NYMEX Light Sweet Crude Oil Future February 2021


Trading Metrics calculated at close of trading on 23-Dec-2020
Day Change Summary
Previous Current
22-Dec-2020 23-Dec-2020 Change Change % Previous Week
Open 47.93 46.79 -1.14 -2.4% 46.92
High 47.96 48.50 0.54 1.1% 49.43
Low 46.60 46.16 -0.44 -0.9% 45.88
Close 47.02 48.12 1.10 2.3% 49.24
Range 1.36 2.34 0.98 72.1% 3.55
ATR 1.46 1.52 0.06 4.3% 0.00
Volume 295,737 344,306 48,569 16.4% 1,193,328
Daily Pivots for day following 23-Dec-2020
Classic Woodie Camarilla DeMark
R4 54.61 53.71 49.41
R3 52.27 51.37 48.76
R2 49.93 49.93 48.55
R1 49.03 49.03 48.33 49.48
PP 47.59 47.59 47.59 47.82
S1 46.69 46.69 47.91 47.14
S2 45.25 45.25 47.69
S3 42.91 44.35 47.48
S4 40.57 42.01 46.83
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 46.16 3.27 6.8% 1.74 3.6% 60% False True 332,428
10 49.43 45.72 3.71 7.7% 1.55 3.2% 65% False False 266,546
20 49.43 44.10 5.33 11.1% 1.44 3.0% 75% False False 191,736
40 49.43 34.50 14.93 31.0% 1.60 3.3% 91% False False 139,736
60 49.43 34.50 14.93 31.0% 1.55 3.2% 91% False False 103,845
80 49.43 34.50 14.93 31.0% 1.53 3.2% 91% False False 84,007
100 49.43 34.50 14.93 31.0% 1.41 2.9% 91% False False 69,721
120 49.43 34.50 14.93 31.0% 1.34 2.8% 91% False False 59,252
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.30
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 58.45
2.618 54.63
1.618 52.29
1.000 50.84
0.618 49.95
HIGH 48.50
0.618 47.61
0.500 47.33
0.382 47.05
LOW 46.16
0.618 44.71
1.000 43.82
1.618 42.37
2.618 40.03
4.250 36.22
Fisher Pivots for day following 23-Dec-2020
Pivot 1 day 3 day
R1 47.86 47.99
PP 47.59 47.86
S1 47.33 47.74

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

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