NYMEX Light Sweet Crude Oil Future June 2021


Trading Metrics calculated at close of trading on 25-Nov-2020
Day Change Summary
Previous Current
24-Nov-2020 25-Nov-2020 Change Change % Previous Week
Open 43.49 45.33 1.84 4.2% 41.71
High 45.63 46.48 0.85 1.9% 43.69
Low 43.48 45.25 1.77 4.1% 41.71
Close 45.41 46.12 0.71 1.6% 43.27
Range 2.15 1.23 -0.92 -42.8% 1.98
ATR 1.43 1.42 -0.01 -1.0% 0.00
Volume 115,144 113,552 -1,592 -1.4% 229,561
Daily Pivots for day following 25-Nov-2020
Classic Woodie Camarilla DeMark
R4 49.64 49.11 46.80
R3 48.41 47.88 46.46
R2 47.18 47.18 46.35
R1 46.65 46.65 46.23 46.92
PP 45.95 45.95 45.95 46.08
S1 45.42 45.42 46.01 45.69
S2 44.72 44.72 45.89
S3 43.49 44.19 45.78
S4 42.26 42.96 45.44
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 46.48 42.42 4.06 8.8% 1.15 2.5% 91% True False 78,205
10 46.48 41.66 4.82 10.5% 1.16 2.5% 93% True False 60,680
20 46.48 36.26 10.22 22.2% 1.56 3.4% 96% True False 57,525
40 46.48 36.26 10.22 22.2% 1.44 3.1% 96% True False 45,666
60 46.48 36.26 10.22 22.2% 1.42 3.1% 96% True False 41,732
Crabel Price Patterns
NR True
NR4 False
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 0.16
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 51.71
2.618 49.70
1.618 48.47
1.000 47.71
0.618 47.24
HIGH 46.48
0.618 46.01
0.500 45.87
0.382 45.72
LOW 45.25
0.618 44.49
1.000 44.02
1.618 43.26
2.618 42.03
4.250 40.02
Fisher Pivots for day following 25-Nov-2020
Pivot 1 day 3 day
R1 46.04 45.68
PP 45.95 45.25
S1 45.87 44.81

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

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