NYMEX Light Sweet Crude Oil Future April 2021


Trading Metrics calculated at close of trading on 13-Nov-2020
Day Change Summary
Previous Current
12-Nov-2020 13-Nov-2020 Change Change % Previous Week
Open 42.75 42.11 -0.64 -1.5% 38.98
High 43.24 42.11 -1.13 -2.6% 43.98
Low 42.09 41.24 -0.85 -2.0% 38.74
Close 42.32 41.30 -1.02 -2.4% 41.30
Range 1.15 0.87 -0.28 -24.3% 5.24
ATR 1.67 1.63 -0.04 -2.5% 0.00
Volume 25,402 19,002 -6,400 -25.2% 175,484
Daily Pivots for day following 13-Nov-2020
Classic Woodie Camarilla DeMark
R4 44.16 43.60 41.78
R3 43.29 42.73 41.54
R2 42.42 42.42 41.46
R1 41.86 41.86 41.38 41.71
PP 41.55 41.55 41.55 41.47
S1 40.99 40.99 41.22 40.84
S2 40.68 40.68 41.14
S3 39.81 40.12 41.06
S4 38.94 39.25 40.82
Weekly Pivots for week ending 13-Nov-2020
Classic Woodie Camarilla DeMark
R4 57.06 54.42 44.18
R3 51.82 49.18 42.74
R2 46.58 46.58 42.26
R1 43.94 43.94 41.78 45.26
PP 41.34 41.34 41.34 42.00
S1 38.70 38.70 40.82 40.02
S2 36.10 36.10 40.34
S3 30.86 33.46 39.86
S4 25.62 28.22 38.42
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 43.98 38.74 5.24 12.7% 1.88 4.6% 49% False False 35,096
10 43.98 35.53 8.45 20.5% 1.83 4.4% 68% False False 27,331
20 43.98 35.53 8.45 20.5% 1.59 3.8% 68% False False 21,891
40 43.98 35.53 8.45 20.5% 1.49 3.6% 68% False False 17,295
60 45.23 35.53 9.70 23.5% 1.38 3.3% 59% False False 14,398
80 45.23 35.53 9.70 23.5% 1.26 3.0% 59% False False 11,562
100 45.23 35.53 9.70 23.5% 1.21 2.9% 59% False False 9,830
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.42
Narrowest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 45.81
2.618 44.39
1.618 43.52
1.000 42.98
0.618 42.65
HIGH 42.11
0.618 41.78
0.500 41.68
0.382 41.57
LOW 41.24
0.618 40.70
1.000 40.37
1.618 39.83
2.618 38.96
4.250 37.54
Fisher Pivots for day following 13-Nov-2020
Pivot 1 day 3 day
R1 41.68 42.61
PP 41.55 42.17
S1 41.43 41.74

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

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