NYMEX Light Sweet Crude Oil Future January 2021


Trading Metrics calculated at close of trading on 11-Dec-2020
Day Change Summary
Previous Current
10-Dec-2020 11-Dec-2020 Change Change % Previous Week
Open 45.69 46.97 1.28 2.8% 46.15
High 47.74 47.29 -0.45 -0.9% 47.74
Low 45.52 46.34 0.82 1.8% 44.95
Close 46.78 46.57 -0.21 -0.4% 46.57
Range 2.22 0.95 -1.27 -57.2% 2.79
ATR 1.52 1.48 -0.04 -2.7% 0.00
Volume 447,529 367,305 -80,224 -17.9% 1,931,322
Daily Pivots for day following 11-Dec-2020
Classic Woodie Camarilla DeMark
R4 49.58 49.03 47.09
R3 48.63 48.08 46.83
R2 47.68 47.68 46.74
R1 47.13 47.13 46.66 46.93
PP 46.73 46.73 46.73 46.64
S1 46.18 46.18 46.48 45.98
S2 45.78 45.78 46.40
S3 44.83 45.23 46.31
S4 43.88 44.28 46.05
Weekly Pivots for week ending 11-Dec-2020
Classic Woodie Camarilla DeMark
R4 54.79 53.47 48.10
R3 52.00 50.68 47.34
R2 49.21 49.21 47.08
R1 47.89 47.89 46.83 48.55
PP 46.42 46.42 46.42 46.75
S1 45.10 45.10 46.31 45.76
S2 43.63 43.63 46.06
S3 40.84 42.31 45.80
S4 38.05 39.52 45.04
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% 1.29 2.8% 58% False False 386,264
10 47.74 43.92 3.82 8.2% 1.36 2.9% 69% False False 367,207
20 47.74 40.33 7.41 15.9% 1.37 2.9% 84% False False 338,126
40 47.74 34.04 13.70 29.4% 1.57 3.4% 91% False False 239,410
60 47.74 34.04 13.70 29.4% 1.57 3.4% 91% False False 181,403
80 47.74 34.04 13.70 29.4% 1.51 3.2% 91% False False 144,300
100 47.74 34.04 13.70 29.4% 1.43 3.1% 91% False False 120,095
120 47.74 34.04 13.70 29.4% 1.40 3.0% 91% False False 102,453
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.37
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 51.33
2.618 49.78
1.618 48.83
1.000 48.24
0.618 47.88
HIGH 47.29
0.618 46.93
0.500 46.82
0.382 46.70
LOW 46.34
0.618 45.75
1.000 45.39
1.618 44.80
2.618 43.85
4.250 42.30
Fisher Pivots for day following 11-Dec-2020
Pivot 1 day 3 day
R1 46.82 46.50
PP 46.73 46.42
S1 46.65 46.35

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

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