NYMEX Light Sweet Crude Oil Future December 2020


Trading Metrics calculated at close of trading on 20-Nov-2020
Day Change Summary
Previous Current
19-Nov-2020 20-Nov-2020 Change Change % Previous Week
Open 41.61 41.70 0.09 0.2% 40.17
High 41.98 42.32 0.34 0.8% 42.46
Low 41.08 41.51 0.43 1.0% 40.15
Close 41.74 42.15 0.41 1.0% 42.15
Range 0.90 0.81 -0.09 -10.0% 2.31
ATR 1.69 1.63 -0.06 -3.7% 0.00
Volume 88,144 18,052 -70,092 -79.5% 835,671
Daily Pivots for day following 20-Nov-2020
Classic Woodie Camarilla DeMark
R4 44.42 44.10 42.60
R3 43.61 43.29 42.37
R2 42.80 42.80 42.30
R1 42.48 42.48 42.22 42.64
PP 41.99 41.99 41.99 42.08
S1 41.67 41.67 42.08 41.83
S2 41.18 41.18 42.00
S3 40.37 40.86 41.93
S4 39.56 40.05 41.70
Weekly Pivots for week ending 20-Nov-2020
Classic Woodie Camarilla DeMark
R4 48.52 47.64 43.42
R3 46.21 45.33 42.79
R2 43.90 43.90 42.57
R1 43.02 43.02 42.36 43.46
PP 41.59 41.59 41.59 41.81
S1 40.71 40.71 41.94 41.15
S2 39.28 39.28 41.73
S3 36.97 38.40 41.51
S4 34.66 36.09 40.88
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 42.46 40.15 2.31 5.5% 1.23 2.9% 87% False False 167,134
10 43.06 37.16 5.90 14.0% 1.67 4.0% 85% False False 309,862
20 43.06 33.64 9.42 22.3% 1.78 4.2% 90% False False 364,614
40 43.06 33.64 9.42 22.3% 1.67 4.0% 90% False False 297,035
60 44.19 33.64 10.55 25.0% 1.61 3.8% 81% False False 238,332
80 44.33 33.64 10.69 25.4% 1.48 3.5% 80% False False 199,992
100 44.33 33.64 10.69 25.4% 1.42 3.4% 80% False False 173,695
120 44.33 33.64 10.69 25.4% 1.51 3.6% 80% False False 157,373
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.29
Narrowest range in 24 trading days
Fibonacci Retracements and Extensions
4.250 45.76
2.618 44.44
1.618 43.63
1.000 43.13
0.618 42.82
HIGH 42.32
0.618 42.01
0.500 41.92
0.382 41.82
LOW 41.51
0.618 41.01
1.000 40.70
1.618 40.20
2.618 39.39
4.250 38.07
Fisher Pivots for day following 20-Nov-2020
Pivot 1 day 3 day
R1 42.07 42.02
PP 41.99 41.90
S1 41.92 41.77

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

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