NYMEX Light Sweet Crude Oil Future March 2021


Trading Metrics calculated at close of trading on 23-Nov-2020
Day Change Summary
Previous Current
20-Nov-2020 23-Nov-2020 Change Change % Previous Week
Open 42.34 42.84 0.50 1.2% 41.10
High 42.96 43.74 0.78 1.8% 43.16
Low 42.08 42.72 0.64 1.5% 41.01
Close 42.84 43.46 0.62 1.4% 42.84
Range 0.88 1.02 0.14 15.9% 2.15
ATR 1.53 1.49 -0.04 -2.4% 0.00
Volume 59,103 75,566 16,463 27.9% 243,523
Daily Pivots for day following 23-Nov-2020
Classic Woodie Camarilla DeMark
R4 46.37 45.93 44.02
R3 45.35 44.91 43.74
R2 44.33 44.33 43.65
R1 43.89 43.89 43.55 44.11
PP 43.31 43.31 43.31 43.42
S1 42.87 42.87 43.37 43.09
S2 42.29 42.29 43.27
S3 41.27 41.85 43.18
S4 40.25 40.83 42.90
Weekly Pivots for week ending 20-Nov-2020
Classic Woodie Camarilla DeMark
R4 48.79 47.96 44.02
R3 46.64 45.81 43.43
R2 44.49 44.49 43.23
R1 43.66 43.66 43.04 44.08
PP 42.34 42.34 42.34 42.54
S1 41.51 41.51 42.64 41.93
S2 40.19 40.19 42.45
S3 38.04 39.36 42.25
S4 35.89 37.21 41.66
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 43.74 41.35 2.39 5.5% 1.01 2.3% 88% True False 53,567
10 43.80 40.46 3.34 7.7% 1.27 2.9% 90% False False 55,223
20 43.80 35.00 8.80 20.2% 1.65 3.8% 96% False False 52,941
40 43.80 35.00 8.80 20.2% 1.55 3.6% 96% False False 43,117
60 45.00 35.00 10.00 23.0% 1.49 3.4% 85% False False 37,903
80 45.07 35.00 10.07 23.2% 1.35 3.1% 84% False False 32,743
100 45.07 35.00 10.07 23.2% 1.28 2.9% 84% False False 28,344
120 45.07 35.00 10.07 23.2% 1.35 3.1% 84% False False 25,490
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 0.25
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 48.08
2.618 46.41
1.618 45.39
1.000 44.76
0.618 44.37
HIGH 43.74
0.618 43.35
0.500 43.23
0.382 43.11
LOW 42.72
0.618 42.09
1.000 41.70
1.618 41.07
2.618 40.05
4.250 38.39
Fisher Pivots for day following 23-Nov-2020
Pivot 1 day 3 day
R1 43.38 43.23
PP 43.31 43.00
S1 43.23 42.77

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

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