NYMEX Light Sweet Crude Oil Future December 2020

Trading Metrics calculated at close of trading on 18-Nov-2020

Day Change Summary
	Previous	Current
	17-Nov-2020	18-Nov-2020	Change	Change %	Previous Week
Open	41.44	41.35	-0.09	-0.2%	37.34
High	41.69	42.46	0.77	1.8%	43.06
Low	40.57	41.08	0.51	1.3%	37.16
Close	41.43	41.82	0.39	0.9%	40.13
Range	1.12	1.38	0.26	23.2%	5.90
ATR	1.78	1.76	-0.03	-1.6%	0.00
Volume	243,677	107,013	-136,664	-56.1%	2,262,956

Daily Pivots for day following 18-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	45.93	45.25	42.58
R3	44.55	43.87	42.20
R2	43.17	43.17	42.07
R1	42.49	42.49	41.95	42.83
PP	41.79	41.79	41.79	41.96
S1	41.11	41.11	41.69	41.45
S2	40.41	40.41	41.57
S3	39.03	39.73	41.44
S4	37.65	38.35	41.06

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	42.46	40.06	2.40	5.7%	1.33	3.2%	73%	True	False	293,738
10	43.06	37.06	6.00	14.3%	1.76	4.2%	79%	False	False	370,182
20	43.06	33.64	9.42	22.5%	1.83	4.4%	87%	False	False	388,126
40	43.06	33.64	9.42	22.5%	1.68	4.0%	87%	False	False	298,318
60	44.33	33.64	10.69	25.6%	1.62	3.9%	77%	False	False	239,496
80	44.33	33.64	10.69	25.6%	1.50	3.6%	77%	False	False	200,645
100	44.33	33.64	10.69	25.6%	1.43	3.4%	77%	False	False	174,260
120	44.33	33.64	10.69	25.6%	1.52	3.6%	77%	False	False	157,880

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	0.25
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	48.33
2.618	46.07
1.618	44.69
1.000	43.84
0.618	43.31
HIGH	42.46
0.618	41.93
0.500	41.77
0.382	41.61
LOW	41.08
0.618	40.23
1.000	39.70
1.618	38.85
2.618	37.47
4.250	35.22

Fisher Pivots for day following 18-Nov-2020
Pivot	1 day	3 day
R1	41.80	41.65
PP	41.79	41.48
S1	41.77	41.31

Download as Excel Spreadsheet

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

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