NYMEX Light Sweet Crude Oil Future February 2021


Trading Metrics calculated at close of trading on 22-Dec-2020
Day Change Summary
Previous Current
21-Dec-2020 22-Dec-2020 Change Change % Previous Week
Open 49.26 47.93 -1.33 -2.7% 46.92
High 49.31 47.96 -1.35 -2.7% 49.43
Low 46.25 46.60 0.35 0.8% 45.88
Close 47.97 47.02 -0.95 -2.0% 49.24
Range 3.06 1.36 -1.70 -55.6% 3.55
ATR 1.46 1.46 -0.01 -0.5% 0.00
Volume 478,098 295,737 -182,361 -38.1% 1,193,328
Daily Pivots for day following 22-Dec-2020
Classic Woodie Camarilla DeMark
R4 51.27 50.51 47.77
R3 49.91 49.15 47.39
R2 48.55 48.55 47.27
R1 47.79 47.79 47.14 47.49
PP 47.19 47.19 47.19 47.05
S1 46.43 46.43 46.90 46.13
S2 45.83 45.83 46.77
S3 44.47 45.07 46.65
S4 43.11 43.71 46.27
Weekly Pivots for week ending 18-Dec-2020
Classic Woodie Camarilla DeMark
R4 58.83 57.59 51.19
R3 55.28 54.04 50.22
R2 51.73 51.73 49.89
R1 50.49 50.49 49.57 51.11
PP 48.18 48.18 48.18 48.50
S1 46.94 46.94 48.91 47.56
S2 44.63 44.63 48.59
S3 41.08 43.39 48.26
S4 37.53 39.84 47.29
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 49.43 46.25 3.18 6.8% 1.43 3.0% 24% False False 308,809
10 49.43 45.14 4.29 9.1% 1.44 3.1% 44% False False 247,056
20 49.43 43.04 6.39 13.6% 1.44 3.1% 62% False False 182,044
40 49.43 34.50 14.93 31.8% 1.57 3.3% 84% False False 131,934
60 49.43 34.50 14.93 31.8% 1.55 3.3% 84% False False 98,481
80 49.43 34.50 14.93 31.8% 1.51 3.2% 84% False False 79,879
100 49.43 34.50 14.93 31.8% 1.40 3.0% 84% False False 66,403
120 49.43 34.50 14.93 31.8% 1.33 2.8% 84% False False 56,440
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.30
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 53.74
2.618 51.52
1.618 50.16
1.000 49.32
0.618 48.80
HIGH 47.96
0.618 47.44
0.500 47.28
0.382 47.12
LOW 46.60
0.618 45.76
1.000 45.24
1.618 44.40
2.618 43.04
4.250 40.82
Fisher Pivots for day following 22-Dec-2020
Pivot 1 day 3 day
R1 47.28 47.84
PP 47.19 47.57
S1 47.11 47.29

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

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