NYMEX Light Sweet Crude Oil Future June 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 46.24 45.76 -0.48 -1.0% 43.21
High 46.37 46.17 -0.20 -0.4% 46.48
Low 45.16 45.11 -0.05 -0.1% 43.14
Close 46.07 45.77 -0.30 -0.7% 46.07
Range 1.21 1.06 -0.15 -12.4% 3.34
ATR 1.40 1.38 -0.02 -1.8% 0.00
Volume 39,261 57,571 18,310 46.6% 338,070
Daily Pivots for day following 30-Nov-2020
Classic Woodie Camarilla DeMark
R4 48.86 48.38 46.35
R3 47.80 47.32 46.06
R2 46.74 46.74 45.96
R1 46.26 46.26 45.87 46.50
PP 45.68 45.68 45.68 45.81
S1 45.20 45.20 45.67 45.44
S2 44.62 44.62 45.58
S3 43.56 44.14 45.48
S4 42.50 43.08 45.19
Weekly Pivots for week ending 27-Nov-2020
Classic Woodie Camarilla DeMark
R4 55.25 54.00 47.91
R3 51.91 50.66 46.99
R2 48.57 48.57 46.68
R1 47.32 47.32 46.38 47.95
PP 45.23 45.23 45.23 45.54
S1 43.98 43.98 45.76 44.61
S2 41.89 41.89 45.46
S3 38.55 40.64 45.15
S4 35.21 37.30 44.23
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 46.48 43.14 3.34 7.3% 1.32 2.9% 79% False False 79,128
10 46.48 41.71 4.77 10.4% 1.20 2.6% 85% False False 62,520
20 46.48 36.26 10.22 22.3% 1.49 3.3% 93% False False 57,336
40 46.48 36.26 10.22 22.3% 1.39 3.0% 93% False False 45,676
60 46.48 36.26 10.22 22.3% 1.42 3.1% 93% False False 42,201
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 0.16
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 50.68
2.618 48.95
1.618 47.89
1.000 47.23
0.618 46.83
HIGH 46.17
0.618 45.77
0.500 45.64
0.382 45.51
LOW 45.11
0.618 44.45
1.000 44.05
1.618 43.39
2.618 42.33
4.250 40.61
Fisher Pivots for day following 30-Nov-2020
Pivot 1 day 3 day
R1 45.73 45.80
PP 45.68 45.79
S1 45.64 45.78

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

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