NYMEX Light Sweet Crude Oil Future April 2021


Trading Metrics calculated at close of trading on 30-Nov-2020
Day Change Summary
Previous Current
27-Nov-2020 30-Nov-2020 Change Change % Previous Week
Open 46.27 45.74 -0.53 -1.1% 43.02
High 46.41 46.18 -0.23 -0.5% 46.53
Low 45.07 45.00 -0.07 -0.2% 42.91
Close 46.01 45.74 -0.27 -0.6% 46.01
Range 1.34 1.18 -0.16 -11.9% 3.62
ATR 1.46 1.44 -0.02 -1.4% 0.00
Volume 22,580 26,282 3,702 16.4% 177,989
Daily Pivots for day following 30-Nov-2020
Classic Woodie Camarilla DeMark
R4 49.18 48.64 46.39
R3 48.00 47.46 46.06
R2 46.82 46.82 45.96
R1 46.28 46.28 45.85 46.33
PP 45.64 45.64 45.64 45.67
S1 45.10 45.10 45.63 45.15
S2 44.46 44.46 45.52
S3 43.28 43.92 45.42
S4 42.10 42.74 45.09
Weekly Pivots for week ending 27-Nov-2020
Classic Woodie Camarilla DeMark
R4 56.01 54.63 48.00
R3 52.39 51.01 47.01
R2 48.77 48.77 46.67
R1 47.39 47.39 46.34 48.08
PP 45.15 45.15 45.15 45.50
S1 43.77 43.77 45.68 44.46
S2 41.53 41.53 45.35
S3 37.91 40.15 45.01
S4 34.29 36.53 44.02
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 46.53 42.91 3.62 7.9% 1.40 3.1% 78% False False 40,854
10 46.53 41.34 5.19 11.3% 1.26 2.7% 85% False False 31,039
20 46.53 35.53 11.00 24.0% 1.54 3.4% 93% False False 29,185
40 46.53 35.53 11.00 24.0% 1.43 3.1% 93% False False 21,909
60 46.53 35.53 11.00 24.0% 1.44 3.1% 93% False False 18,679
80 46.53 35.53 11.00 24.0% 1.28 2.8% 93% False False 15,063
100 46.53 35.53 11.00 24.0% 1.22 2.7% 93% False False 12,596
Crabel Price Patterns
NR True
NR4 True
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 4 trading days
Fibonacci Retracements and Extensions
4.250 51.20
2.618 49.27
1.618 48.09
1.000 47.36
0.618 46.91
HIGH 46.18
0.618 45.73
0.500 45.59
0.382 45.45
LOW 45.00
0.618 44.27
1.000 43.82
1.618 43.09
2.618 41.91
4.250 39.99
Fisher Pivots for day following 30-Nov-2020
Pivot 1 day 3 day
R1 45.69 45.77
PP 45.64 45.76
S1 45.59 45.75

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

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