NYMEX Light Sweet Crude Oil Future December 2020

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	40.17	41.44	1.27	3.2%	37.34
High	42.09	41.69	-0.40	-1.0%	43.06
Low	40.15	40.57	0.42	1.0%	37.16
Close	41.34	41.43	0.09	0.2%	40.13
Range	1.94	1.12	-0.82	-42.3%	5.90
ATR	1.84	1.78	-0.05	-2.8%	0.00
Volume	378,785	243,677	-135,108	-35.7%	2,262,956

Daily Pivots for day following 17-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	44.59	44.13	42.05
R3	43.47	43.01	41.74
R2	42.35	42.35	41.64
R1	41.89	41.89	41.53	41.56
PP	41.23	41.23	41.23	41.07
S1	40.77	40.77	41.33	40.44
S2	40.11	40.11	41.22
S3	38.99	39.65	41.12
S4	37.87	38.53	40.81

Weekly Pivots for week ending 13-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	57.82	54.87	43.38
R3	51.92	48.97	41.75
R2	46.02	46.02	41.21
R1	43.07	43.07	40.67	44.55
PP	40.12	40.12	40.12	40.85
S1	37.17	37.17	39.59	38.65
S2	34.22	34.22	39.05
S3	28.32	31.27	38.51
S4	22.42	25.37	36.89

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	43.06	40.06	3.00	7.2%	1.40	3.4%	46%	False	False	361,090
10	43.06	37.06	6.00	14.5%	1.82	4.4%	73%	False	False	403,181
20	43.06	33.64	9.42	22.7%	1.85	4.5%	83%	False	False	401,120
40	43.06	33.64	9.42	22.7%	1.68	4.1%	83%	False	False	297,832
60	44.33	33.64	10.69	25.8%	1.61	3.9%	73%	False	False	239,697
80	44.33	33.64	10.69	25.8%	1.50	3.6%	73%	False	False	199,932
100	44.33	33.64	10.69	25.8%	1.43	3.5%	73%	False	False	173,880
120	44.33	33.64	10.69	25.8%	1.52	3.7%	73%	False	False	157,718

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.32
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	46.45
2.618	44.62
1.618	43.50
1.000	42.81
0.618	42.38
HIGH	41.69
0.618	41.26
0.500	41.13
0.382	41.00
LOW	40.57
0.618	39.88
1.000	39.45
1.618	38.76
2.618	37.64
4.250	35.81

Fisher Pivots for day following 17-Nov-2020
Pivot	1 day	3 day
R1	41.33	41.31
PP	41.23	41.19
S1	41.13	41.08

Download as Excel Spreadsheet

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

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