NYMEX Light Sweet Crude Oil Future March 2021


Trading Metrics calculated at close of trading on 27-Nov-2020
Day Change Summary
Previous Current
25-Nov-2020 27-Nov-2020 Change Change % Previous Week
Open 45.17 46.22 1.05 2.3% 42.84
High 46.52 46.37 -0.15 -0.3% 46.52
Low 45.08 44.95 -0.13 -0.3% 42.72
Close 46.03 45.91 -0.12 -0.3% 45.91
Range 1.44 1.42 -0.02 -1.4% 3.80
ATR 1.54 1.53 -0.01 -0.6% 0.00
Volume 87,933 51,599 -36,334 -41.3% 317,217
Daily Pivots for day following 27-Nov-2020
Classic Woodie Camarilla DeMark
R4 50.00 49.38 46.69
R3 48.58 47.96 46.30
R2 47.16 47.16 46.17
R1 46.54 46.54 46.04 46.14
PP 45.74 45.74 45.74 45.55
S1 45.12 45.12 45.78 44.72
S2 44.32 44.32 45.65
S3 42.90 43.70 45.52
S4 41.48 42.28 45.13
Weekly Pivots for week ending 27-Nov-2020
Classic Woodie Camarilla DeMark
R4 56.45 54.98 48.00
R3 52.65 51.18 46.96
R2 48.85 48.85 46.61
R1 47.38 47.38 46.26 48.12
PP 45.05 45.05 45.05 45.42
S1 43.58 43.58 45.56 44.32
S2 41.25 41.25 45.21
S3 37.45 39.78 44.87
S4 33.65 35.98 43.82
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 46.52 42.08 4.44 9.7% 1.41 3.1% 86% False False 75,264
10 46.52 40.94 5.58 12.2% 1.29 2.8% 89% False False 61,360
20 46.52 35.00 11.52 25.1% 1.62 3.5% 95% False False 57,592
40 46.52 35.00 11.52 25.1% 1.52 3.3% 95% False False 45,791
60 46.52 35.00 11.52 25.1% 1.52 3.3% 95% False False 40,990
80 46.52 35.00 11.52 25.1% 1.36 3.0% 95% False False 34,994
100 46.52 35.00 11.52 25.1% 1.30 2.8% 95% False False 30,339
120 46.52 35.00 11.52 25.1% 1.35 2.9% 95% False False 27,099
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 0.15
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 52.41
2.618 50.09
1.618 48.67
1.000 47.79
0.618 47.25
HIGH 46.37
0.618 45.83
0.500 45.66
0.382 45.49
LOW 44.95
0.618 44.07
1.000 43.53
1.618 42.65
2.618 41.23
4.250 38.92
Fisher Pivots for day following 27-Nov-2020
Pivot 1 day 3 day
R1 45.83 45.56
PP 45.74 45.22
S1 45.66 44.87

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

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