NYMEX Light Sweet Crude Oil Future March 2021


Trading Metrics calculated at close of trading on 15-Dec-2020
Day Change Summary
Previous Current
14-Dec-2020 15-Dec-2020 Change Change % Previous Week
Open 47.01 47.29 0.28 0.6% 46.46
High 47.67 47.97 0.30 0.6% 47.98
Low 46.02 46.84 0.82 1.8% 45.30
Close 47.27 47.88 0.61 1.3% 46.87
Range 1.65 1.13 -0.52 -31.5% 2.68
ATR 1.42 1.40 -0.02 -1.5% 0.00
Volume 87,234 80,419 -6,815 -7.8% 438,291
Daily Pivots for day following 15-Dec-2020
Classic Woodie Camarilla DeMark
R4 50.95 50.55 48.50
R3 49.82 49.42 48.19
R2 48.69 48.69 48.09
R1 48.29 48.29 47.98 48.49
PP 47.56 47.56 47.56 47.67
S1 47.16 47.16 47.78 47.36
S2 46.43 46.43 47.67
S3 45.30 46.03 47.57
S4 44.17 44.90 47.26
Weekly Pivots for week ending 11-Dec-2020
Classic Woodie Camarilla DeMark
R4 54.76 53.49 48.34
R3 52.08 50.81 47.61
R2 49.40 49.40 47.36
R1 48.13 48.13 47.12 48.77
PP 46.72 46.72 46.72 47.03
S1 45.45 45.45 46.62 46.09
S2 44.04 44.04 46.38
S3 41.36 42.77 46.13
S4 38.68 40.09 45.40
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 5.6% 1.41 3.0% 96% False False 87,866
10 47.98 44.27 3.71 7.7% 1.29 2.7% 97% False False 84,637
20 47.98 41.35 6.63 13.8% 1.29 2.7% 98% False False 74,925
40 47.98 35.00 12.98 27.1% 1.51 3.2% 99% False False 60,102
60 47.98 35.00 12.98 27.1% 1.47 3.1% 99% False False 51,297
80 47.98 35.00 12.98 27.1% 1.42 3.0% 99% False False 45,138
100 47.98 35.00 12.98 27.1% 1.34 2.8% 99% False False 38,946
120 47.98 35.00 12.98 27.1% 1.29 2.7% 99% False False 34,374
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.35
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 52.77
2.618 50.93
1.618 49.80
1.000 49.10
0.618 48.67
HIGH 47.97
0.618 47.54
0.500 47.41
0.382 47.27
LOW 46.84
0.618 46.14
1.000 45.71
1.618 45.01
2.618 43.88
4.250 42.04
Fisher Pivots for day following 15-Dec-2020
Pivot 1 day 3 day
R1 47.72 47.59
PP 47.56 47.29
S1 47.41 47.00

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

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