NYMEX Light Sweet Crude Oil Future February 2021


Trading Metrics calculated at close of trading on 12-Nov-2020
Day Change Summary
Previous Current
11-Nov-2020 12-Nov-2020 Change Change % Previous Week
Open 42.46 42.07 -0.39 -0.9% 36.07
High 43.59 42.74 -0.85 -1.9% 40.04
Low 41.93 41.50 -0.43 -1.0% 34.50
Close 42.06 41.74 -0.32 -0.8% 37.90
Range 1.66 1.24 -0.42 -25.3% 5.54
ATR 1.85 1.80 -0.04 -2.3% 0.00
Volume 105,988 68,802 -37,186 -35.1% 362,400
Daily Pivots for day following 12-Nov-2020
Classic Woodie Camarilla DeMark
R4 45.71 44.97 42.42
R3 44.47 43.73 42.08
R2 43.23 43.23 41.97
R1 42.49 42.49 41.85 42.24
PP 41.99 41.99 41.99 41.87
S1 41.25 41.25 41.63 41.00
S2 40.75 40.75 41.51
S3 39.51 40.01 41.40
S4 38.27 38.77 41.06
Weekly Pivots for week ending 06-Nov-2020
Classic Woodie Camarilla DeMark
R4 54.10 51.54 40.95
R3 48.56 46.00 39.42
R2 43.02 43.02 38.92
R1 40.46 40.46 38.41 41.74
PP 37.48 37.48 37.48 38.12
S1 34.92 34.92 37.39 36.20
S2 31.94 31.94 36.88
S3 26.40 29.38 36.38
S4 20.86 23.84 34.85
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 43.59 37.80 5.79 13.9% 2.15 5.2% 68% False False 98,397
10 43.59 34.50 9.09 21.8% 2.01 4.8% 80% False False 82,789
20 43.59 34.50 9.09 21.8% 1.73 4.2% 80% False False 62,325
40 43.59 34.50 9.09 21.8% 1.62 3.9% 80% False False 45,765
60 44.84 34.50 10.34 24.8% 1.51 3.6% 70% False False 37,415
80 44.84 34.50 10.34 24.8% 1.38 3.3% 70% False False 30,717
100 44.84 34.50 10.34 24.8% 1.34 3.2% 70% False False 25,911
120 44.84 34.40 10.44 25.0% 1.40 3.3% 70% False False 22,606
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
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 0.53
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 48.01
2.618 45.99
1.618 44.75
1.000 43.98
0.618 43.51
HIGH 42.74
0.618 42.27
0.500 42.12
0.382 41.97
LOW 41.50
0.618 40.73
1.000 40.26
1.618 39.49
2.618 38.25
4.250 36.23
Fisher Pivots for day following 12-Nov-2020
Pivot 1 day 3 day
R1 42.12 41.85
PP 41.99 41.81
S1 41.87 41.78

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

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