NYMEX Light Sweet Crude Oil Future June 2021


Trading Metrics calculated at close of trading on 24-Nov-2020
Day Change Summary
Previous Current
23-Nov-2020 24-Nov-2020 Change Change % Previous Week
Open 43.21 43.49 0.28 0.6% 41.71
High 44.08 45.63 1.55 3.5% 43.69
Low 43.14 43.48 0.34 0.8% 41.71
Close 43.77 45.41 1.64 3.7% 43.27
Range 0.94 2.15 1.21 128.7% 1.98
ATR 1.38 1.43 0.06 4.0% 0.00
Volume 70,113 115,144 45,031 64.2% 229,561
Daily Pivots for day following 24-Nov-2020
Classic Woodie Camarilla DeMark
R4 51.29 50.50 46.59
R3 49.14 48.35 46.00
R2 46.99 46.99 45.80
R1 46.20 46.20 45.61 46.60
PP 44.84 44.84 44.84 45.04
S1 44.05 44.05 45.21 44.45
S2 42.69 42.69 45.02
S3 40.54 41.90 44.82
S4 38.39 39.75 44.23
Weekly Pivots for week ending 20-Nov-2020
Classic Woodie Camarilla DeMark
R4 48.83 48.03 44.36
R3 46.85 46.05 43.81
R2 44.87 44.87 43.63
R1 44.07 44.07 43.45 44.47
PP 42.89 42.89 42.89 43.09
S1 42.09 42.09 43.09 42.49
S2 40.91 40.91 42.91
S3 38.93 40.11 42.73
S4 36.95 38.13 42.18
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 45.63 42.42 3.21 7.1% 1.14 2.5% 93% True False 65,216
10 45.63 41.66 3.97 8.7% 1.18 2.6% 94% True False 55,753
20 45.63 36.26 9.37 20.6% 1.58 3.5% 98% True False 53,656
40 45.63 36.26 9.37 20.6% 1.45 3.2% 98% True False 43,576
60 45.63 36.26 9.37 20.6% 1.41 3.1% 98% True False 40,271
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 0.18
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 54.77
2.618 51.26
1.618 49.11
1.000 47.78
0.618 46.96
HIGH 45.63
0.618 44.81
0.500 44.56
0.382 44.30
LOW 43.48
0.618 42.15
1.000 41.33
1.618 40.00
2.618 37.85
4.250 34.34
Fisher Pivots for day following 24-Nov-2020
Pivot 1 day 3 day
R1 45.13 44.99
PP 44.84 44.56
S1 44.56 44.14

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

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