NYMEX Light Sweet Crude Oil Future June 2021


Trading Metrics calculated at close of trading on 17-Nov-2020
Day Change Summary
Previous Current
16-Nov-2020 17-Nov-2020 Change Change % Previous Week
Open 41.71 42.82 1.11 2.7% 39.41
High 43.41 43.04 -0.37 -0.9% 44.33
Low 41.71 41.98 0.27 0.6% 39.38
Close 42.71 42.77 0.06 0.1% 41.76
Range 1.70 1.06 -0.64 -37.6% 4.95
ATR 1.59 1.55 -0.04 -2.4% 0.00
Volume 51,330 37,405 -13,925 -27.1% 306,144
Daily Pivots for day following 17-Nov-2020
Classic Woodie Camarilla DeMark
R4 45.78 45.33 43.35
R3 44.72 44.27 43.06
R2 43.66 43.66 42.96
R1 43.21 43.21 42.87 42.91
PP 42.60 42.60 42.60 42.44
S1 42.15 42.15 42.67 41.85
S2 41.54 41.54 42.58
S3 40.48 41.09 42.48
S4 39.42 40.03 42.19
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 41.66 2.67 6.2% 1.23 2.9% 42% False False 46,290
10 44.33 39.23 5.10 11.9% 1.59 3.7% 69% False False 50,352
20 44.33 36.26 8.07 18.9% 1.61 3.8% 81% False False 43,200
40 44.33 36.26 8.07 18.9% 1.46 3.4% 81% False False 38,121
60 45.59 36.26 9.33 21.8% 1.38 3.2% 70% False False 36,756
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.24
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 47.55
2.618 45.82
1.618 44.76
1.000 44.10
0.618 43.70
HIGH 43.04
0.618 42.64
0.500 42.51
0.382 42.38
LOW 41.98
0.618 41.32
1.000 40.92
1.618 40.26
2.618 39.20
4.250 37.48
Fisher Pivots for day following 17-Nov-2020
Pivot 1 day 3 day
R1 42.68 42.69
PP 42.60 42.61
S1 42.51 42.54

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

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