NYMEX Light Sweet Crude Oil Future May 2021


Trading Metrics calculated at close of trading on 16-Nov-2020
Day Change Summary
Previous Current
13-Nov-2020 16-Nov-2020 Change Change % Previous Week
Open 42.31 41.67 -0.64 -1.5% 39.28
High 42.31 43.26 0.95 2.2% 44.14
Low 41.49 41.67 0.18 0.4% 39.13
Close 41.55 42.54 0.99 2.4% 41.55
Range 0.82 1.59 0.77 93.9% 5.01
ATR 1.57 1.58 0.01 0.6% 0.00
Volume 11,508 16,196 4,688 40.7% 99,835
Daily Pivots for day following 16-Nov-2020
Classic Woodie Camarilla DeMark
R4 47.26 46.49 43.41
R3 45.67 44.90 42.98
R2 44.08 44.08 42.83
R1 43.31 43.31 42.69 43.70
PP 42.49 42.49 42.49 42.68
S1 41.72 41.72 42.39 42.11
S2 40.90 40.90 42.25
S3 39.31 40.13 42.10
S4 37.72 38.54 41.67
Weekly Pivots for week ending 13-Nov-2020
Classic Woodie Camarilla DeMark
R4 56.64 54.10 44.31
R3 51.63 49.09 42.93
R2 46.62 46.62 42.47
R1 44.08 44.08 42.01 45.35
PP 41.61 41.61 41.61 42.24
S1 39.07 39.07 41.09 40.34
S2 36.60 36.60 40.63
S3 31.59 34.06 40.17
S4 26.58 29.05 38.79
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 44.14 41.11 3.03 7.1% 1.38 3.3% 47% False False 17,111
10 44.14 38.58 5.56 13.1% 1.61 3.8% 71% False False 16,381
20 44.14 36.00 8.14 19.1% 1.58 3.7% 80% False False 13,768
40 44.14 36.00 8.14 19.1% 1.41 3.3% 80% False False 10,712
60 45.42 36.00 9.42 22.1% 1.32 3.1% 69% False False 9,252
80 45.42 36.00 9.42 22.1% 1.22 2.9% 69% False False 7,994
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.30
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 50.02
2.618 47.42
1.618 45.83
1.000 44.85
0.618 44.24
HIGH 43.26
0.618 42.65
0.500 42.47
0.382 42.28
LOW 41.67
0.618 40.69
1.000 40.08
1.618 39.10
2.618 37.51
4.250 34.91
Fisher Pivots for day following 16-Nov-2020
Pivot 1 day 3 day
R1 42.52 42.51
PP 42.49 42.48
S1 42.47 42.45

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

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