NYMEX Light Sweet Crude Oil Future March 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 42.63 42.51 -0.12 -0.3% 36.37
High 43.80 43.00 -0.80 -1.8% 40.40
Low 42.24 41.82 -0.42 -1.0% 35.00
Close 42.37 42.05 -0.32 -0.8% 38.34
Range 1.56 1.18 -0.38 -24.4% 5.40
ATR 1.79 1.75 -0.04 -2.4% 0.00
Volume 66,212 44,173 -22,039 -33.3% 218,349
Daily Pivots for day following 12-Nov-2020
Classic Woodie Camarilla DeMark
R4 45.83 45.12 42.70
R3 44.65 43.94 42.37
R2 43.47 43.47 42.27
R1 42.76 42.76 42.16 42.53
PP 42.29 42.29 42.29 42.17
S1 41.58 41.58 41.94 41.35
S2 41.11 41.11 41.83
S3 39.93 40.40 41.73
S4 38.75 39.22 41.40
Weekly Pivots for week ending 06-Nov-2020
Classic Woodie Camarilla DeMark
R4 54.11 51.63 41.31
R3 48.71 46.23 39.83
R2 43.31 43.31 39.33
R1 40.83 40.83 38.84 42.07
PP 37.91 37.91 37.91 38.54
S1 35.43 35.43 37.85 36.67
S2 32.51 32.51 37.35
S3 27.11 30.03 36.86
S4 21.71 24.63 35.37
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 43.80 38.21 5.59 13.3% 2.06 4.9% 69% False False 68,926
10 43.80 35.00 8.80 20.9% 1.94 4.6% 80% False False 53,824
20 43.80 35.00 8.80 20.9% 1.66 4.0% 80% False False 42,367
40 43.80 35.00 8.80 20.9% 1.57 3.7% 80% False False 38,055
60 45.07 35.00 10.07 23.9% 1.46 3.5% 70% False False 34,098
80 45.07 35.00 10.07 23.9% 1.35 3.2% 70% False False 28,930
100 45.07 35.00 10.07 23.9% 1.31 3.1% 70% False False 25,490
120 45.07 34.79 10.28 24.4% 1.37 3.3% 71% False False 23,014
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 0.49
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 48.02
2.618 46.09
1.618 44.91
1.000 44.18
0.618 43.73
HIGH 43.00
0.618 42.55
0.500 42.41
0.382 42.27
LOW 41.82
0.618 41.09
1.000 40.64
1.618 39.91
2.618 38.73
4.250 36.81
Fisher Pivots for day following 12-Nov-2020
Pivot 1 day 3 day
R1 42.41 42.13
PP 42.29 42.10
S1 42.17 42.08

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

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