NYMEX Light Sweet Crude Oil Future January 2021


Trading Metrics calculated at close of trading on 14-Dec-2020
Day Change Summary
Previous Current
11-Dec-2020 14-Dec-2020 Change Change % Previous Week
Open 46.97 46.73 -0.24 -0.5% 46.15
High 47.29 47.44 0.15 0.3% 47.74
Low 46.34 45.69 -0.65 -1.4% 44.95
Close 46.57 46.99 0.42 0.9% 46.57
Range 0.95 1.75 0.80 84.2% 2.79
ATR 1.48 1.50 0.02 1.3% 0.00
Volume 367,305 403,543 36,238 9.9% 1,931,322
Daily Pivots for day following 14-Dec-2020
Classic Woodie Camarilla DeMark
R4 51.96 51.22 47.95
R3 50.21 49.47 47.47
R2 48.46 48.46 47.31
R1 47.72 47.72 47.15 48.09
PP 46.71 46.71 46.71 46.89
S1 45.97 45.97 46.83 46.34
S2 44.96 44.96 46.67
S3 43.21 44.22 46.51
S4 41.46 42.47 46.03
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 5.9% 1.40 3.0% 73% False False 397,198
10 47.74 43.92 3.82 8.1% 1.40 3.0% 80% False False 370,485
20 47.74 40.40 7.34 15.6% 1.41 3.0% 90% False False 348,231
40 47.74 34.04 13.70 29.2% 1.59 3.4% 95% False False 248,002
60 47.74 34.04 13.70 29.2% 1.58 3.4% 95% False False 187,450
80 47.74 34.04 13.70 29.2% 1.52 3.2% 95% False False 148,989
100 47.74 34.04 13.70 29.2% 1.43 3.0% 95% False False 123,944
120 47.74 34.04 13.70 29.2% 1.39 3.0% 95% False False 105,686
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.39
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 54.88
2.618 52.02
1.618 50.27
1.000 49.19
0.618 48.52
HIGH 47.44
0.618 46.77
0.500 46.57
0.382 46.36
LOW 45.69
0.618 44.61
1.000 43.94
1.618 42.86
2.618 41.11
4.250 38.25
Fisher Pivots for day following 14-Dec-2020
Pivot 1 day 3 day
R1 46.85 46.87
PP 46.71 46.75
S1 46.57 46.63

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

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