NYMEX Light Sweet Crude Oil Future July 2021


Trading Metrics calculated at close of trading on 17-Nov-2020
Day Change Summary
Previous Current
16-Nov-2020 17-Nov-2020 Change Change % Previous Week
Open 42.17 43.09 0.92 2.2% 39.83
High 43.35 43.14 -0.21 -0.5% 44.33
Low 42.17 42.28 0.11 0.3% 39.83
Close 42.83 42.88 0.05 0.1% 41.92
Range 1.18 0.86 -0.32 -27.1% 4.50
ATR 1.45 1.41 -0.04 -2.9% 0.00
Volume 6,843 3,269 -3,574 -52.2% 38,919
Daily Pivots for day following 17-Nov-2020
Classic Woodie Camarilla DeMark
R4 45.35 44.97 43.35
R3 44.49 44.11 43.12
R2 43.63 43.63 43.04
R1 43.25 43.25 42.96 43.01
PP 42.77 42.77 42.77 42.65
S1 42.39 42.39 42.80 42.15
S2 41.91 41.91 42.72
S3 41.05 41.53 42.64
S4 40.19 40.67 42.41
Weekly Pivots for week ending 13-Nov-2020
Classic Woodie Camarilla DeMark
R4 55.53 53.22 44.40
R3 51.03 48.72 43.16
R2 46.53 46.53 42.75
R1 44.22 44.22 42.33 45.38
PP 42.03 42.03 42.03 42.60
S1 39.72 39.72 41.51 40.88
S2 37.53 37.53 41.10
S3 33.03 35.22 40.68
S4 28.53 30.72 39.45
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 44.33 41.85 2.48 5.8% 1.03 2.4% 42% False False 5,951
10 44.33 39.53 4.80 11.2% 1.39 3.2% 70% False False 6,360
20 44.33 36.69 7.64 17.8% 1.44 3.4% 81% False False 5,410
40 44.33 36.69 7.64 17.8% 1.29 3.0% 81% False False 4,636
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.18
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 46.80
2.618 45.39
1.618 44.53
1.000 44.00
0.618 43.67
HIGH 43.14
0.618 42.81
0.500 42.71
0.382 42.61
LOW 42.28
0.618 41.75
1.000 41.42
1.618 40.89
2.618 40.03
4.250 38.63
Fisher Pivots for day following 17-Nov-2020
Pivot 1 day 3 day
R1 42.82 42.79
PP 42.77 42.69
S1 42.71 42.60

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

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