NYMEX Light Sweet Crude Oil Future February 2021


Trading Metrics calculated at close of trading on 01-Dec-2020
Day Change Summary
Previous Current
30-Nov-2020 01-Dec-2020 Change Change % Previous Week
Open 45.57 45.25 -0.32 -0.7% 42.64
High 45.98 45.86 -0.12 -0.3% 46.44
Low 44.64 44.32 -0.32 -0.7% 42.52
Close 45.51 44.73 -0.78 -1.7% 45.74
Range 1.34 1.54 0.20 14.9% 3.92
ATR 1.57 1.57 0.00 -0.1% 0.00
Volume 105,309 95,001 -10,308 -9.8% 446,273
Daily Pivots for day following 01-Dec-2020
Classic Woodie Camarilla DeMark
R4 49.59 48.70 45.58
R3 48.05 47.16 45.15
R2 46.51 46.51 45.01
R1 45.62 45.62 44.87 45.30
PP 44.97 44.97 44.97 44.81
S1 44.08 44.08 44.59 43.76
S2 43.43 43.43 44.45
S3 41.89 42.54 44.31
S4 40.35 41.00 43.88
Weekly Pivots for week ending 27-Nov-2020
Classic Woodie Camarilla DeMark
R4 56.66 55.12 47.90
R3 52.74 51.20 46.82
R2 48.82 48.82 46.46
R1 47.28 47.28 46.10 48.05
PP 44.90 44.90 44.90 45.29
S1 43.36 43.36 45.38 44.13
S2 40.98 40.98 45.02
S3 37.06 39.44 44.66
S4 33.14 35.52 43.58
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 46.44 43.04 3.40 7.6% 1.66 3.7% 50% False False 109,627
10 46.44 41.07 5.37 12.0% 1.35 3.0% 68% False False 96,072
20 46.44 37.35 9.09 20.3% 1.59 3.6% 81% False False 92,485
40 46.44 34.50 11.94 26.7% 1.54 3.4% 86% False False 66,561
60 46.44 34.50 11.94 26.7% 1.56 3.5% 86% False False 53,467
80 46.44 34.50 11.94 26.7% 1.41 3.2% 86% False False 43,606
100 46.44 34.50 11.94 26.7% 1.34 3.0% 86% False False 36,509
120 46.44 34.50 11.94 26.7% 1.36 3.0% 86% False False 31,543
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 0.25
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 52.41
2.618 49.89
1.618 48.35
1.000 47.40
0.618 46.81
HIGH 45.86
0.618 45.27
0.500 45.09
0.382 44.91
LOW 44.32
0.618 43.37
1.000 42.78
1.618 41.83
2.618 40.29
4.250 37.78
Fisher Pivots for day following 01-Dec-2020
Pivot 1 day 3 day
R1 45.09 45.30
PP 44.97 45.11
S1 44.85 44.92

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

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