NYMEX Light Sweet Crude Oil Future March 2021


Trading Metrics calculated at close of trading on 02-Dec-2020
Day Change Summary
Previous Current
01-Dec-2020 02-Dec-2020 Change Change % Previous Week
Open 45.41 44.69 -0.72 -1.6% 42.84
High 45.99 46.15 0.16 0.3% 46.52
Low 44.49 44.27 -0.22 -0.5% 42.72
Close 44.88 45.57 0.69 1.5% 45.91
Range 1.50 1.88 0.38 25.3% 3.80
ATR 1.51 1.54 0.03 1.7% 0.00
Volume 66,561 85,614 19,053 28.6% 317,217
Daily Pivots for day following 02-Dec-2020
Classic Woodie Camarilla DeMark
R4 50.97 50.15 46.60
R3 49.09 48.27 46.09
R2 47.21 47.21 45.91
R1 46.39 46.39 45.74 46.80
PP 45.33 45.33 45.33 45.54
S1 44.51 44.51 45.40 44.92
S2 43.45 43.45 45.23
S3 41.57 42.63 45.05
S4 39.69 40.75 44.54
Weekly Pivots for week ending 27-Nov-2020
Classic Woodie Camarilla DeMark
R4 56.45 54.98 48.00
R3 52.65 51.18 46.96
R2 48.85 48.85 46.61
R1 47.38 47.38 46.26 48.12
PP 45.05 45.05 45.05 45.42
S1 43.58 43.58 45.56 44.32
S2 41.25 41.25 45.21
S3 37.45 39.78 44.87
S4 33.65 35.98 43.82
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 46.52 44.27 2.25 4.9% 1.50 3.3% 58% False True 73,557
10 46.52 41.80 4.72 10.4% 1.38 3.0% 80% False False 70,003
20 46.52 38.21 8.31 18.2% 1.54 3.4% 89% False False 62,371
40 46.52 35.00 11.52 25.3% 1.49 3.3% 92% False False 48,839
60 46.52 35.00 11.52 25.3% 1.49 3.3% 92% False False 43,299
80 46.52 35.00 11.52 25.3% 1.38 3.0% 92% False False 37,330
100 46.52 35.00 11.52 25.3% 1.31 2.9% 92% False False 32,215
120 46.52 35.00 11.52 25.3% 1.33 2.9% 92% False False 28,690
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.25
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 54.14
2.618 51.07
1.618 49.19
1.000 48.03
0.618 47.31
HIGH 46.15
0.618 45.43
0.500 45.21
0.382 44.99
LOW 44.27
0.618 43.11
1.000 42.39
1.618 41.23
2.618 39.35
4.250 36.28
Fisher Pivots for day following 02-Dec-2020
Pivot 1 day 3 day
R1 45.45 45.45
PP 45.33 45.33
S1 45.21 45.21

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

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