NYMEX Light Sweet Crude Oil Future April 2021


Trading Metrics calculated at close of trading on 17-Nov-2020
Day Change Summary
Previous Current
16-Nov-2020 17-Nov-2020 Change Change % Previous Week
Open 41.41 42.44 1.03 2.5% 38.98
High 43.09 42.67 -0.42 -1.0% 43.98
Low 41.34 41.62 0.28 0.7% 38.74
Close 42.33 42.41 0.08 0.2% 41.30
Range 1.75 1.05 -0.70 -40.0% 5.24
ATR 1.64 1.60 -0.04 -2.6% 0.00
Volume 20,010 16,537 -3,473 -17.4% 175,484
Daily Pivots for day following 17-Nov-2020
Classic Woodie Camarilla DeMark
R4 45.38 44.95 42.99
R3 44.33 43.90 42.70
R2 43.28 43.28 42.60
R1 42.85 42.85 42.51 42.54
PP 42.23 42.23 42.23 42.08
S1 41.80 41.80 42.31 41.49
S2 41.18 41.18 42.22
S3 40.13 40.75 42.12
S4 39.08 39.70 41.83
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 41.24 2.74 6.5% 1.25 3.0% 43% False False 23,461
10 43.98 38.61 5.37 12.7% 1.63 3.8% 71% False False 26,298
20 43.98 35.53 8.45 19.9% 1.65 3.9% 81% False False 22,325
40 43.98 35.53 8.45 19.9% 1.48 3.5% 81% False False 17,611
60 45.23 35.53 9.70 22.9% 1.39 3.3% 71% False False 14,875
80 45.23 35.53 9.70 22.9% 1.27 3.0% 71% False False 11,966
100 45.23 35.53 9.70 22.9% 1.21 2.8% 71% False False 10,100
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.28
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 47.13
2.618 45.42
1.618 44.37
1.000 43.72
0.618 43.32
HIGH 42.67
0.618 42.27
0.500 42.15
0.382 42.02
LOW 41.62
0.618 40.97
1.000 40.57
1.618 39.92
2.618 38.87
4.250 37.16
Fisher Pivots for day following 17-Nov-2020
Pivot 1 day 3 day
R1 42.32 42.33
PP 42.23 42.25
S1 42.15 42.17

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

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