NYMEX Light Sweet Crude Oil Future March 2021


Trading Metrics calculated at close of trading on 11-Nov-2020
Day Change Summary
Previous Current
10-Nov-2020 11-Nov-2020 Change Change % Previous Week
Open 40.87 42.63 1.76 4.3% 36.37
High 42.68 43.80 1.12 2.6% 40.40
Low 40.46 42.24 1.78 4.4% 35.00
Close 42.27 42.37 0.10 0.2% 38.34
Range 2.22 1.56 -0.66 -29.7% 5.40
ATR 1.81 1.79 -0.02 -1.0% 0.00
Volume 69,892 66,212 -3,680 -5.3% 218,349
Daily Pivots for day following 11-Nov-2020
Classic Woodie Camarilla DeMark
R4 47.48 46.49 43.23
R3 45.92 44.93 42.80
R2 44.36 44.36 42.66
R1 43.37 43.37 42.51 43.09
PP 42.80 42.80 42.80 42.66
S1 41.81 41.81 42.23 41.53
S2 41.24 41.24 42.08
S3 39.68 40.25 41.94
S4 38.12 38.69 41.51
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 43.80 38.21 5.59 13.2% 2.02 4.8% 74% True False 66,161
10 43.80 35.00 8.80 20.8% 2.09 4.9% 84% True False 56,758
20 43.80 35.00 8.80 20.8% 1.70 4.0% 84% True False 42,078
40 43.80 35.00 8.80 20.8% 1.58 3.7% 84% True False 37,672
60 45.07 35.00 10.07 23.8% 1.45 3.4% 73% False False 33,547
80 45.07 35.00 10.07 23.8% 1.34 3.2% 73% False False 28,447
100 45.07 35.00 10.07 23.8% 1.31 3.1% 73% False False 25,111
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 0.47
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 50.43
2.618 47.88
1.618 46.32
1.000 45.36
0.618 44.76
HIGH 43.80
0.618 43.20
0.500 43.02
0.382 42.84
LOW 42.24
0.618 41.28
1.000 40.68
1.618 39.72
2.618 38.16
4.250 35.61
Fisher Pivots for day following 11-Nov-2020
Pivot 1 day 3 day
R1 43.02 41.95
PP 42.80 41.52
S1 42.59 41.10

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

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