NYMEX Light Sweet Crude Oil Future January 2021


Trading Metrics calculated at close of trading on 16-Dec-2020
Day Change Summary
Previous Current
15-Dec-2020 16-Dec-2020 Change Change % Previous Week
Open 46.99 47.60 0.61 1.3% 46.15
High 47.73 47.94 0.21 0.4% 47.74
Low 46.54 47.17 0.63 1.4% 44.95
Close 47.62 47.82 0.20 0.4% 46.57
Range 1.19 0.77 -0.42 -35.3% 2.79
ATR 1.48 1.43 -0.05 -3.4% 0.00
Volume 311,169 275,331 -35,838 -11.5% 1,931,322
Daily Pivots for day following 16-Dec-2020
Classic Woodie Camarilla DeMark
R4 49.95 49.66 48.24
R3 49.18 48.89 48.03
R2 48.41 48.41 47.96
R1 48.12 48.12 47.89 48.27
PP 47.64 47.64 47.64 47.72
S1 47.35 47.35 47.75 47.50
S2 46.87 46.87 47.68
S3 46.10 46.58 47.61
S4 45.33 45.81 47.40
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 47.94 45.52 2.42 5.1% 1.38 2.9% 95% True False 360,975
10 47.94 44.66 3.28 6.9% 1.24 2.6% 96% True False 360,758
20 47.94 41.26 6.68 14.0% 1.35 2.8% 98% True False 353,801
40 47.94 34.04 13.90 29.1% 1.59 3.3% 99% True False 258,396
60 47.94 34.04 13.90 29.1% 1.55 3.2% 99% True False 195,866
80 47.94 34.04 13.90 29.1% 1.52 3.2% 99% True False 155,656
100 47.94 34.04 13.90 29.1% 1.43 3.0% 99% True False 129,380
120 47.94 34.04 13.90 29.1% 1.38 2.9% 99% True False 110,284
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 0.37
Narrowest range in 41 trading days
Fibonacci Retracements and Extensions
4.250 51.21
2.618 49.96
1.618 49.19
1.000 48.71
0.618 48.42
HIGH 47.94
0.618 47.65
0.500 47.56
0.382 47.46
LOW 47.17
0.618 46.69
1.000 46.40
1.618 45.92
2.618 45.15
4.250 43.90
Fisher Pivots for day following 16-Dec-2020
Pivot 1 day 3 day
R1 47.73 47.49
PP 47.64 47.15
S1 47.56 46.82

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

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