NYMEX Light Sweet Crude Oil Future February 2021


Trading Metrics calculated at close of trading on 27-Nov-2020
Day Change Summary
Previous Current
25-Nov-2020 27-Nov-2020 Change Change % Previous Week
Open 45.05 46.12 1.07 2.4% 42.64
High 46.44 46.27 -0.17 -0.4% 46.44
Low 44.87 44.77 -0.10 -0.2% 42.52
Close 45.91 45.74 -0.17 -0.4% 45.74
Range 1.57 1.50 -0.07 -4.5% 3.92
ATR 1.60 1.59 -0.01 -0.4% 0.00
Volume 120,318 77,044 -43,274 -36.0% 446,273
Daily Pivots for day following 27-Nov-2020
Classic Woodie Camarilla DeMark
R4 50.09 49.42 46.57
R3 48.59 47.92 46.15
R2 47.09 47.09 46.02
R1 46.42 46.42 45.88 46.01
PP 45.59 45.59 45.59 45.39
S1 44.92 44.92 45.60 44.51
S2 44.09 44.09 45.47
S3 42.59 43.42 45.33
S4 41.09 41.92 44.92
Weekly Pivots for week ending 27-Nov-2020
Classic Woodie Camarilla DeMark
R4 56.66 55.12 47.90
R3 52.74 51.20 46.82
R2 48.82 48.82 46.46
R1 47.28 47.28 46.10 48.05
PP 44.90 44.90 44.90 45.29
S1 43.36 43.36 45.38 44.13
S2 40.98 40.98 45.02
S3 37.06 39.44 44.66
S4 33.14 35.52 43.58
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 46.44 41.84 4.60 10.1% 1.47 3.2% 85% False False 106,196
10 46.44 40.64 5.80 12.7% 1.35 2.9% 88% False False 94,675
20 46.44 34.50 11.94 26.1% 1.68 3.7% 94% False False 88,732
40 46.44 34.50 11.94 26.1% 1.58 3.5% 94% False False 62,980
60 46.44 34.50 11.94 26.1% 1.57 3.4% 94% False False 50,672
80 46.44 34.50 11.94 26.1% 1.40 3.1% 94% False False 41,351
100 46.44 34.50 11.94 26.1% 1.34 2.9% 94% False False 34,625
120 46.44 34.50 11.94 26.1% 1.38 3.0% 94% False False 29,986
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 0.15
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 52.65
2.618 50.20
1.618 48.70
1.000 47.77
0.618 47.20
HIGH 46.27
0.618 45.70
0.500 45.52
0.382 45.34
LOW 44.77
0.618 43.84
1.000 43.27
1.618 42.34
2.618 40.84
4.250 38.40
Fisher Pivots for day following 27-Nov-2020
Pivot 1 day 3 day
R1 45.67 45.41
PP 45.59 45.07
S1 45.52 44.74

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

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