NYMEX Light Sweet Crude Oil Future June 2021

Trading Metrics calculated at close of trading on 24-Nov-2020

Day Change Summary
	Previous	Current
	23-Nov-2020	24-Nov-2020	Change	Change %	Previous Week
Open	43.21	43.49	0.28	0.6%	41.71
High	44.08	45.63	1.55	3.5%	43.69
Low	43.14	43.48	0.34	0.8%	41.71
Close	43.77	45.41	1.64	3.7%	43.27
Range	0.94	2.15	1.21	128.7%	1.98
ATR	1.38	1.43	0.06	4.0%	0.00
Volume	70,113	115,144	45,031	64.2%	229,561

Daily Pivots for day following 24-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	51.29	50.50	46.59
R3	49.14	48.35	46.00
R2	46.99	46.99	45.80
R1	46.20	46.20	45.61	46.60
PP	44.84	44.84	44.84	45.04
S1	44.05	44.05	45.21	44.45
S2	42.69	42.69	45.02
S3	40.54	41.90	44.82
S4	38.39	39.75	44.23

Weekly Pivots for week ending 20-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	48.83	48.03	44.36
R3	46.85	46.05	43.81
R2	44.87	44.87	43.63
R1	44.07	44.07	43.45	44.47
PP	42.89	42.89	42.89	43.09
S1	42.09	42.09	43.09	42.49
S2	40.91	40.91	42.91
S3	38.93	40.11	42.73
S4	36.95	38.13	42.18

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	45.63	42.42	3.21	7.1%	1.14	2.5%	93%	True	False	65,216
10	45.63	41.66	3.97	8.7%	1.18	2.6%	94%	True	False	55,753
20	45.63	36.26	9.37	20.6%	1.58	3.5%	98%	True	False	53,656
40	45.63	36.26	9.37	20.6%	1.45	3.2%	98%	True	False	43,576
60	45.63	36.26	9.37	20.6%	1.41	3.1%	98%	True	False	40,271

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.18
Widest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	54.77
2.618	51.26
1.618	49.11
1.000	47.78
0.618	46.96
HIGH	45.63
0.618	44.81
0.500	44.56
0.382	44.30
LOW	43.48
0.618	42.15
1.000	41.33
1.618	40.00
2.618	37.85
4.250	34.34

Fisher Pivots for day following 24-Nov-2020
Pivot	1 day	3 day
R1	45.13	44.99
PP	44.84	44.56
S1	44.56	44.14

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols