NYMEX Light Sweet Crude Oil Future June 2021


Trading Metrics calculated at close of trading on 13-Nov-2020
Day Change Summary
Previous Current
12-Nov-2020 13-Nov-2020 Change Change % Previous Week
Open 42.98 42.45 -0.53 -1.2% 39.41
High 43.58 42.52 -1.06 -2.4% 44.33
Low 42.50 41.66 -0.84 -2.0% 39.38
Close 42.71 41.76 -0.95 -2.2% 41.76
Range 1.08 0.86 -0.22 -20.4% 4.95
ATR 1.62 1.58 -0.04 -2.5% 0.00
Volume 44,326 34,112 -10,214 -23.0% 306,144
Daily Pivots for day following 13-Nov-2020
Classic Woodie Camarilla DeMark
R4 44.56 44.02 42.23
R3 43.70 43.16 42.00
R2 42.84 42.84 41.92
R1 42.30 42.30 41.84 42.14
PP 41.98 41.98 41.98 41.90
S1 41.44 41.44 41.68 41.28
S2 41.12 41.12 41.60
S3 40.26 40.58 41.52
S4 39.40 39.72 41.29
Weekly Pivots for week ending 13-Nov-2020
Classic Woodie Camarilla DeMark
R4 56.67 54.17 44.48
R3 51.72 49.22 43.12
R2 46.77 46.77 42.67
R1 44.27 44.27 42.21 45.52
PP 41.82 41.82 41.82 42.45
S1 39.32 39.32 41.31 40.57
S2 36.87 36.87 40.85
S3 31.92 34.37 40.40
S4 26.97 29.42 39.04
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 44.33 39.38 4.95 11.9% 1.79 4.3% 48% False False 61,228
10 44.33 36.26 8.07 19.3% 1.79 4.3% 68% False False 52,152
20 44.33 36.26 8.07 19.3% 1.55 3.7% 68% False False 41,434
40 44.33 36.26 8.07 19.3% 1.47 3.5% 68% False False 37,015
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.40
Narrowest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 46.18
2.618 44.77
1.618 43.91
1.000 43.38
0.618 43.05
HIGH 42.52
0.618 42.19
0.500 42.09
0.382 41.99
LOW 41.66
0.618 41.13
1.000 40.80
1.618 40.27
2.618 39.41
4.250 38.01
Fisher Pivots for day following 13-Nov-2020
Pivot 1 day 3 day
R1 42.09 43.00
PP 41.98 42.58
S1 41.87 42.17

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

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