NYMEX Light Sweet Crude Oil Future February 2021


Trading Metrics calculated at close of trading on 04-Dec-2020
Day Change Summary
Previous Current
03-Dec-2020 04-Dec-2020 Change Change % Previous Week
Open 45.14 45.76 0.62 1.4% 45.57
High 45.98 46.81 0.83 1.8% 46.81
Low 44.84 45.76 0.92 2.1% 44.10
Close 45.79 46.42 0.63 1.4% 46.42
Range 1.14 1.05 -0.09 -7.9% 2.71
ATR 1.56 1.53 -0.04 -2.3% 0.00
Volume 104,003 118,557 14,554 14.0% 542,832
Daily Pivots for day following 04-Dec-2020
Classic Woodie Camarilla DeMark
R4 49.48 49.00 47.00
R3 48.43 47.95 46.71
R2 47.38 47.38 46.61
R1 46.90 46.90 46.52 47.14
PP 46.33 46.33 46.33 46.45
S1 45.85 45.85 46.32 46.09
S2 45.28 45.28 46.23
S3 44.23 44.80 46.13
S4 43.18 43.75 45.84
Weekly Pivots for week ending 04-Dec-2020
Classic Woodie Camarilla DeMark
R4 53.91 52.87 47.91
R3 51.20 50.16 47.17
R2 48.49 48.49 46.92
R1 47.45 47.45 46.67 47.97
PP 45.78 45.78 45.78 46.04
S1 44.74 44.74 46.17 45.26
S2 43.07 43.07 45.92
S3 40.36 42.03 45.67
S4 37.65 39.32 44.93
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 46.81 44.10 2.71 5.8% 1.40 3.0% 86% True False 108,566
10 46.81 41.84 4.97 10.7% 1.44 3.1% 92% True False 107,381
20 46.81 37.80 9.01 19.4% 1.56 3.4% 96% True False 99,078
40 46.81 34.50 12.31 26.5% 1.54 3.3% 97% True False 71,877
60 46.81 34.50 12.31 26.5% 1.53 3.3% 97% True False 57,729
80 46.81 34.50 12.31 26.5% 1.43 3.1% 97% True False 47,488
100 46.81 34.50 12.31 26.5% 1.35 2.9% 97% True False 39,761
120 46.81 34.50 12.31 26.5% 1.34 2.9% 97% True False 34,239
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 0.25
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 51.27
2.618 49.56
1.618 48.51
1.000 47.86
0.618 47.46
HIGH 46.81
0.618 46.41
0.500 46.29
0.382 46.16
LOW 45.76
0.618 45.11
1.000 44.71
1.618 44.06
2.618 43.01
4.250 41.30
Fisher Pivots for day following 04-Dec-2020
Pivot 1 day 3 day
R1 46.38 46.10
PP 46.33 45.78
S1 46.29 45.46

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

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