NYMEX Light Sweet Crude Oil Future March 2021


Trading Metrics calculated at close of trading on 17-Nov-2020
Day Change Summary
Previous Current
16-Nov-2020 17-Nov-2020 Change Change % Previous Week
Open 41.10 42.18 1.08 2.6% 38.56
High 42.86 42.44 -0.42 -1.0% 43.80
Low 41.01 41.35 0.34 0.8% 38.39
Close 42.09 42.17 0.08 0.2% 41.01
Range 1.85 1.09 -0.76 -41.1% 5.41
ATR 1.71 1.67 -0.04 -2.6% 0.00
Volume 51,251 37,711 -13,540 -26.4% 336,819
Daily Pivots for day following 17-Nov-2020
Classic Woodie Camarilla DeMark
R4 45.26 44.80 42.77
R3 44.17 43.71 42.47
R2 43.08 43.08 42.37
R1 42.62 42.62 42.27 42.31
PP 41.99 41.99 41.99 41.83
S1 41.53 41.53 42.07 41.22
S2 40.90 40.90 41.97
S3 39.81 40.44 41.87
S4 38.72 39.35 41.57
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 40.94 2.86 6.8% 1.31 3.1% 43% False False 50,442
10 43.80 38.21 5.59 13.3% 1.70 4.0% 71% False False 54,738
20 43.80 35.00 8.80 20.9% 1.72 4.1% 81% False False 46,076
40 43.80 35.00 8.80 20.9% 1.56 3.7% 81% False False 39,619
60 45.07 35.00 10.07 23.9% 1.47 3.5% 71% False False 35,615
80 45.07 35.00 10.07 23.9% 1.35 3.2% 71% False False 30,299
100 45.07 35.00 10.07 23.9% 1.29 3.1% 71% False False 26,540
120 45.07 35.00 10.07 23.9% 1.35 3.2% 71% False False 23,934
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.29
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 47.07
2.618 45.29
1.618 44.20
1.000 43.53
0.618 43.11
HIGH 42.44
0.618 42.02
0.500 41.90
0.382 41.77
LOW 41.35
0.618 40.68
1.000 40.26
1.618 39.59
2.618 38.50
4.250 36.72
Fisher Pivots for day following 17-Nov-2020
Pivot 1 day 3 day
R1 42.08 42.08
PP 41.99 41.99
S1 41.90 41.90

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

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