NYMEX Light Sweet Crude Oil Future February 2021


Trading Metrics calculated at close of trading on 17-Nov-2020
Day Change Summary
Previous Current
16-Nov-2020 17-Nov-2020 Change Change % Previous Week
Open 40.68 41.92 1.24 3.0% 38.14
High 42.61 42.18 -0.43 -1.0% 43.59
Low 40.68 41.07 0.39 1.0% 37.91
Close 41.82 41.90 0.08 0.2% 40.70
Range 1.93 1.11 -0.82 -42.5% 5.68
ATR 1.77 1.72 -0.05 -2.7% 0.00
Volume 87,533 65,269 -22,264 -25.4% 514,652
Daily Pivots for day following 17-Nov-2020
Classic Woodie Camarilla DeMark
R4 45.05 44.58 42.51
R3 43.94 43.47 42.21
R2 42.83 42.83 42.10
R1 42.36 42.36 42.00 42.04
PP 41.72 41.72 41.72 41.56
S1 41.25 41.25 41.80 40.93
S2 40.61 40.61 41.70
S3 39.50 40.14 41.59
S4 38.39 39.03 41.29
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 40.64 2.95 7.0% 1.37 3.3% 43% False False 85,279
10 43.59 37.80 5.79 13.8% 1.77 4.2% 71% False False 86,771
20 43.59 34.50 9.09 21.7% 1.79 4.3% 81% False False 70,758
40 43.59 34.50 9.09 21.7% 1.61 3.8% 81% False False 50,326
60 44.84 34.50 10.34 24.7% 1.52 3.6% 72% False False 41,028
80 44.84 34.50 10.34 24.7% 1.39 3.3% 72% False False 33,581
100 44.84 34.50 10.34 24.7% 1.32 3.2% 72% False False 28,199
120 44.84 34.50 10.34 24.7% 1.38 3.3% 72% False False 24,570
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.31
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 46.90
2.618 45.09
1.618 43.98
1.000 43.29
0.618 42.87
HIGH 42.18
0.618 41.76
0.500 41.63
0.382 41.49
LOW 41.07
0.618 40.38
1.000 39.96
1.618 39.27
2.618 38.16
4.250 36.35
Fisher Pivots for day following 17-Nov-2020
Pivot 1 day 3 day
R1 41.81 41.81
PP 41.72 41.72
S1 41.63 41.63

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

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