NYMEX Light Sweet Crude Oil Future June 2021


Trading Metrics calculated at close of trading on 09-Nov-2020
Day Change Summary
Previous Current
06-Nov-2020 09-Nov-2020 Change Change % Previous Week
Open 40.67 39.41 -1.26 -3.1% 37.50
High 40.67 43.04 2.37 5.8% 41.29
Low 39.23 39.38 0.15 0.4% 36.26
Close 39.40 42.09 2.69 6.8% 39.40
Range 1.44 3.66 2.22 154.2% 5.03
ATR 1.51 1.66 0.15 10.2% 0.00
Volume 38,515 99,009 60,494 157.1% 215,382
Daily Pivots for day following 09-Nov-2020
Classic Woodie Camarilla DeMark
R4 52.48 50.95 44.10
R3 48.82 47.29 43.10
R2 45.16 45.16 42.76
R1 43.63 43.63 42.43 44.40
PP 41.50 41.50 41.50 41.89
S1 39.97 39.97 41.75 40.74
S2 37.84 37.84 41.42
S3 34.18 36.31 41.08
S4 30.52 32.65 40.08
Weekly Pivots for week ending 06-Nov-2020
Classic Woodie Camarilla DeMark
R4 54.07 51.77 42.17
R3 49.04 46.74 40.78
R2 44.01 44.01 40.32
R1 41.71 41.71 39.86 42.86
PP 38.98 38.98 38.98 39.56
S1 36.68 36.68 38.94 37.83
S2 33.95 33.95 38.48
S3 28.92 31.65 38.02
S4 23.89 26.62 36.63
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 43.04 38.89 4.15 9.9% 1.87 4.5% 77% True False 49,675
10 43.04 36.26 6.78 16.1% 1.91 4.5% 86% True False 47,312
20 43.19 36.26 6.93 16.5% 1.51 3.6% 84% False False 37,165
40 43.66 36.26 7.40 17.6% 1.46 3.5% 79% False False 35,704
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.35
Widest range in 56 trading days
Fibonacci Retracements and Extensions
4.250 58.60
2.618 52.62
1.618 48.96
1.000 46.70
0.618 45.30
HIGH 43.04
0.618 41.64
0.500 41.21
0.382 40.78
LOW 39.38
0.618 37.12
1.000 35.72
1.618 33.46
2.618 29.80
4.250 23.83
Fisher Pivots for day following 09-Nov-2020
Pivot 1 day 3 day
R1 41.80 41.77
PP 41.50 41.45
S1 41.21 41.14

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

View Archives - Comment on this page... - Back to Index of Symbols