NYMEX Light Sweet Crude Oil Future January 2021


Trading Metrics calculated at close of trading on 01-Dec-2020
Day Change Summary
Previous Current
30-Nov-2020 01-Dec-2020 Change Change % Previous Week
Open 45.34 45.08 -0.26 -0.6% 42.46
High 45.80 45.70 -0.10 -0.2% 46.26
Low 44.42 44.12 -0.30 -0.7% 42.29
Close 45.34 44.55 -0.79 -1.7% 45.53
Range 1.38 1.58 0.20 14.5% 3.97
ATR 1.61 1.60 0.00 -0.1% 0.00
Volume 370,755 314,919 -55,836 -15.1% 1,501,554
Daily Pivots for day following 01-Dec-2020
Classic Woodie Camarilla DeMark
R4 49.53 48.62 45.42
R3 47.95 47.04 44.98
R2 46.37 46.37 44.84
R1 45.46 45.46 44.69 45.13
PP 44.79 44.79 44.79 44.62
S1 43.88 43.88 44.41 43.55
S2 43.21 43.21 44.26
S3 41.63 42.30 44.12
S4 40.05 40.72 43.68
Weekly Pivots for week ending 27-Nov-2020
Classic Woodie Camarilla DeMark
R4 56.60 55.04 47.71
R3 52.63 51.07 46.62
R2 48.66 48.66 46.26
R1 47.10 47.10 45.89 47.88
PP 44.69 44.69 44.69 45.09
S1 43.13 43.13 45.17 43.91
S2 40.72 40.72 44.80
S3 36.75 39.16 44.44
S4 32.78 35.19 43.35
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 46.26 42.82 3.44 7.7% 1.68 3.8% 50% False False 377,302
10 46.26 40.81 5.45 12.2% 1.38 3.1% 69% False False 333,626
20 46.26 36.93 9.33 20.9% 1.62 3.6% 82% False False 263,778
40 46.26 34.04 12.22 27.4% 1.58 3.5% 86% False False 182,141
60 46.26 34.04 12.22 27.4% 1.61 3.6% 86% False False 137,396
80 46.26 34.04 12.22 27.4% 1.46 3.3% 86% False False 109,380
100 46.26 34.04 12.22 27.4% 1.40 3.1% 86% False False 91,154
120 46.26 34.04 12.22 27.4% 1.43 3.2% 86% False False 78,223
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.26
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 52.42
2.618 49.84
1.618 48.26
1.000 47.28
0.618 46.68
HIGH 45.70
0.618 45.10
0.500 44.91
0.382 44.72
LOW 44.12
0.618 43.14
1.000 42.54
1.618 41.56
2.618 39.98
4.250 37.41
Fisher Pivots for day following 01-Dec-2020
Pivot 1 day 3 day
R1 44.91 45.11
PP 44.79 44.92
S1 44.67 44.74

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

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