NYMEX Light Sweet Crude Oil Future May 2021


Trading Metrics calculated at close of trading on 30-Dec-2020
Day Change Summary
Previous Current
29-Dec-2020 30-Dec-2020 Change Change % Previous Week
Open 48.09 48.36 0.27 0.6% 49.44
High 48.63 48.90 0.27 0.6% 49.46
Low 48.03 47.94 -0.09 -0.2% 46.48
Close 48.30 48.59 0.29 0.6% 48.45
Range 0.60 0.96 0.36 60.0% 2.98
ATR 1.31 1.29 -0.03 -1.9% 0.00
Volume 13,067 17,185 4,118 31.5% 60,872
Daily Pivots for day following 30-Dec-2020
Classic Woodie Camarilla DeMark
R4 51.36 50.93 49.12
R3 50.40 49.97 48.85
R2 49.44 49.44 48.77
R1 49.01 49.01 48.68 49.23
PP 48.48 48.48 48.48 48.58
S1 48.05 48.05 48.50 48.27
S2 47.52 47.52 48.41
S3 46.56 47.09 48.33
S4 45.60 46.13 48.06
Weekly Pivots for week ending 25-Dec-2020
Classic Woodie Camarilla DeMark
R4 57.07 55.74 50.09
R3 54.09 52.76 49.27
R2 51.11 51.11 49.00
R1 49.78 49.78 48.72 48.96
PP 48.13 48.13 48.13 47.72
S1 46.80 46.80 48.18 45.98
S2 45.15 45.15 47.90
S3 42.17 43.82 47.63
S4 39.19 40.84 46.81
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 49.16 46.48 2.68 5.5% 1.23 2.5% 79% False False 12,865
10 49.56 46.48 3.08 6.3% 1.29 2.7% 69% False False 15,346
20 49.56 44.49 5.07 10.4% 1.24 2.5% 81% False False 20,422
40 49.56 38.58 10.98 22.6% 1.32 2.7% 91% False False 20,840
60 49.56 36.00 13.56 27.9% 1.31 2.7% 93% False False 17,132
80 49.56 36.00 13.56 27.9% 1.34 2.7% 93% False False 14,832
100 49.56 36.00 13.56 27.9% 1.24 2.5% 93% False False 12,705
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.25
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 52.98
2.618 51.41
1.618 50.45
1.000 49.86
0.618 49.49
HIGH 48.90
0.618 48.53
0.500 48.42
0.382 48.31
LOW 47.94
0.618 47.35
1.000 46.98
1.618 46.39
2.618 45.43
4.250 43.86
Fisher Pivots for day following 30-Dec-2020
Pivot 1 day 3 day
R1 48.53 48.55
PP 48.48 48.50
S1 48.42 48.46

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

View Archives - Comment on this page... - Back to Index of Symbols