NYMEX Light Sweet Crude Oil Future March 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	42.18	42.09	-0.09	-0.2%	38.56
High	42.44	43.16	0.72	1.7%	43.80
Low	41.35	41.88	0.53	1.3%	38.39
Close	42.17	42.49	0.32	0.8%	41.01
Range	1.09	1.28	0.19	17.4%	5.41
ATR	1.67	1.64	-0.03	-1.7%	0.00
Volume	37,711	42,223	4,512	12.0%	336,819

Daily Pivots for day following 18-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	46.35	45.70	43.19
R3	45.07	44.42	42.84
R2	43.79	43.79	42.72
R1	43.14	43.14	42.61	43.47
PP	42.51	42.51	42.51	42.67
S1	41.86	41.86	42.37	42.19
S2	41.23	41.23	42.26
S3	39.95	40.58	42.14
S4	38.67	39.30	41.79

Weekly Pivots for week ending 13-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	57.30	54.56	43.99
R3	51.89	49.15	42.50
R2	46.48	46.48	42.00
R1	43.74	43.74	41.51	45.11
PP	41.07	41.07	41.07	41.75
S1	38.33	38.33	40.51	39.70
S2	35.66	35.66	40.02
S3	30.25	32.92	39.52
S4	24.84	27.51	38.03

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	43.16	40.94	2.22	5.2%	1.25	3.0%	70%	True	False	45,644
10	43.80	38.21	5.59	13.2%	1.64	3.9%	77%	False	False	55,902
20	43.80	35.00	8.80	20.7%	1.70	4.0%	85%	False	False	46,402
40	43.80	35.00	8.80	20.7%	1.55	3.7%	85%	False	False	40,081
60	45.07	35.00	10.07	23.7%	1.48	3.5%	74%	False	False	35,742
80	45.07	35.00	10.07	23.7%	1.36	3.2%	74%	False	False	30,724
100	45.07	35.00	10.07	23.7%	1.29	3.0%	74%	False	False	26,851
120	45.07	35.00	10.07	23.7%	1.36	3.2%	74%	False	False	24,182

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	0.22
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	48.60
2.618	46.51
1.618	45.23
1.000	44.44
0.618	43.95
HIGH	43.16
0.618	42.67
0.500	42.52
0.382	42.37
LOW	41.88
0.618	41.09
1.000	40.60
1.618	39.81
2.618	38.53
4.250	36.44

Fisher Pivots for day following 18-Nov-2020
Pivot	1 day	3 day
R1	42.52	42.36
PP	42.51	42.22
S1	42.50	42.09

Download as Excel Spreadsheet

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

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