NYMEX Light Sweet Crude Oil Future February 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 47.18 47.77 0.59 1.3% 46.24
High 47.89 48.12 0.23 0.5% 47.88
Low 46.72 47.34 0.62 1.3% 45.14
Close 47.78 48.00 0.22 0.5% 46.75
Range 1.17 0.78 -0.39 -33.3% 2.74
ATR 1.45 1.40 -0.05 -3.3% 0.00
Volume 219,989 226,211 6,222 2.8% 783,072
Daily Pivots for day following 16-Dec-2020
Classic Woodie Camarilla DeMark
R4 50.16 49.86 48.43
R3 49.38 49.08 48.21
R2 48.60 48.60 48.14
R1 48.30 48.30 48.07 48.45
PP 47.82 47.82 47.82 47.90
S1 47.52 47.52 47.93 47.67
S2 47.04 47.04 47.86
S3 46.26 46.74 47.79
S4 45.48 45.96 47.57
Weekly Pivots for week ending 11-Dec-2020
Classic Woodie Camarilla DeMark
R4 54.81 53.52 48.26
R3 52.07 50.78 47.50
R2 49.33 49.33 47.25
R1 48.04 48.04 47.00 48.69
PP 46.59 46.59 46.59 46.91
S1 45.30 45.30 46.50 45.95
S2 43.85 43.85 46.25
S3 41.11 42.56 46.00
S4 38.37 39.82 45.24
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 48.12 45.72 2.40 5.0% 1.35 2.8% 95% True False 200,665
10 48.12 44.84 3.28 6.8% 1.22 2.5% 96% True False 165,496
20 48.12 41.52 6.60 13.8% 1.33 2.8% 98% True False 133,518
40 48.12 34.50 13.62 28.4% 1.56 3.2% 99% True False 102,138
60 48.12 34.50 13.62 28.4% 1.51 3.2% 99% True False 78,057
80 48.12 34.50 13.62 28.4% 1.47 3.1% 99% True False 64,151
100 48.12 34.50 13.62 28.4% 1.38 2.9% 99% True False 53,569
120 48.12 34.50 13.62 28.4% 1.32 2.8% 99% True False 45,752
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
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 0.36
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 51.44
2.618 50.16
1.618 49.38
1.000 48.90
0.618 48.60
HIGH 48.12
0.618 47.82
0.500 47.73
0.382 47.64
LOW 47.34
0.618 46.86
1.000 46.56
1.618 46.08
2.618 45.30
4.250 44.03
Fisher Pivots for day following 16-Dec-2020
Pivot 1 day 3 day
R1 47.91 47.67
PP 47.82 47.33
S1 47.73 47.00

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

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