NYMEX Light Sweet Crude Oil Future March 2021


Trading Metrics calculated at close of trading on 10-Dec-2020
Day Change Summary
Previous Current
09-Dec-2020 10-Dec-2020 Change Change % Previous Week
Open 45.93 46.01 0.08 0.2% 45.79
High 46.57 47.98 1.41 3.0% 46.88
Low 45.30 45.87 0.57 1.3% 44.27
Close 45.87 47.07 1.20 2.6% 46.54
Range 1.27 2.11 0.84 66.1% 2.61
ATR 1.39 1.44 0.05 3.7% 0.00
Volume 79,462 96,291 16,829 21.2% 383,071
Daily Pivots for day following 10-Dec-2020
Classic Woodie Camarilla DeMark
R4 53.30 52.30 48.23
R3 51.19 50.19 47.65
R2 49.08 49.08 47.46
R1 48.08 48.08 47.26 48.58
PP 46.97 46.97 46.97 47.23
S1 45.97 45.97 46.88 46.47
S2 44.86 44.86 46.68
S3 42.75 43.86 46.49
S4 40.64 41.75 45.91
Weekly Pivots for week ending 04-Dec-2020
Classic Woodie Camarilla DeMark
R4 53.73 52.74 47.98
R3 51.12 50.13 47.26
R2 48.51 48.51 47.02
R1 47.52 47.52 46.78 48.02
PP 45.90 45.90 45.90 46.14
S1 44.91 44.91 46.30 45.41
S2 43.29 43.29 46.06
S3 40.68 42.30 45.82
S4 38.07 39.69 45.10
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 47.98 45.30 2.68 5.7% 1.25 2.7% 66% True False 84,200
10 47.98 44.27 3.71 7.9% 1.34 2.9% 75% True False 77,703
20 47.98 40.94 7.04 15.0% 1.30 2.8% 87% True False 69,160
40 47.98 35.00 12.98 27.6% 1.50 3.2% 93% True False 55,619
60 47.98 35.00 12.98 27.6% 1.49 3.2% 93% True False 48,168
80 47.98 35.00 12.98 27.6% 1.41 3.0% 93% True False 42,450
100 47.98 35.00 12.98 27.6% 1.33 2.8% 93% True False 36,590
120 47.98 35.00 12.98 27.6% 1.31 2.8% 93% True False 32,453
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.32
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 56.95
2.618 53.50
1.618 51.39
1.000 50.09
0.618 49.28
HIGH 47.98
0.618 47.17
0.500 46.93
0.382 46.68
LOW 45.87
0.618 44.57
1.000 43.76
1.618 42.46
2.618 40.35
4.250 36.90
Fisher Pivots for day following 10-Dec-2020
Pivot 1 day 3 day
R1 47.02 46.93
PP 46.97 46.78
S1 46.93 46.64

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

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