NYMEX Light Sweet Crude Oil Future March 2021


Trading Metrics calculated at close of trading on 16-Nov-2020
Day Change Summary
Previous Current
13-Nov-2020 16-Nov-2020 Change Change % Previous Week
Open 41.81 41.10 -0.71 -1.7% 38.56
High 41.81 42.86 1.05 2.5% 43.80
Low 40.94 41.01 0.07 0.2% 38.39
Close 41.01 42.09 1.08 2.6% 41.01
Range 0.87 1.85 0.98 112.6% 5.41
ATR 1.70 1.71 0.01 0.6% 0.00
Volume 52,864 51,251 -1,613 -3.1% 336,819
Daily Pivots for day following 16-Nov-2020
Classic Woodie Camarilla DeMark
R4 47.54 46.66 43.11
R3 45.69 44.81 42.60
R2 43.84 43.84 42.43
R1 42.96 42.96 42.26 43.40
PP 41.99 41.99 41.99 42.21
S1 41.11 41.11 41.92 41.55
S2 40.14 40.14 41.75
S3 38.29 39.26 41.58
S4 36.44 37.41 41.07
Weekly Pivots for week ending 13-Nov-2020
Classic Woodie Camarilla DeMark
R4 57.30 54.56 43.99
R3 51.89 49.15 42.50
R2 46.48 46.48 42.00
R1 43.74 43.74 41.51 45.11
PP 41.07 41.07 41.07 41.75
S1 38.33 38.33 40.51 39.70
S2 35.66 35.66 40.02
S3 30.25 32.92 39.52
S4 24.84 27.51 38.03
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 43.80 40.46 3.34 7.9% 1.54 3.6% 49% False False 56,878
10 43.80 37.79 6.01 14.3% 1.75 4.2% 72% False False 55,504
20 43.80 35.00 8.80 20.9% 1.73 4.1% 81% False False 45,280
40 43.80 35.00 8.80 20.9% 1.55 3.7% 81% False False 39,483
60 45.07 35.00 10.07 23.9% 1.46 3.5% 70% False False 35,208
80 45.07 35.00 10.07 23.9% 1.35 3.2% 70% False False 29,951
100 45.07 35.00 10.07 23.9% 1.29 3.1% 70% False False 26,264
120 45.07 35.00 10.07 23.9% 1.37 3.2% 70% False False 23,704
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.31
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 50.72
2.618 47.70
1.618 45.85
1.000 44.71
0.618 44.00
HIGH 42.86
0.618 42.15
0.500 41.94
0.382 41.72
LOW 41.01
0.618 39.87
1.000 39.16
1.618 38.02
2.618 36.17
4.250 33.15
Fisher Pivots for day following 16-Nov-2020
Pivot 1 day 3 day
R1 42.04 42.05
PP 41.99 42.01
S1 41.94 41.97

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

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