NYMEX Light Sweet Crude Oil Future February 2021


Trading Metrics calculated at close of trading on 18-Nov-2020
Day Change Summary
Previous Current
17-Nov-2020 18-Nov-2020 Change Change % Previous Week
Open 41.92 41.82 -0.10 -0.2% 38.14
High 42.18 42.92 0.74 1.8% 43.59
Low 41.07 41.58 0.51 1.2% 37.91
Close 41.90 42.24 0.34 0.8% 40.70
Range 1.11 1.34 0.23 20.7% 5.68
ATR 1.72 1.69 -0.03 -1.6% 0.00
Volume 65,269 72,255 6,986 10.7% 514,652
Daily Pivots for day following 18-Nov-2020
Classic Woodie Camarilla DeMark
R4 46.27 45.59 42.98
R3 44.93 44.25 42.61
R2 43.59 43.59 42.49
R1 42.91 42.91 42.36 43.25
PP 42.25 42.25 42.25 42.42
S1 41.57 41.57 42.12 41.91
S2 40.91 40.91 41.99
S3 39.57 40.23 41.87
S4 38.23 38.89 41.50
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 42.92 40.64 2.28 5.4% 1.30 3.1% 70% True False 78,533
10 43.59 37.80 5.79 13.7% 1.71 4.0% 77% False False 86,312
20 43.59 34.50 9.09 21.5% 1.77 4.2% 85% False False 72,483
40 43.59 34.50 9.09 21.5% 1.61 3.8% 85% False False 51,200
60 44.84 34.50 10.34 24.5% 1.53 3.6% 75% False False 41,872
80 44.84 34.50 10.34 24.5% 1.40 3.3% 75% False False 34,373
100 44.84 34.50 10.34 24.5% 1.32 3.1% 75% False False 28,871
120 44.84 34.50 10.34 24.5% 1.38 3.3% 75% False False 25,112
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 0.25
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 48.62
2.618 46.43
1.618 45.09
1.000 44.26
0.618 43.75
HIGH 42.92
0.618 42.41
0.500 42.25
0.382 42.09
LOW 41.58
0.618 40.75
1.000 40.24
1.618 39.41
2.618 38.07
4.250 35.89
Fisher Pivots for day following 18-Nov-2020
Pivot 1 day 3 day
R1 42.25 42.09
PP 42.25 41.95
S1 42.24 41.80

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

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