NYMEX Light Sweet Crude Oil Future March 2021


Trading Metrics calculated at close of trading on 21-Dec-2020
Day Change Summary
Previous Current
18-Dec-2020 21-Dec-2020 Change Change % Previous Week
Open 48.65 49.35 0.70 1.4% 47.01
High 49.52 49.40 -0.12 -0.2% 49.52
Low 48.38 46.39 -1.99 -4.1% 46.02
Close 49.34 48.09 -1.25 -2.5% 49.34
Range 1.14 3.01 1.87 164.0% 3.50
ATR 1.30 1.42 0.12 9.4% 0.00
Volume 80,134 89,138 9,004 11.2% 412,261
Daily Pivots for day following 21-Dec-2020
Classic Woodie Camarilla DeMark
R4 56.99 55.55 49.75
R3 53.98 52.54 48.92
R2 50.97 50.97 48.64
R1 49.53 49.53 48.37 48.75
PP 47.96 47.96 47.96 47.57
S1 46.52 46.52 47.81 45.74
S2 44.95 44.95 47.54
S3 41.94 43.51 47.26
S4 38.93 40.50 46.43
Weekly Pivots for week ending 18-Dec-2020
Classic Woodie Camarilla DeMark
R4 58.79 57.57 51.27
R3 55.29 54.07 50.30
R2 51.79 51.79 49.98
R1 50.57 50.57 49.66 51.18
PP 48.29 48.29 48.29 48.60
S1 47.07 47.07 49.02 47.68
S2 44.79 44.79 48.70
S3 41.29 43.57 48.38
S4 37.79 40.07 47.42
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 49.52 46.39 3.13 6.5% 1.37 2.8% 54% False True 82,833
10 49.52 45.30 4.22 8.8% 1.35 2.8% 66% False False 85,536
20 49.52 42.72 6.80 14.1% 1.38 2.9% 79% False False 81,998
40 49.52 35.00 14.52 30.2% 1.52 3.2% 90% False False 66,203
60 49.52 35.00 14.52 30.2% 1.49 3.1% 90% False False 55,071
80 49.52 35.00 14.52 30.2% 1.46 3.0% 90% False False 48,202
100 49.52 35.00 14.52 30.2% 1.35 2.8% 90% False False 41,893
120 49.52 35.00 14.52 30.2% 1.30 2.7% 90% False False 36,774
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 29 trading days
Fibonacci Retracements and Extensions
4.250 62.19
2.618 57.28
1.618 54.27
1.000 52.41
0.618 51.26
HIGH 49.40
0.618 48.25
0.500 47.90
0.382 47.54
LOW 46.39
0.618 44.53
1.000 43.38
1.618 41.52
2.618 38.51
4.250 33.60
Fisher Pivots for day following 21-Dec-2020
Pivot 1 day 3 day
R1 48.03 48.05
PP 47.96 48.00
S1 47.90 47.96

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

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