NYMEX Light Sweet Crude Oil Future April 2021


Trading Metrics calculated at close of trading on 10-Nov-2020
Day Change Summary
Previous Current
09-Nov-2020 10-Nov-2020 Change Change % Previous Week
Open 38.98 41.21 2.23 5.7% 36.76
High 42.57 42.90 0.33 0.8% 40.71
Low 38.74 40.80 2.06 5.3% 35.53
Close 41.61 42.51 0.90 2.2% 38.74
Range 3.83 2.10 -1.73 -45.2% 5.18
ATR 1.70 1.73 0.03 1.7% 0.00
Volume 56,081 38,644 -17,437 -31.1% 97,826
Daily Pivots for day following 10-Nov-2020
Classic Woodie Camarilla DeMark
R4 48.37 47.54 43.67
R3 46.27 45.44 43.09
R2 44.17 44.17 42.90
R1 43.34 43.34 42.70 43.76
PP 42.07 42.07 42.07 42.28
S1 41.24 41.24 42.32 41.66
S2 39.97 39.97 42.13
S3 37.87 39.14 41.93
S4 35.77 37.04 41.36
Weekly Pivots for week ending 06-Nov-2020
Classic Woodie Camarilla DeMark
R4 53.87 51.48 41.59
R3 48.69 46.30 40.16
R2 43.51 43.51 39.69
R1 41.12 41.12 39.21 42.32
PP 38.33 38.33 38.33 38.92
S1 35.94 35.94 38.27 37.14
S2 33.15 33.15 37.79
S3 27.97 30.76 37.32
S4 22.79 25.58 35.89
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 42.90 38.61 4.29 10.1% 2.00 4.7% 91% True False 29,135
10 42.90 35.53 7.37 17.3% 2.03 4.8% 95% True False 27,748
20 42.90 35.53 7.37 17.3% 1.60 3.8% 95% True False 19,662
40 43.21 35.53 7.68 18.1% 1.50 3.5% 91% False False 15,894
60 45.23 35.53 9.70 22.8% 1.35 3.2% 72% False False 13,162
80 45.23 35.53 9.70 22.8% 1.25 2.9% 72% False False 10,684
100 45.23 35.53 9.70 22.8% 1.22 2.9% 72% False False 9,131
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.41
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 51.83
2.618 48.40
1.618 46.30
1.000 45.00
0.618 44.20
HIGH 42.90
0.618 42.10
0.500 41.85
0.382 41.60
LOW 40.80
0.618 39.50
1.000 38.70
1.618 37.40
2.618 35.30
4.250 31.88
Fisher Pivots for day following 10-Nov-2020
Pivot 1 day 3 day
R1 42.29 41.93
PP 42.07 41.34
S1 41.85 40.76

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

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