NYMEX Light Sweet Crude Oil Future January 2021


Trading Metrics calculated at close of trading on 02-Dec-2020
Day Change Summary
Previous Current
01-Dec-2020 02-Dec-2020 Change Change % Previous Week
Open 45.08 44.38 -0.70 -1.6% 42.46
High 45.70 45.92 0.22 0.5% 46.26
Low 44.12 43.92 -0.20 -0.5% 42.29
Close 44.55 45.28 0.73 1.6% 45.53
Range 1.58 2.00 0.42 26.6% 3.97
ATR 1.60 1.63 0.03 1.8% 0.00
Volume 314,919 368,854 53,935 17.1% 1,501,554
Daily Pivots for day following 02-Dec-2020
Classic Woodie Camarilla DeMark
R4 51.04 50.16 46.38
R3 49.04 48.16 45.83
R2 47.04 47.04 45.65
R1 46.16 46.16 45.46 46.60
PP 45.04 45.04 45.04 45.26
S1 44.16 44.16 45.10 44.60
S2 43.04 43.04 44.91
S3 41.04 42.16 44.73
S4 39.04 40.16 44.18
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 43.92 2.34 5.2% 1.61 3.5% 58% False True 367,367
10 46.26 41.26 5.00 11.0% 1.47 3.2% 80% False False 346,844
20 46.26 37.40 8.86 19.6% 1.64 3.6% 89% False False 273,657
40 46.26 34.04 12.22 27.0% 1.59 3.5% 92% False False 189,409
60 46.26 34.04 12.22 27.0% 1.59 3.5% 92% False False 142,441
80 46.26 34.04 12.22 27.0% 1.48 3.3% 92% False False 113,735
100 46.26 34.04 12.22 27.0% 1.41 3.1% 92% False False 94,697
120 46.26 34.04 12.22 27.0% 1.43 3.2% 92% False False 81,202
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.28
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 54.42
2.618 51.16
1.618 49.16
1.000 47.92
0.618 47.16
HIGH 45.92
0.618 45.16
0.500 44.92
0.382 44.68
LOW 43.92
0.618 42.68
1.000 41.92
1.618 40.68
2.618 38.68
4.250 35.42
Fisher Pivots for day following 02-Dec-2020
Pivot 1 day 3 day
R1 45.16 45.16
PP 45.04 45.04
S1 44.92 44.92

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
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.