NYMEX Light Sweet Crude Oil Future March 2021


Trading Metrics calculated at close of trading on 18-Nov-2020
Day Change Summary
Previous Current
17-Nov-2020 18-Nov-2020 Change Change % Previous Week
Open 42.18 42.09 -0.09 -0.2% 38.56
High 42.44 43.16 0.72 1.7% 43.80
Low 41.35 41.88 0.53 1.3% 38.39
Close 42.17 42.49 0.32 0.8% 41.01
Range 1.09 1.28 0.19 17.4% 5.41
ATR 1.67 1.64 -0.03 -1.7% 0.00
Volume 37,711 42,223 4,512 12.0% 336,819
Daily Pivots for day following 18-Nov-2020
Classic Woodie Camarilla DeMark
R4 46.35 45.70 43.19
R3 45.07 44.42 42.84
R2 43.79 43.79 42.72
R1 43.14 43.14 42.61 43.47
PP 42.51 42.51 42.51 42.67
S1 41.86 41.86 42.37 42.19
S2 41.23 41.23 42.26
S3 39.95 40.58 42.14
S4 38.67 39.30 41.79
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 43.16 40.94 2.22 5.2% 1.25 3.0% 70% True False 45,644
10 43.80 38.21 5.59 13.2% 1.64 3.9% 77% False False 55,902
20 43.80 35.00 8.80 20.7% 1.70 4.0% 85% False False 46,402
40 43.80 35.00 8.80 20.7% 1.55 3.7% 85% False False 40,081
60 45.07 35.00 10.07 23.7% 1.48 3.5% 74% False False 35,742
80 45.07 35.00 10.07 23.7% 1.36 3.2% 74% False False 30,724
100 45.07 35.00 10.07 23.7% 1.29 3.0% 74% False False 26,851
120 45.07 35.00 10.07 23.7% 1.36 3.2% 74% False False 24,182
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.22
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 48.60
2.618 46.51
1.618 45.23
1.000 44.44
0.618 43.95
HIGH 43.16
0.618 42.67
0.500 42.52
0.382 42.37
LOW 41.88
0.618 41.09
1.000 40.60
1.618 39.81
2.618 38.53
4.250 36.44
Fisher Pivots for day following 18-Nov-2020
Pivot 1 day 3 day
R1 42.52 42.36
PP 42.51 42.22
S1 42.50 42.09

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

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