NYMEX Light Sweet Crude Oil Future January 2021


Trading Metrics calculated at close of trading on 08-Dec-2020
Day Change Summary
Previous Current
07-Dec-2020 08-Dec-2020 Change Change % Previous Week
Open 46.15 45.66 -0.49 -1.1% 45.34
High 46.54 45.93 -0.61 -1.3% 46.68
Low 45.36 45.14 -0.22 -0.5% 43.92
Close 45.76 45.60 -0.16 -0.3% 46.26
Range 1.18 0.79 -0.39 -33.1% 2.76
ATR 1.53 1.48 -0.05 -3.5% 0.00
Volume 348,871 332,641 -16,230 -4.7% 1,740,749
Daily Pivots for day following 08-Dec-2020
Classic Woodie Camarilla DeMark
R4 47.93 47.55 46.03
R3 47.14 46.76 45.82
R2 46.35 46.35 45.74
R1 45.97 45.97 45.67 45.77
PP 45.56 45.56 45.56 45.45
S1 45.18 45.18 45.53 44.98
S2 44.77 44.77 45.46
S3 43.98 44.39 45.38
S4 43.19 43.60 45.17
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 6.1% 1.24 2.7% 61% False False 347,317
10 46.68 42.82 3.86 8.5% 1.46 3.2% 72% False False 362,309
20 46.68 39.72 6.96 15.3% 1.41 3.1% 84% False False 306,154
40 46.68 34.04 12.64 27.7% 1.57 3.4% 91% False False 214,672
60 46.68 34.04 12.64 27.7% 1.58 3.5% 91% False False 162,999
80 46.68 34.04 12.64 27.7% 1.48 3.3% 91% False False 129,473
100 46.68 34.04 12.64 27.7% 1.41 3.1% 91% False False 107,949
120 46.68 34.04 12.64 27.7% 1.40 3.1% 91% False False 92,319
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.29
Narrowest range in 35 trading days
Fibonacci Retracements and Extensions
4.250 49.29
2.618 48.00
1.618 47.21
1.000 46.72
0.618 46.42
HIGH 45.93
0.618 45.63
0.500 45.54
0.382 45.44
LOW 45.14
0.618 44.65
1.000 44.35
1.618 43.86
2.618 43.07
4.250 41.78
Fisher Pivots for day following 08-Dec-2020
Pivot 1 day 3 day
R1 45.58 45.91
PP 45.56 45.81
S1 45.54 45.70

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

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