NYMEX Light Sweet Crude Oil Future March 2021


Trading Metrics calculated at close of trading on 25-Nov-2020
Day Change Summary
Previous Current
24-Nov-2020 25-Nov-2020 Change Change % Previous Week
Open 43.25 45.17 1.92 4.4% 41.10
High 45.49 46.52 1.03 2.3% 43.16
Low 43.22 45.08 1.86 4.3% 41.01
Close 45.25 46.03 0.78 1.7% 42.84
Range 2.27 1.44 -0.83 -36.6% 2.15
ATR 1.55 1.54 -0.01 -0.5% 0.00
Volume 102,119 87,933 -14,186 -13.9% 243,523
Daily Pivots for day following 25-Nov-2020
Classic Woodie Camarilla DeMark
R4 50.20 49.55 46.82
R3 48.76 48.11 46.43
R2 47.32 47.32 46.29
R1 46.67 46.67 46.16 47.00
PP 45.88 45.88 45.88 46.04
S1 45.23 45.23 45.90 45.56
S2 44.44 44.44 45.77
S3 43.00 43.79 45.63
S4 41.56 42.35 45.24
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 46.52 41.80 4.72 10.3% 1.28 2.8% 90% True False 75,591
10 46.52 40.94 5.58 12.1% 1.27 2.8% 91% True False 60,617
20 46.52 35.00 11.52 25.0% 1.68 3.6% 96% True False 58,687
40 46.52 35.00 11.52 25.0% 1.55 3.4% 96% True False 45,546
60 46.52 35.00 11.52 25.0% 1.52 3.3% 96% True False 40,508
80 46.52 35.00 11.52 25.0% 1.36 3.0% 96% True False 34,667
100 46.52 35.00 11.52 25.0% 1.30 2.8% 96% True False 30,018
120 46.52 35.00 11.52 25.0% 1.35 2.9% 96% True False 26,793
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.18
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 52.64
2.618 50.29
1.618 48.85
1.000 47.96
0.618 47.41
HIGH 46.52
0.618 45.97
0.500 45.80
0.382 45.63
LOW 45.08
0.618 44.19
1.000 43.64
1.618 42.75
2.618 41.31
4.250 38.96
Fisher Pivots for day following 25-Nov-2020
Pivot 1 day 3 day
R1 45.95 45.56
PP 45.88 45.09
S1 45.80 44.62

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

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