NYMEX Light Sweet Crude Oil Future April 2021


Trading Metrics calculated at close of trading on 14-Dec-2020
Day Change Summary
Previous Current
11-Dec-2020 14-Dec-2020 Change Change % Previous Week
Open 47.32 47.08 -0.24 -0.5% 46.60
High 47.58 47.73 0.15 0.3% 48.03
Low 46.73 46.13 -0.60 -1.3% 45.44
Close 46.96 47.36 0.40 0.9% 46.96
Range 0.85 1.60 0.75 88.2% 2.59
ATR 1.33 1.35 0.02 1.4% 0.00
Volume 44,246 28,775 -15,471 -35.0% 191,486
Daily Pivots for day following 14-Dec-2020
Classic Woodie Camarilla DeMark
R4 51.87 51.22 48.24
R3 50.27 49.62 47.80
R2 48.67 48.67 47.65
R1 48.02 48.02 47.51 48.35
PP 47.07 47.07 47.07 47.24
S1 46.42 46.42 47.21 46.75
S2 45.47 45.47 47.07
S3 43.87 44.82 46.92
S4 42.27 43.22 46.48
Weekly Pivots for week ending 11-Dec-2020
Classic Woodie Camarilla DeMark
R4 54.58 53.36 48.38
R3 51.99 50.77 47.67
R2 49.40 49.40 47.43
R1 48.18 48.18 47.20 48.79
PP 46.81 46.81 46.81 47.12
S1 45.59 45.59 46.72 46.20
S2 44.22 44.22 46.49
S3 41.63 43.00 46.25
S4 39.04 40.41 45.54
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 48.03 45.44 2.59 5.5% 1.28 2.7% 74% False False 36,253
10 48.03 44.41 3.62 7.6% 1.27 2.7% 81% False False 34,132
20 48.03 41.34 6.69 14.1% 1.26 2.7% 90% False False 32,585
40 48.03 35.53 12.50 26.4% 1.43 3.0% 95% False False 27,238
60 48.03 35.53 12.50 26.4% 1.41 3.0% 95% False False 22,392
80 48.03 35.53 12.50 26.4% 1.35 2.8% 95% False False 18,945
100 48.03 35.53 12.50 26.4% 1.26 2.7% 95% False False 15,767
120 48.03 35.53 12.50 26.4% 1.22 2.6% 95% False False 13,623
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 0.33
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 54.53
2.618 51.92
1.618 50.32
1.000 49.33
0.618 48.72
HIGH 47.73
0.618 47.12
0.500 46.93
0.382 46.74
LOW 46.13
0.618 45.14
1.000 44.53
1.618 43.54
2.618 41.94
4.250 39.33
Fisher Pivots for day following 14-Dec-2020
Pivot 1 day 3 day
R1 47.22 47.25
PP 47.07 47.13
S1 46.93 47.02

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

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