NYMEX Light Sweet Crude Oil Future January 2021


Trading Metrics calculated at close of trading on 19-Nov-2020
Day Change Summary
Previous Current
18-Nov-2020 19-Nov-2020 Change Change % Previous Week
Open 41.55 41.87 0.32 0.8% 37.64
High 42.68 42.15 -0.53 -1.2% 43.33
Low 41.30 41.26 -0.04 -0.1% 37.52
Close 42.01 41.90 -0.11 -0.3% 40.40
Range 1.38 0.89 -0.49 -35.5% 5.81
ATR 1.73 1.67 -0.06 -3.5% 0.00
Volume 322,651 313,376 -9,275 -2.9% 1,093,483
Daily Pivots for day following 19-Nov-2020
Classic Woodie Camarilla DeMark
R4 44.44 44.06 42.39
R3 43.55 43.17 42.14
R2 42.66 42.66 42.06
R1 42.28 42.28 41.98 42.47
PP 41.77 41.77 41.77 41.87
S1 41.39 41.39 41.82 41.58
S2 40.88 40.88 41.74
S3 39.99 40.50 41.66
S4 39.10 39.61 41.41
Weekly Pivots for week ending 13-Nov-2020
Classic Woodie Camarilla DeMark
R4 57.85 54.93 43.60
R3 52.04 49.12 42.00
R2 46.23 46.23 41.47
R1 43.31 43.31 40.93 44.77
PP 40.42 40.42 40.42 41.15
S1 37.50 37.50 39.87 38.96
S2 34.61 34.61 39.33
S3 28.80 31.69 38.80
S4 22.99 25.88 37.20
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 42.68 40.33 2.35 5.6% 1.24 3.0% 67% False False 262,512
10 43.33 37.40 5.93 14.2% 1.73 4.1% 76% False False 238,726
20 43.33 34.04 9.29 22.2% 1.79 4.3% 85% False False 185,373
40 43.33 34.04 9.29 22.2% 1.64 3.9% 85% False False 130,757
60 44.48 34.04 10.44 24.9% 1.58 3.8% 75% False False 99,121
80 44.60 34.04 10.56 25.2% 1.46 3.5% 74% False False 80,789
100 44.60 34.04 10.56 25.2% 1.38 3.3% 74% False False 67,663
120 44.60 34.04 10.56 25.2% 1.45 3.5% 74% False False 58,476
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.26
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 45.93
2.618 44.48
1.618 43.59
1.000 43.04
0.618 42.70
HIGH 42.15
0.618 41.81
0.500 41.71
0.382 41.60
LOW 41.26
0.618 40.71
1.000 40.37
1.618 39.82
2.618 38.93
4.250 37.48
Fisher Pivots for day following 19-Nov-2020
Pivot 1 day 3 day
R1 41.84 41.85
PP 41.77 41.80
S1 41.71 41.75

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

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