NYMEX Light Sweet Crude Oil Future May 2021


Trading Metrics calculated at close of trading on 10-Dec-2020
Day Change Summary
Previous Current
09-Dec-2020 10-Dec-2020 Change Change % Previous Week
Open 46.07 46.15 0.08 0.2% 45.74
High 46.70 48.03 1.33 2.8% 46.88
Low 45.52 46.07 0.55 1.2% 44.49
Close 46.06 47.17 1.11 2.4% 46.61
Range 1.18 1.96 0.78 66.1% 2.39
ATR 1.27 1.32 0.05 3.9% 0.00
Volume 32,277 36,587 4,310 13.4% 118,663
Daily Pivots for day following 10-Dec-2020
Classic Woodie Camarilla DeMark
R4 52.97 52.03 48.25
R3 51.01 50.07 47.71
R2 49.05 49.05 47.53
R1 48.11 48.11 47.35 48.58
PP 47.09 47.09 47.09 47.33
S1 46.15 46.15 46.99 46.62
S2 45.13 45.13 46.81
S3 43.17 44.19 46.63
S4 41.21 42.23 46.09
Weekly Pivots for week ending 04-Dec-2020
Classic Woodie Camarilla DeMark
R4 53.16 52.28 47.92
R3 50.77 49.89 47.27
R2 48.38 48.38 47.05
R1 47.50 47.50 46.83 47.94
PP 45.99 45.99 45.99 46.22
S1 45.11 45.11 46.39 45.55
S2 43.60 43.60 46.17
S3 41.21 42.72 45.95
S4 38.82 40.33 45.30
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 48.03 45.52 2.51 5.3% 1.15 2.4% 66% True False 28,584
10 48.03 44.49 3.54 7.5% 1.23 2.6% 76% True False 27,663
20 48.03 41.49 6.54 13.9% 1.19 2.5% 87% True False 24,865
40 48.03 36.00 12.03 25.5% 1.38 2.9% 93% True False 18,731
60 48.03 36.00 12.03 25.5% 1.35 2.9% 93% True False 15,003
80 48.03 36.00 12.03 25.5% 1.28 2.7% 93% True False 12,712
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 0.29
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 56.36
2.618 53.16
1.618 51.20
1.000 49.99
0.618 49.24
HIGH 48.03
0.618 47.28
0.500 47.05
0.382 46.82
LOW 46.07
0.618 44.86
1.000 44.11
1.618 42.90
2.618 40.94
4.250 37.74
Fisher Pivots for day following 10-Dec-2020
Pivot 1 day 3 day
R1 47.13 47.04
PP 47.09 46.91
S1 47.05 46.78

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

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