NYMEX Light Sweet Crude Oil Future July 2021


Trading Metrics calculated at close of trading on 09-Nov-2020
Day Change Summary
Previous Current
06-Nov-2020 09-Nov-2020 Change Change % Previous Week
Open 40.37 39.83 -0.54 -1.3% 36.80
High 40.75 43.19 2.44 6.0% 41.49
Low 39.53 39.83 0.30 0.8% 36.69
Close 39.67 42.27 2.60 6.6% 39.67
Range 1.22 3.36 2.14 175.4% 4.80
ATR 1.38 1.53 0.15 11.1% 0.00
Volume 5,704 12,872 7,168 125.7% 28,350
Daily Pivots for day following 09-Nov-2020
Classic Woodie Camarilla DeMark
R4 51.84 50.42 44.12
R3 48.48 47.06 43.19
R2 45.12 45.12 42.89
R1 43.70 43.70 42.58 44.41
PP 41.76 41.76 41.76 42.12
S1 40.34 40.34 41.96 41.05
S2 38.40 38.40 41.65
S3 35.04 36.98 41.35
S4 31.68 33.62 40.42
Weekly Pivots for week ending 06-Nov-2020
Classic Woodie Camarilla DeMark
R4 53.68 51.48 42.31
R3 48.88 46.68 40.99
R2 44.08 44.08 40.55
R1 41.88 41.88 40.11 42.98
PP 39.28 39.28 39.28 39.84
S1 37.08 37.08 39.23 38.18
S2 34.48 34.48 38.79
S3 29.68 32.28 38.35
S4 24.88 27.48 37.03
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 43.19 39.30 3.89 9.2% 1.68 4.0% 76% True False 6,514
10 43.19 36.69 6.50 15.4% 1.72 4.1% 86% True False 6,077
20 43.28 36.69 6.59 15.6% 1.36 3.2% 85% False False 4,844
40 43.70 36.69 7.01 16.6% 1.30 3.1% 80% False False 4,296
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 0.19
Widest range in 42 trading days
Fibonacci Retracements and Extensions
4.250 57.47
2.618 51.99
1.618 48.63
1.000 46.55
0.618 45.27
HIGH 43.19
0.618 41.91
0.500 41.51
0.382 41.11
LOW 39.83
0.618 37.75
1.000 36.47
1.618 34.39
2.618 31.03
4.250 25.55
Fisher Pivots for day following 09-Nov-2020
Pivot 1 day 3 day
R1 42.02 41.97
PP 41.76 41.66
S1 41.51 41.36

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

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