NYMEX Light Sweet Crude Oil Future May 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 46.98 47.38 0.40 0.9% 46.56
High 47.73 48.00 0.27 0.6% 48.03
Low 46.20 47.02 0.82 1.8% 45.52
Close 47.39 47.95 0.56 1.2% 47.00
Range 1.53 0.98 -0.55 -35.9% 2.51
ATR 1.30 1.28 -0.02 -1.8% 0.00
Volume 16,562 18,854 2,292 13.8% 149,355
Daily Pivots for day following 15-Dec-2020
Classic Woodie Camarilla DeMark
R4 50.60 50.25 48.49
R3 49.62 49.27 48.22
R2 48.64 48.64 48.13
R1 48.29 48.29 48.04 48.47
PP 47.66 47.66 47.66 47.74
S1 47.31 47.31 47.86 47.49
S2 46.68 46.68 47.77
S3 45.70 46.33 47.68
S4 44.72 45.35 47.41
Weekly Pivots for week ending 11-Dec-2020
Classic Woodie Camarilla DeMark
R4 54.38 53.20 48.38
R3 51.87 50.69 47.69
R2 49.36 49.36 47.46
R1 48.18 48.18 47.23 48.77
PP 46.85 46.85 46.85 47.15
S1 45.67 45.67 46.77 46.26
S2 44.34 44.34 46.54
S3 41.83 43.16 46.31
S4 39.32 40.65 45.62
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 5.2% 1.29 2.7% 97% False False 26,008
10 48.03 44.49 3.54 7.4% 1.18 2.5% 98% False False 25,498
20 48.03 41.83 6.20 12.9% 1.18 2.5% 99% False False 25,817
40 48.03 36.00 12.03 25.1% 1.38 2.9% 99% False False 19,792
60 48.03 36.00 12.03 25.1% 1.34 2.8% 99% False False 15,747
80 48.03 36.00 12.03 25.1% 1.29 2.7% 99% False False 13,393
100 48.03 36.00 12.03 25.1% 1.22 2.5% 99% False False 11,559
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 52.17
2.618 50.57
1.618 49.59
1.000 48.98
0.618 48.61
HIGH 48.00
0.618 47.63
0.500 47.51
0.382 47.39
LOW 47.02
0.618 46.41
1.000 46.04
1.618 45.43
2.618 44.45
4.250 42.86
Fisher Pivots for day following 15-Dec-2020
Pivot 1 day 3 day
R1 47.80 47.67
PP 47.66 47.38
S1 47.51 47.10

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

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