NYMEX Light Sweet Crude Oil Future January 2021


Trading Metrics calculated at close of trading on 15-Dec-2020
Day Change Summary
Previous Current
14-Dec-2020 15-Dec-2020 Change Change % Previous Week
Open 46.73 46.99 0.26 0.6% 46.15
High 47.44 47.73 0.29 0.6% 47.74
Low 45.69 46.54 0.85 1.9% 44.95
Close 46.99 47.62 0.63 1.3% 46.57
Range 1.75 1.19 -0.56 -32.0% 2.79
ATR 1.50 1.48 -0.02 -1.5% 0.00
Volume 403,543 311,169 -92,374 -22.9% 1,931,322
Daily Pivots for day following 15-Dec-2020
Classic Woodie Camarilla DeMark
R4 50.87 50.43 48.27
R3 49.68 49.24 47.95
R2 48.49 48.49 47.84
R1 48.05 48.05 47.73 48.27
PP 47.30 47.30 47.30 47.41
S1 46.86 46.86 47.51 47.08
S2 46.11 46.11 47.40
S3 44.92 45.67 47.29
S4 43.73 44.48 46.97
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% 1.48 3.1% 96% False False 392,904
10 47.74 43.92 3.82 8.0% 1.36 2.9% 97% False False 370,110
20 47.74 40.81 6.93 14.6% 1.37 2.9% 98% False False 351,868
40 47.74 34.04 13.70 28.8% 1.61 3.4% 99% False False 253,928
60 47.74 34.04 13.70 28.8% 1.56 3.3% 99% False False 191,975
80 47.74 34.04 13.70 28.8% 1.51 3.2% 99% False False 152,512
100 47.74 34.04 13.70 28.8% 1.43 3.0% 99% False False 126,827
120 47.74 34.04 13.70 28.8% 1.38 2.9% 99% False False 108,141
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.38
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 52.79
2.618 50.85
1.618 49.66
1.000 48.92
0.618 48.47
HIGH 47.73
0.618 47.28
0.500 47.14
0.382 46.99
LOW 46.54
0.618 45.80
1.000 45.35
1.618 44.61
2.618 43.42
4.250 41.48
Fisher Pivots for day following 15-Dec-2020
Pivot 1 day 3 day
R1 47.46 47.32
PP 47.30 47.01
S1 47.14 46.71

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.