NYMEX Light Sweet Crude Oil Future March 2021


Trading Metrics calculated at close of trading on 24-Nov-2020
Day Change Summary
Previous Current
23-Nov-2020 24-Nov-2020 Change Change % Previous Week
Open 42.84 43.25 0.41 1.0% 41.10
High 43.74 45.49 1.75 4.0% 43.16
Low 42.72 43.22 0.50 1.2% 41.01
Close 43.46 45.25 1.79 4.1% 42.84
Range 1.02 2.27 1.25 122.5% 2.15
ATR 1.49 1.55 0.06 3.7% 0.00
Volume 75,566 102,119 26,553 35.1% 243,523
Daily Pivots for day following 24-Nov-2020
Classic Woodie Camarilla DeMark
R4 51.46 50.63 46.50
R3 49.19 48.36 45.87
R2 46.92 46.92 45.67
R1 46.09 46.09 45.46 46.51
PP 44.65 44.65 44.65 44.86
S1 43.82 43.82 45.04 44.24
S2 42.38 42.38 44.83
S3 40.11 41.55 44.63
S4 37.84 39.28 44.00
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 45.49 41.80 3.69 8.2% 1.25 2.8% 93% True False 66,449
10 45.49 40.94 4.55 10.1% 1.28 2.8% 95% True False 58,445
20 45.49 35.00 10.49 23.2% 1.70 3.8% 98% True False 56,748
40 45.49 35.00 10.49 23.2% 1.55 3.4% 98% True False 44,886
60 45.49 35.00 10.49 23.2% 1.51 3.3% 98% True False 39,403
80 45.49 35.00 10.49 23.2% 1.36 3.0% 98% True False 33,779
100 45.49 35.00 10.49 23.2% 1.29 2.9% 98% True False 29,251
120 45.49 35.00 10.49 23.2% 1.35 3.0% 98% True False 26,165
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.21
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 55.14
2.618 51.43
1.618 49.16
1.000 47.76
0.618 46.89
HIGH 45.49
0.618 44.62
0.500 44.36
0.382 44.09
LOW 43.22
0.618 41.82
1.000 40.95
1.618 39.55
2.618 37.28
4.250 33.57
Fisher Pivots for day following 24-Nov-2020
Pivot 1 day 3 day
R1 44.95 44.76
PP 44.65 44.27
S1 44.36 43.79

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

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