NYMEX Light Sweet Crude Oil Future August 2021


Trading Metrics calculated at close of trading on 16-Nov-2020
Day Change Summary
Previous Current
13-Nov-2020 16-Nov-2020 Change Change % Previous Week
Open 42.51 42.45 -0.06 -0.1% 39.97
High 42.67 43.54 0.87 2.0% 44.36
Low 41.99 42.45 0.46 1.1% 39.92
Close 42.04 42.91 0.87 2.1% 42.04
Range 0.68 1.09 0.41 60.3% 4.44
ATR 1.42 1.42 0.01 0.4% 0.00
Volume 2,205 4,221 2,016 91.4% 25,245
Daily Pivots for day following 16-Nov-2020
Classic Woodie Camarilla DeMark
R4 46.24 45.66 43.51
R3 45.15 44.57 43.21
R2 44.06 44.06 43.11
R1 43.48 43.48 43.01 43.77
PP 42.97 42.97 42.97 43.11
S1 42.39 42.39 42.81 42.68
S2 41.88 41.88 42.71
S3 40.79 41.30 42.61
S4 39.70 40.21 42.31
Weekly Pivots for week ending 13-Nov-2020
Classic Woodie Camarilla DeMark
R4 55.43 53.17 44.48
R3 50.99 48.73 43.26
R2 46.55 46.55 42.85
R1 44.29 44.29 42.45 45.42
PP 42.11 42.11 42.11 42.67
S1 39.85 39.85 41.63 40.98
S2 37.67 37.67 41.23
S3 33.23 35.41 40.82
S4 28.79 30.97 39.60
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 44.36 41.68 2.68 6.2% 1.15 2.7% 46% False False 4,542
10 44.36 39.45 4.91 11.4% 1.41 3.3% 70% False False 4,140
20 44.36 37.08 7.28 17.0% 1.39 3.2% 80% False False 3,555
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.31
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 48.17
2.618 46.39
1.618 45.30
1.000 44.63
0.618 44.21
HIGH 43.54
0.618 43.12
0.500 43.00
0.382 42.87
LOW 42.45
0.618 41.78
1.000 41.36
1.618 40.69
2.618 39.60
4.250 37.82
Fisher Pivots for day following 16-Nov-2020
Pivot 1 day 3 day
R1 43.00 42.89
PP 42.97 42.88
S1 42.94 42.86

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

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