NYMEX Light Sweet Crude Oil Future April 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 47.08 47.29 0.21 0.4% 46.60
High 47.73 48.01 0.28 0.6% 48.03
Low 46.13 46.95 0.82 1.8% 45.44
Close 47.36 47.95 0.59 1.2% 46.96
Range 1.60 1.06 -0.54 -33.8% 2.59
ATR 1.35 1.33 -0.02 -1.5% 0.00
Volume 28,775 28,528 -247 -0.9% 191,486
Daily Pivots for day following 15-Dec-2020
Classic Woodie Camarilla DeMark
R4 50.82 50.44 48.53
R3 49.76 49.38 48.24
R2 48.70 48.70 48.14
R1 48.32 48.32 48.05 48.51
PP 47.64 47.64 47.64 47.73
S1 47.26 47.26 47.85 47.45
S2 46.58 46.58 47.76
S3 45.52 46.20 47.66
S4 44.46 45.14 47.37
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 5.4% 1.35 2.8% 97% False False 34,830
10 48.03 44.41 3.62 7.5% 1.23 2.6% 98% False False 33,629
20 48.03 41.62 6.41 13.4% 1.23 2.6% 99% False False 33,011
40 48.03 35.53 12.50 26.1% 1.44 3.0% 99% False False 27,596
60 48.03 35.53 12.50 26.1% 1.39 2.9% 99% False False 22,737
80 48.03 35.53 12.50 26.1% 1.34 2.8% 99% False False 19,276
100 48.03 35.53 12.50 26.1% 1.26 2.6% 99% False False 16,028
120 48.03 35.53 12.50 26.1% 1.21 2.5% 99% False False 13,822
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 0.30
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 52.52
2.618 50.79
1.618 49.73
1.000 49.07
0.618 48.67
HIGH 48.01
0.618 47.61
0.500 47.48
0.382 47.35
LOW 46.95
0.618 46.29
1.000 45.89
1.618 45.23
2.618 44.17
4.250 42.45
Fisher Pivots for day following 15-Dec-2020
Pivot 1 day 3 day
R1 47.79 47.66
PP 47.64 47.36
S1 47.48 47.07

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

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