NYMEX Light Sweet Crude Oil Future June 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 39.41 41.65 2.24 5.7% 37.50
High 43.04 43.24 0.20 0.5% 41.29
Low 39.38 41.33 1.95 5.0% 36.26
Close 42.09 42.87 0.78 1.9% 39.40
Range 3.66 1.91 -1.75 -47.8% 5.03
ATR 1.66 1.68 0.02 1.1% 0.00
Volume 99,009 64,420 -34,589 -34.9% 215,382
Daily Pivots for day following 10-Nov-2020
Classic Woodie Camarilla DeMark
R4 48.21 47.45 43.92
R3 46.30 45.54 43.40
R2 44.39 44.39 43.22
R1 43.63 43.63 43.05 44.01
PP 42.48 42.48 42.48 42.67
S1 41.72 41.72 42.69 42.10
S2 40.57 40.57 42.52
S3 38.66 39.81 42.34
S4 36.75 37.90 41.82
Weekly Pivots for week ending 06-Nov-2020
Classic Woodie Camarilla DeMark
R4 54.07 51.77 42.17
R3 49.04 46.74 40.78
R2 44.01 44.01 40.32
R1 41.71 41.71 39.86 42.86
PP 38.98 38.98 38.98 39.56
S1 36.68 36.68 38.94 37.83
S2 33.95 33.95 38.48
S3 28.92 31.65 38.02
S4 23.89 26.62 36.63
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 43.24 39.23 4.01 9.4% 1.95 4.5% 91% True False 54,415
10 43.24 36.26 6.98 16.3% 1.98 4.6% 95% True False 51,559
20 43.24 36.26 6.98 16.3% 1.56 3.6% 95% True False 38,697
40 43.66 36.26 7.40 17.3% 1.48 3.5% 89% False False 36,619
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 0.38
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 51.36
2.618 48.24
1.618 46.33
1.000 45.15
0.618 44.42
HIGH 43.24
0.618 42.51
0.500 42.29
0.382 42.06
LOW 41.33
0.618 40.15
1.000 39.42
1.618 38.24
2.618 36.33
4.250 33.21
Fisher Pivots for day following 10-Nov-2020
Pivot 1 day 3 day
R1 42.68 42.33
PP 42.48 41.78
S1 42.29 41.24

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

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