NYMEX Light Sweet Crude Oil Future March 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 39.63 38.56 -1.07 -2.7% 36.37
High 39.63 42.29 2.66 6.7% 40.40
Low 38.21 38.39 0.18 0.5% 35.00
Close 38.34 41.31 2.97 7.7% 38.34
Range 1.42 3.90 2.48 174.6% 5.40
ATR 1.61 1.77 0.17 10.4% 0.00
Volume 60,679 103,678 42,999 70.9% 218,349
Daily Pivots for day following 09-Nov-2020
Classic Woodie Camarilla DeMark
R4 52.36 50.74 43.46
R3 48.46 46.84 42.38
R2 44.56 44.56 42.03
R1 42.94 42.94 41.67 43.75
PP 40.66 40.66 40.66 41.07
S1 39.04 39.04 40.95 39.85
S2 36.76 36.76 40.60
S3 32.86 35.14 40.24
S4 28.96 31.24 39.17
Weekly Pivots for week ending 06-Nov-2020
Classic Woodie Camarilla DeMark
R4 54.11 51.63 41.31
R3 48.71 46.23 39.83
R2 43.31 43.31 39.33
R1 40.83 40.83 38.84 42.07
PP 37.91 37.91 37.91 38.54
S1 35.43 35.43 37.85 36.67
S2 32.51 32.51 37.35
S3 27.11 30.03 36.86
S4 21.71 24.63 35.37
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 42.29 37.79 4.50 10.9% 1.97 4.8% 78% True False 54,130
10 42.29 35.00 7.29 17.6% 2.02 4.9% 87% True False 50,659
20 42.64 35.00 7.64 18.5% 1.62 3.9% 83% False False 38,678
40 42.95 35.00 7.95 19.2% 1.56 3.8% 79% False False 36,328
60 45.07 35.00 10.07 24.4% 1.41 3.4% 63% False False 31,701
80 45.07 35.00 10.07 24.4% 1.32 3.2% 63% False False 26,964
100 45.07 35.00 10.07 24.4% 1.31 3.2% 63% False False 23,928
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 0.40
Widest range in 118 trading days
Fibonacci Retracements and Extensions
4.250 58.87
2.618 52.50
1.618 48.60
1.000 46.19
0.618 44.70
HIGH 42.29
0.618 40.80
0.500 40.34
0.382 39.88
LOW 38.39
0.618 35.98
1.000 34.49
1.618 32.08
2.618 28.18
4.250 21.82
Fisher Pivots for day following 09-Nov-2020
Pivot 1 day 3 day
R1 40.99 40.96
PP 40.66 40.60
S1 40.34 40.25

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

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