NYMEX Light Sweet Crude Oil Future February 2021


Trading Metrics calculated at close of trading on 16-Nov-2020
Day Change Summary
Previous Current
13-Nov-2020 16-Nov-2020 Change Change % Previous Week
Open 41.54 40.68 -0.86 -2.1% 38.14
High 41.54 42.61 1.07 2.6% 43.59
Low 40.64 40.68 0.04 0.1% 37.91
Close 40.70 41.82 1.12 2.8% 40.70
Range 0.90 1.93 1.03 114.4% 5.68
ATR 1.75 1.77 0.01 0.7% 0.00
Volume 98,807 87,533 -11,274 -11.4% 514,652
Daily Pivots for day following 16-Nov-2020
Classic Woodie Camarilla DeMark
R4 47.49 46.59 42.88
R3 45.56 44.66 42.35
R2 43.63 43.63 42.17
R1 42.73 42.73 42.00 43.18
PP 41.70 41.70 41.70 41.93
S1 40.80 40.80 41.64 41.25
S2 39.77 39.77 41.47
S3 37.84 38.87 41.29
S4 35.91 36.94 40.76
Weekly Pivots for week ending 13-Nov-2020
Classic Woodie Camarilla DeMark
R4 57.77 54.92 43.82
R3 52.09 49.24 42.26
R2 46.41 46.41 41.74
R1 43.56 43.56 41.22 44.99
PP 40.73 40.73 40.73 41.45
S1 37.88 37.88 40.18 39.31
S2 35.05 35.05 39.66
S3 29.37 32.20 39.14
S4 23.69 26.52 37.58
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 43.59 40.10 3.49 8.3% 1.61 3.8% 49% False False 93,211
10 43.59 37.35 6.24 14.9% 1.83 4.4% 72% False False 88,899
20 43.59 34.50 9.09 21.7% 1.80 4.3% 81% False False 69,034
40 43.59 34.50 9.09 21.7% 1.60 3.8% 81% False False 49,566
60 44.84 34.50 10.34 24.7% 1.51 3.6% 71% False False 40,104
80 44.84 34.50 10.34 24.7% 1.39 3.3% 71% False False 32,859
100 44.84 34.50 10.34 24.7% 1.32 3.2% 71% False False 27,623
120 44.84 34.50 10.34 24.7% 1.39 3.3% 71% False False 24,073
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.33
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 50.81
2.618 47.66
1.618 45.73
1.000 44.54
0.618 43.80
HIGH 42.61
0.618 41.87
0.500 41.65
0.382 41.42
LOW 40.68
0.618 39.49
1.000 38.75
1.618 37.56
2.618 35.63
4.250 32.48
Fisher Pivots for day following 16-Nov-2020
Pivot 1 day 3 day
R1 41.76 41.78
PP 41.70 41.73
S1 41.65 41.69

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

View Archives - Comment on this page... - Back to Index of Symbols