NYMEX Light Sweet Crude Oil Future January 2021


Trading Metrics calculated at close of trading on 07-Dec-2020
Day Change Summary
Previous Current
04-Dec-2020 07-Dec-2020 Change Change % Previous Week
Open 45.64 46.15 0.51 1.1% 45.34
High 46.68 46.54 -0.14 -0.3% 46.68
Low 45.61 45.36 -0.25 -0.5% 43.92
Close 46.26 45.76 -0.50 -1.1% 46.26
Range 1.07 1.18 0.11 10.3% 2.76
ATR 1.56 1.53 -0.03 -1.7% 0.00
Volume 335,453 348,871 13,418 4.0% 1,740,749
Daily Pivots for day following 07-Dec-2020
Classic Woodie Camarilla DeMark
R4 49.43 48.77 46.41
R3 48.25 47.59 46.08
R2 47.07 47.07 45.98
R1 46.41 46.41 45.87 46.15
PP 45.89 45.89 45.89 45.76
S1 45.23 45.23 45.65 44.97
S2 44.71 44.71 45.54
S3 43.53 44.05 45.44
S4 42.35 42.87 45.11
Weekly Pivots for week ending 04-Dec-2020
Classic Woodie Camarilla DeMark
R4 53.90 52.84 47.78
R3 51.14 50.08 47.02
R2 48.38 48.38 46.77
R1 47.32 47.32 46.51 47.85
PP 45.62 45.62 45.62 45.89
S1 44.56 44.56 46.01 45.09
S2 42.86 42.86 45.75
S3 40.10 41.80 45.50
S4 37.34 39.04 44.74
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 46.68 43.92 2.76 6.0% 1.40 3.1% 67% False False 343,773
10 46.68 42.29 4.39 9.6% 1.49 3.3% 79% False False 359,117
20 46.68 37.52 9.16 20.0% 1.58 3.5% 90% False False 303,606
40 46.68 34.04 12.64 27.6% 1.58 3.5% 93% False False 208,304
60 46.68 34.04 12.64 27.6% 1.58 3.4% 93% False False 157,924
80 46.68 34.04 12.64 27.6% 1.48 3.2% 93% False False 125,582
100 46.68 34.04 12.64 27.6% 1.41 3.1% 93% False False 104,707
120 46.68 34.04 12.64 27.6% 1.40 3.1% 93% False False 89,645
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 0.28
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 51.56
2.618 49.63
1.618 48.45
1.000 47.72
0.618 47.27
HIGH 46.54
0.618 46.09
0.500 45.95
0.382 45.81
LOW 45.36
0.618 44.63
1.000 44.18
1.618 43.45
2.618 42.27
4.250 40.35
Fisher Pivots for day following 07-Dec-2020
Pivot 1 day 3 day
R1 45.95 45.73
PP 45.89 45.70
S1 45.82 45.67

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

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