NYMEX Light Sweet Crude Oil Future March 2021


Trading Metrics calculated at close of trading on 10-Nov-2020
Day Change Summary
Previous Current
09-Nov-2020 10-Nov-2020 Change Change % Previous Week
Open 38.56 40.87 2.31 6.0% 36.37
High 42.29 42.68 0.39 0.9% 40.40
Low 38.39 40.46 2.07 5.4% 35.00
Close 41.31 42.27 0.96 2.3% 38.34
Range 3.90 2.22 -1.68 -43.1% 5.40
ATR 1.77 1.81 0.03 1.8% 0.00
Volume 103,678 69,892 -33,786 -32.6% 218,349
Daily Pivots for day following 10-Nov-2020
Classic Woodie Camarilla DeMark
R4 48.46 47.59 43.49
R3 46.24 45.37 42.88
R2 44.02 44.02 42.68
R1 43.15 43.15 42.47 43.59
PP 41.80 41.80 41.80 42.02
S1 40.93 40.93 42.07 41.37
S2 39.58 39.58 41.86
S3 37.36 38.71 41.66
S4 35.14 36.49 41.05
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 42.68 38.21 4.47 10.6% 2.08 4.9% 91% True False 59,035
10 42.68 35.00 7.68 18.2% 2.12 5.0% 95% True False 55,050
20 42.68 35.00 7.68 18.2% 1.68 4.0% 95% True False 40,384
40 42.95 35.00 7.95 18.8% 1.58 3.7% 91% False False 36,833
60 45.07 35.00 10.07 23.8% 1.43 3.4% 72% False False 32,623
80 45.07 35.00 10.07 23.8% 1.34 3.2% 72% False False 27,783
100 45.07 35.00 10.07 23.8% 1.31 3.1% 72% False False 24,536
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 0.43
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 52.12
2.618 48.49
1.618 46.27
1.000 44.90
0.618 44.05
HIGH 42.68
0.618 41.83
0.500 41.57
0.382 41.31
LOW 40.46
0.618 39.09
1.000 38.24
1.618 36.87
2.618 34.65
4.250 31.03
Fisher Pivots for day following 10-Nov-2020
Pivot 1 day 3 day
R1 42.04 41.66
PP 41.80 41.05
S1 41.57 40.45

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

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