NYMEX Light Sweet Crude Oil Future July 2021

Trading Metrics calculated at close of trading on 16-Nov-2020

Day Change Summary
	Previous	Current
	13-Nov-2020	16-Nov-2020	Change	Change %	Previous Week
Open	42.64	42.17	-0.47	-1.1%	39.83
High	42.64	43.35	0.71	1.7%	44.33
Low	41.85	42.17	0.32	0.8%	39.83
Close	41.92	42.83	0.91	2.2%	41.92
Range	0.79	1.18	0.39	49.4%	4.50
ATR	1.45	1.45	0.00	-0.1%	0.00
Volume	4,276	6,843	2,567	60.0%	38,919

Daily Pivots for day following 16-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	46.32	45.76	43.48
R3	45.14	44.58	43.15
R2	43.96	43.96	43.05
R1	43.40	43.40	42.94	43.68
PP	42.78	42.78	42.78	42.93
S1	42.22	42.22	42.72	42.50
S2	41.60	41.60	42.61
S3	40.42	41.04	42.51
S4	39.24	39.86	42.18

Weekly Pivots for week ending 13-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	55.53	53.22	44.40
R3	51.03	48.72	43.16
R2	46.53	46.53	42.75
R1	44.22	44.22	42.33	45.38
PP	42.03	42.03	42.03	42.60
S1	39.72	39.72	41.51	40.88
S2	37.53	37.53	41.10
S3	33.03	35.22	40.68
S4	28.53	30.72	39.45

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	44.33	41.64	2.69	6.3%	1.19	2.8%	44%	False	False	6,578
10	44.33	39.30	5.03	11.7%	1.44	3.4%	70%	False	False	6,546
20	44.33	36.69	7.64	17.8%	1.44	3.4%	80%	False	False	5,372
40	44.33	36.69	7.64	17.8%	1.29	3.0%	80%	False	False	4,654

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.20
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	48.37
2.618	46.44
1.618	45.26
1.000	44.53
0.618	44.08
HIGH	43.35
0.618	42.90
0.500	42.76
0.382	42.62
LOW	42.17
0.618	41.44
1.000	40.99
1.618	40.26
2.618	39.08
4.250	37.16

Fisher Pivots for day following 16-Nov-2020
Pivot	1 day	3 day
R1	42.81	42.80
PP	42.78	42.78
S1	42.76	42.75

Download as Excel Spreadsheet

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

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