NYMEX Light Sweet Crude Oil Future May 2021


Trading Metrics calculated at close of trading on 23-Dec-2020
Day Change Summary
Previous Current
22-Dec-2020 23-Dec-2020 Change Change % Previous Week
Open 48.14 46.98 -1.16 -2.4% 46.98
High 48.18 48.69 0.51 1.1% 49.56
Low 46.84 46.48 -0.36 -0.8% 46.20
Close 47.32 48.37 1.05 2.2% 49.40
Range 1.34 2.21 0.87 64.9% 3.36
ATR 1.32 1.38 0.06 4.8% 0.00
Volume 20,523 14,297 -6,226 -30.3% 84,470
Daily Pivots for day following 23-Dec-2020
Classic Woodie Camarilla DeMark
R4 54.48 53.63 49.59
R3 52.27 51.42 48.98
R2 50.06 50.06 48.78
R1 49.21 49.21 48.57 49.64
PP 47.85 47.85 47.85 48.06
S1 47.00 47.00 48.17 47.43
S2 45.64 45.64 47.96
S3 43.43 44.79 47.76
S4 41.22 42.58 47.15
Weekly Pivots for week ending 18-Dec-2020
Classic Woodie Camarilla DeMark
R4 58.47 57.29 51.25
R3 55.11 53.93 50.32
R2 51.75 51.75 50.02
R1 50.57 50.57 49.71 51.16
PP 48.39 48.39 48.39 48.68
S1 47.21 47.21 49.09 47.80
S2 45.03 45.03 48.78
S3 41.67 43.85 48.48
S4 38.31 40.49 47.55
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 49.56 46.48 3.08 6.4% 1.66 3.4% 61% False True 16,717
10 49.56 46.07 3.49 7.2% 1.43 2.9% 66% False False 20,120
20 49.56 44.49 5.07 10.5% 1.29 2.7% 77% False False 24,540
40 49.56 36.00 13.56 28.0% 1.43 3.0% 91% False False 21,206
60 49.56 36.00 13.56 28.0% 1.37 2.8% 91% False False 16,931
80 49.56 36.00 13.56 28.0% 1.35 2.8% 91% False False 14,447
100 49.56 36.00 13.56 28.0% 1.24 2.6% 91% False False 12,432
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 0.24
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 58.08
2.618 54.48
1.618 52.27
1.000 50.90
0.618 50.06
HIGH 48.69
0.618 47.85
0.500 47.59
0.382 47.32
LOW 46.48
0.618 45.11
1.000 44.27
1.618 42.90
2.618 40.69
4.250 37.09
Fisher Pivots for day following 23-Dec-2020
Pivot 1 day 3 day
R1 48.11 48.24
PP 47.85 48.10
S1 47.59 47.97

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

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