NYMEX Light Sweet Crude Oil Future July 2021


Trading Metrics calculated at close of trading on 12-Nov-2020
Day Change Summary
Previous Current
11-Nov-2020 12-Nov-2020 Change Change % Previous Week
Open 43.05 43.38 0.33 0.8% 36.80
High 44.33 43.65 -0.68 -1.5% 41.49
Low 43.03 42.64 -0.39 -0.9% 36.69
Close 43.17 42.84 -0.33 -0.8% 39.67
Range 1.30 1.01 -0.29 -22.3% 4.80
ATR 1.53 1.49 -0.04 -2.4% 0.00
Volume 9,470 5,898 -3,572 -37.7% 28,350
Daily Pivots for day following 12-Nov-2020
Classic Woodie Camarilla DeMark
R4 46.07 45.47 43.40
R3 45.06 44.46 43.12
R2 44.05 44.05 43.03
R1 43.45 43.45 42.93 43.25
PP 43.04 43.04 43.04 42.94
S1 42.44 42.44 42.75 42.24
S2 42.03 42.03 42.65
S3 41.02 41.43 42.56
S4 40.01 40.42 42.28
Weekly Pivots for week ending 06-Nov-2020
Classic Woodie Camarilla DeMark
R4 53.68 51.48 42.31
R3 48.88 46.68 40.99
R2 44.08 44.08 40.55
R1 41.88 41.88 40.11 42.98
PP 39.28 39.28 39.28 39.84
S1 37.08 37.08 39.23 38.18
S2 34.48 34.48 38.79
S3 29.68 32.28 38.35
S4 24.88 27.48 37.03
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 44.33 39.53 4.80 11.2% 1.72 4.0% 69% False False 8,069
10 44.33 36.69 7.64 17.8% 1.63 3.8% 80% False False 6,914
20 44.33 36.69 7.64 17.8% 1.41 3.3% 80% False False 4,990
40 44.33 36.69 7.64 17.8% 1.31 3.1% 80% False False 4,460
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.22
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 47.94
2.618 46.29
1.618 45.28
1.000 44.66
0.618 44.27
HIGH 43.65
0.618 43.26
0.500 43.15
0.382 43.03
LOW 42.64
0.618 42.02
1.000 41.63
1.618 41.01
2.618 40.00
4.250 38.35
Fisher Pivots for day following 12-Nov-2020
Pivot 1 day 3 day
R1 43.15 42.99
PP 43.04 42.94
S1 42.94 42.89

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

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