NYMEX Light Sweet Crude Oil Future July 2021

Trading Metrics calculated at close of trading on 25-Nov-2020

Day Change Summary
	Previous	Current
	24-Nov-2020	25-Nov-2020	Change	Change %	Previous Week
Open	43.85	45.29	1.44	3.3%	42.17
High	45.59	46.38	0.79	1.7%	43.77
Low	43.76	45.29	1.53	3.5%	42.17
Close	45.38	46.07	0.69	1.5%	43.35
Range	1.83	1.09	-0.74	-40.4%	1.60
ATR	1.28	1.26	-0.01	-1.0%	0.00
Volume	25,363	24,274	-1,089	-4.3%	28,862

Daily Pivots for day following 25-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	49.18	48.72	46.67
R3	48.09	47.63	46.37
R2	47.00	47.00	46.27
R1	46.54	46.54	46.17	46.77
PP	45.91	45.91	45.91	46.03
S1	45.45	45.45	45.97	45.68
S2	44.82	44.82	45.87
S3	43.73	44.36	45.77
S4	42.64	43.27	45.47

Weekly Pivots for week ending 20-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	47.90	47.22	44.23
R3	46.30	45.62	43.79
R2	44.70	44.70	43.64
R1	44.02	44.02	43.50	44.36
PP	43.10	43.10	43.10	43.27
S1	42.42	42.42	43.20	42.76
S2	41.50	41.50	43.06
S3	39.90	40.82	42.91
S4	38.30	39.22	42.47

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	46.38	42.60	3.78	8.2%	0.97	2.1%	92%	True	False	15,209
10	46.38	41.85	4.53	9.8%	0.97	2.1%	93%	True	False	10,450
20	46.38	36.69	9.69	21.0%	1.37	3.0%	97%	True	False	8,678
40	46.38	36.69	9.69	21.0%	1.27	2.8%	97%	True	False	6,364

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	0.05
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	51.01
2.618	49.23
1.618	48.14
1.000	47.47
0.618	47.05
HIGH	46.38
0.618	45.96
0.500	45.84
0.382	45.71
LOW	45.29
0.618	44.62
1.000	44.20
1.618	43.53
2.618	42.44
4.250	40.66

Fisher Pivots for day following 25-Nov-2020
Pivot	1 day	3 day
R1	45.99	45.66
PP	45.91	45.26
S1	45.84	44.85

Download as Excel Spreadsheet

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

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