NYMEX Light Sweet Crude Oil Future January 2021


Trading Metrics calculated at close of trading on 23-Nov-2020
Day Change Summary
Previous Current
20-Nov-2020 23-Nov-2020 Change Change % Previous Week
Open 41.88 42.46 0.58 1.4% 40.44
High 42.54 43.36 0.82 1.9% 42.68
Low 41.61 42.29 0.68 1.6% 40.40
Close 42.42 43.06 0.64 1.5% 42.42
Range 0.93 1.07 0.14 15.1% 2.28
ATR 1.62 1.58 -0.04 -2.4% 0.00
Volume 276,340 300,717 24,377 8.8% 1,387,471
Daily Pivots for day following 23-Nov-2020
Classic Woodie Camarilla DeMark
R4 46.11 45.66 43.65
R3 45.04 44.59 43.35
R2 43.97 43.97 43.26
R1 43.52 43.52 43.16 43.75
PP 42.90 42.90 42.90 43.02
S1 42.45 42.45 42.96 42.68
S2 41.83 41.83 42.86
S3 40.76 41.38 42.77
S4 39.69 40.31 42.47
Weekly Pivots for week ending 20-Nov-2020
Classic Woodie Camarilla DeMark
R4 48.67 47.83 43.67
R3 46.39 45.55 43.05
R2 44.11 44.11 42.84
R1 43.27 43.27 42.63 43.69
PP 41.83 41.83 41.83 42.05
S1 40.99 40.99 42.21 41.41
S2 39.55 39.55 42.00
S3 37.27 38.71 41.79
S4 34.99 36.43 41.17
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 43.36 40.81 2.55 5.9% 1.08 2.5% 88% True False 289,950
10 43.36 39.72 3.64 8.5% 1.36 3.2% 92% True False 250,000
20 43.36 34.04 9.32 21.6% 1.75 4.1% 97% True False 205,681
40 43.36 34.04 9.32 21.6% 1.65 3.8% 97% True False 143,455
60 44.48 34.04 10.44 24.2% 1.59 3.7% 86% False False 108,128
80 44.60 34.04 10.56 24.5% 1.44 3.4% 85% False False 87,563
100 44.60 34.04 10.56 24.5% 1.37 3.2% 85% False False 73,005
120 44.60 34.04 10.56 24.5% 1.45 3.4% 85% False False 63,120
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 0.28
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 47.91
2.618 46.16
1.618 45.09
1.000 44.43
0.618 44.02
HIGH 43.36
0.618 42.95
0.500 42.83
0.382 42.70
LOW 42.29
0.618 41.63
1.000 41.22
1.618 40.56
2.618 39.49
4.250 37.74
Fisher Pivots for day following 23-Nov-2020
Pivot 1 day 3 day
R1 42.98 42.81
PP 42.90 42.56
S1 42.83 42.31

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

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