 31.36
2.618 27.31
4.250 20.70
Fisher Pivots for day following 09-Nov-2020
Pivot 1 day 3 day
R1 40.63 40.61
PP 40.28 40.24
S1 39.94 39.88

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

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