NYMEX Light Sweet Crude Oil Future April 2021


Trading Metrics calculated at close of trading on 23-Nov-2020
Day Change Summary
Previous Current
20-Nov-2020 23-Nov-2020 Change Change % Previous Week
Open 42.45 43.02 0.57 1.3% 41.41
High 43.11 43.85 0.74 1.7% 43.38
Low 42.32 42.91 0.59 1.4% 41.34
Close 43.02 43.59 0.57 1.3% 43.02
Range 0.79 0.94 0.15 19.0% 2.04
ATR 1.46 1.42 -0.04 -2.5% 0.00
Volume 23,890 33,867 9,977 41.8% 106,124
Daily Pivots for day following 23-Nov-2020
Classic Woodie Camarilla DeMark
R4 46.27 45.87 44.11
R3 45.33 44.93 43.85
R2 44.39 44.39 43.76
R1 43.99 43.99 43.68 44.19
PP 43.45 43.45 43.45 43.55
S1 43.05 43.05 43.50 43.25
S2 42.51 42.51 43.42
S3 41.57 42.11 43.33
S4 40.63 41.17 43.07
Weekly Pivots for week ending 20-Nov-2020
Classic Woodie Camarilla DeMark
R4 48.70 47.90 44.14
R3 46.66 45.86 43.58
R2 44.62 44.62 43.39
R1 43.82 43.82 43.21 44.22
PP 42.58 42.58 42.58 42.78
S1 41.78 41.78 42.83 42.18
S2 40.54 40.54 42.65
S3 38.50 39.74 42.46
S4 36.46 37.70 41.90
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 43.85 41.62 2.23 5.1% 0.95 2.2% 88% True False 23,996
10 43.98 40.80 3.18 7.3% 1.21 2.8% 88% False False 25,939
20 43.98 35.53 8.45 19.4% 1.57 3.6% 95% False False 25,412
40 43.98 35.53 8.45 19.4% 1.48 3.4% 95% False False 19,201
60 45.21 35.53 9.68 22.2% 1.41 3.2% 83% False False 16,271
80 45.23 35.53 9.70 22.3% 1.27 2.9% 83% False False 13,129
100 45.23 35.53 9.70 22.3% 1.20 2.7% 83% False False 10,977
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.21
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 47.85
2.618 46.31
1.618 45.37
1.000 44.79
0.618 44.43
HIGH 43.85
0.618 43.49
0.500 43.38
0.382 43.27
LOW 42.91
0.618 42.33
1.000 41.97
1.618 41.39
2.618 40.45
4.250 38.92
Fisher Pivots for day following 23-Nov-2020
Pivot 1 day 3 day
R1 43.52 43.38
PP 43.45 43.16
S1 43.38 42.95

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

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