NYMEX Light Sweet Crude Oil Future February 2021


Trading Metrics calculated at close of trading on 19-Nov-2020
Day Change Summary
Previous Current
18-Nov-2020 19-Nov-2020 Change Change % Previous Week
Open 41.82 42.06 0.24 0.6% 38.14
High 42.92 42.36 -0.56 -1.3% 43.59
Low 41.58 41.52 -0.06 -0.1% 37.91
Close 42.24 42.11 -0.13 -0.3% 40.70
Range 1.34 0.84 -0.50 -37.3% 5.68
ATR 1.69 1.63 -0.06 -3.6% 0.00
Volume 72,255 91,908 19,653 27.2% 514,652
Daily Pivots for day following 19-Nov-2020
Classic Woodie Camarilla DeMark
R4 44.52 44.15 42.57
R3 43.68 43.31 42.34
R2 42.84 42.84 42.26
R1 42.47 42.47 42.19 42.66
PP 42.00 42.00 42.00 42.09
S1 41.63 41.63 42.03 41.82
S2 41.16 41.16 41.96
S3 40.32 40.79 41.88
S4 39.48 39.95 41.65
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% 1.22 2.9% 64% False False 83,154
10 43.59 37.80 5.79 13.7% 1.69 4.0% 74% False False 90,775
20 43.59 34.50 9.09 21.6% 1.75 4.1% 84% False False 75,834
40 43.59 34.50 9.09 21.6% 1.60 3.8% 84% False False 53,080
60 44.77 34.50 10.27 24.4% 1.53 3.6% 74% False False 43,156
80 44.84 34.50 10.34 24.6% 1.40 3.3% 74% False False 35,403
100 44.84 34.50 10.34 24.6% 1.32 3.1% 74% False False 29,720
120 44.84 34.50 10.34 24.6% 1.38 3.3% 74% False False 25,833
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.26
Narrowest range in 23 trading days
Fibonacci Retracements and Extensions
4.250 45.93
2.618 44.56
1.618 43.72
1.000 43.20
0.618 42.88
HIGH 42.36
0.618 42.04
0.500 41.94
0.382 41.84
LOW 41.52
0.618 41.00
1.000 40.68
1.618 40.16
2.618 39.32
4.250 37.95
Fisher Pivots for day following 19-Nov-2020
Pivot 1 day 3 day
R1 42.05 42.07
PP 42.00 42.03
S1 41.94 42.00

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

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