NYMEX Light Sweet Crude Oil Future January 2021


Trading Metrics calculated at close of trading on 17-Dec-2020
Day Change Summary
Previous Current
16-Dec-2020 17-Dec-2020 Change Change % Previous Week
Open 47.60 47.85 0.25 0.5% 46.15
High 47.94 48.59 0.65 1.4% 47.74
Low 47.17 47.81 0.64 1.4% 44.95
Close 47.82 48.36 0.54 1.1% 46.57
Range 0.77 0.78 0.01 1.3% 2.79
ATR 1.43 1.38 -0.05 -3.2% 0.00
Volume 275,331 96,536 -178,795 -64.9% 1,931,322
Daily Pivots for day following 17-Dec-2020
Classic Woodie Camarilla DeMark
R4 50.59 50.26 48.79
R3 49.81 49.48 48.57
R2 49.03 49.03 48.50
R1 48.70 48.70 48.43 48.87
PP 48.25 48.25 48.25 48.34
S1 47.92 47.92 48.29 48.09
S2 47.47 47.47 48.22
S3 46.69 47.14 48.15
S4 45.91 46.36 47.93
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 48.59 45.69 2.90 6.0% 1.09 2.2% 92% True False 290,776
10 48.59 44.95 3.64 7.5% 1.20 2.5% 94% True False 335,335
20 48.59 41.26 7.33 15.2% 1.32 2.7% 97% True False 342,496
40 48.59 34.04 14.55 30.1% 1.57 3.2% 98% True False 258,273
60 48.59 34.04 14.55 30.1% 1.54 3.2% 98% True False 196,689
80 48.59 34.04 14.55 30.1% 1.51 3.1% 98% True False 156,397
100 48.59 34.04 14.55 30.1% 1.43 3.0% 98% True False 130,182
120 48.59 34.04 14.55 30.1% 1.37 2.8% 98% True False 110,989
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.34
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 51.91
2.618 50.63
1.618 49.85
1.000 49.37
0.618 49.07
HIGH 48.59
0.618 48.29
0.500 48.20
0.382 48.11
LOW 47.81
0.618 47.33
1.000 47.03
1.618 46.55
2.618 45.77
4.250 44.50
Fisher Pivots for day following 17-Dec-2020
Pivot 1 day 3 day
R1 48.31 48.10
PP 48.25 47.83
S1 48.20 47.57

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

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