NYMEX Light Sweet Crude Oil Future January 2021


Trading Metrics calculated at close of trading on 21-Dec-2020
Day Change Summary
Previous Current
18-Dec-2020 21-Dec-2020 Change Change % Previous Week
Open 48.43 48.54 0.11 0.2% 46.73
High 49.28 48.61 -0.67 -1.4% 49.28
Low 48.10 46.18 -1.92 -4.0% 45.69
Close 49.10 47.74 -1.36 -2.8% 49.10
Range 1.18 2.43 1.25 105.9% 3.59
ATR 1.37 1.48 0.11 8.1% 0.00
Volume 83,711 19,562 -64,149 -76.6% 1,170,290
Daily Pivots for day following 21-Dec-2020
Classic Woodie Camarilla DeMark
R4 54.80 53.70 49.08
R3 52.37 51.27 48.41
R2 49.94 49.94 48.19
R1 48.84 48.84 47.96 48.18
PP 47.51 47.51 47.51 47.18
S1 46.41 46.41 47.52 45.75
S2 45.08 45.08 47.29
S3 42.65 43.98 47.07
S4 40.22 41.55 46.40
Weekly Pivots for week ending 18-Dec-2020
Classic Woodie Camarilla DeMark
R4 58.79 57.54 51.07
R3 55.20 53.95 50.09
R2 51.61 51.61 49.76
R1 50.36 50.36 49.43 50.99
PP 48.02 48.02 48.02 48.34
S1 46.77 46.77 48.77 47.40
S2 44.43 44.43 48.44
S3 40.84 43.18 48.11
S4 37.25 39.59 47.13
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 49.28 46.18 3.10 6.5% 1.27 2.7% 50% False True 157,261
10 49.28 44.95 4.33 9.1% 1.34 2.8% 64% False False 277,230
20 49.28 42.29 6.99 14.6% 1.41 3.0% 78% False False 318,173
40 49.28 34.04 15.24 31.9% 1.59 3.3% 90% False False 256,965
60 49.28 34.04 15.24 31.9% 1.57 3.3% 90% False False 197,068
80 49.28 34.04 15.24 31.9% 1.54 3.2% 90% False False 157,082
100 49.28 34.04 15.24 31.9% 1.44 3.0% 90% False False 130,829
120 49.28 34.04 15.24 31.9% 1.38 2.9% 90% False False 111,505
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.33
Widest range in 29 trading days
Fibonacci Retracements and Extensions
4.250 58.94
2.618 54.97
1.618 52.54
1.000 51.04
0.618 50.11
HIGH 48.61
0.618 47.68
0.500 47.40
0.382 47.11
LOW 46.18
0.618 44.68
1.000 43.75
1.618 42.25
2.618 39.82
4.250 35.85
Fisher Pivots for day following 21-Dec-2020
Pivot 1 day 3 day
R1 47.63 47.74
PP 47.51 47.73
S1 47.40 47.73

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

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