NYMEX Light Sweet Crude Oil Future January 2021


Trading Metrics calculated at close of trading on 10-Dec-2020
Day Change Summary
Previous Current
09-Dec-2020 10-Dec-2020 Change Change % Previous Week
Open 45.60 45.69 0.09 0.2% 45.34
High 46.24 47.74 1.50 3.2% 46.68
Low 44.95 45.52 0.57 1.3% 43.92
Close 45.52 46.78 1.26 2.8% 46.26
Range 1.29 2.22 0.93 72.1% 2.76
ATR 1.47 1.52 0.05 3.7% 0.00
Volume 434,976 447,529 12,553 2.9% 1,740,749
Daily Pivots for day following 10-Dec-2020
Classic Woodie Camarilla DeMark
R4 53.34 52.28 48.00
R3 51.12 50.06 47.39
R2 48.90 48.90 47.19
R1 47.84 47.84 46.98 48.37
PP 46.68 46.68 46.68 46.95
S1 45.62 45.62 46.58 46.15
S2 44.46 44.46 46.37
S3 42.24 43.40 46.17
S4 40.02 41.18 45.56
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 47.74 44.95 2.79 6.0% 1.31 2.8% 66% True False 379,894
10 47.74 43.92 3.82 8.2% 1.42 3.0% 75% True False 366,989
20 47.74 40.33 7.41 15.8% 1.38 3.0% 87% True False 328,765
40 47.74 34.04 13.70 29.3% 1.60 3.4% 93% True False 232,366
60 47.74 34.04 13.70 29.3% 1.58 3.4% 93% True False 176,028
80 47.74 34.04 13.70 29.3% 1.51 3.2% 93% True False 139,886
100 47.74 34.04 13.70 29.3% 1.42 3.0% 93% True False 116,521
120 47.74 34.04 13.70 29.3% 1.40 3.0% 93% True False 99,445
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.36
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 57.18
2.618 53.55
1.618 51.33
1.000 49.96
0.618 49.11
HIGH 47.74
0.618 46.89
0.500 46.63
0.382 46.37
LOW 45.52
0.618 44.15
1.000 43.30
1.618 41.93
2.618 39.71
4.250 36.09
Fisher Pivots for day following 10-Dec-2020
Pivot 1 day 3 day
R1 46.73 46.64
PP 46.68 46.49
S1 46.63 46.35

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

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