NYMEX Light Sweet Crude Oil Future May 2021


Trading Metrics calculated at close of trading on 01-Dec-2020
Day Change Summary
Previous Current
30-Nov-2020 01-Dec-2020 Change Change % Previous Week
Open 45.74 45.58 -0.16 -0.3% 43.21
High 46.20 46.11 -0.09 -0.2% 46.53
Low 45.10 44.69 -0.41 -0.9% 43.07
Close 45.78 45.04 -0.74 -1.6% 46.06
Range 1.10 1.42 0.32 29.1% 3.46
ATR 1.39 1.39 0.00 0.2% 0.00
Volume 20,936 27,515 6,579 31.4% 155,850
Daily Pivots for day following 01-Dec-2020
Classic Woodie Camarilla DeMark
R4 49.54 48.71 45.82
R3 48.12 47.29 45.43
R2 46.70 46.70 45.30
R1 45.87 45.87 45.17 45.58
PP 45.28 45.28 45.28 45.13
S1 44.45 44.45 44.91 44.16
S2 43.86 43.86 44.78
S3 42.44 43.03 44.65
S4 41.02 41.61 44.26
Weekly Pivots for week ending 27-Nov-2020
Classic Woodie Camarilla DeMark
R4 55.60 54.29 47.96
R3 52.14 50.83 47.01
R2 48.68 48.68 46.69
R1 47.37 47.37 46.38 48.03
PP 45.22 45.22 45.22 45.55
S1 43.91 43.91 45.74 44.57
S2 41.76 41.76 45.43
S3 38.30 40.45 45.11
S4 34.84 36.99 44.16
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 46.53 43.44 3.09 6.9% 1.45 3.2% 52% False False 35,956
10 46.53 41.83 4.70 10.4% 1.18 2.6% 68% False False 26,136
20 46.53 38.58 7.95 17.7% 1.40 3.1% 81% False False 21,259
40 46.53 36.00 10.53 23.4% 1.35 3.0% 86% False False 15,486
60 46.53 36.00 10.53 23.4% 1.37 3.0% 86% False False 12,969
80 46.53 36.00 10.53 23.4% 1.24 2.7% 86% False False 10,776
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.20
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 52.15
2.618 49.83
1.618 48.41
1.000 47.53
0.618 46.99
HIGH 46.11
0.618 45.57
0.500 45.40
0.382 45.23
LOW 44.69
0.618 43.81
1.000 43.27
1.618 42.39
2.618 40.97
4.250 38.66
Fisher Pivots for day following 01-Dec-2020
Pivot 1 day 3 day
R1 45.40 45.56
PP 45.28 45.38
S1 45.16 45.21

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

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