NYMEX Light Sweet Crude Oil Future June 2021


Trading Metrics calculated at close of trading on 02-Dec-2020
Day Change Summary
Previous Current
01-Dec-2020 02-Dec-2020 Change Change % Previous Week
Open 45.55 44.87 -0.68 -1.5% 43.21
High 46.12 46.15 0.03 0.1% 46.48
Low 44.72 44.51 -0.21 -0.5% 43.14
Close 45.04 45.64 0.60 1.3% 46.07
Range 1.40 1.64 0.24 17.1% 3.34
ATR 1.38 1.40 0.02 1.3% 0.00
Volume 63,170 69,758 6,588 10.4% 338,070
Daily Pivots for day following 02-Dec-2020
Classic Woodie Camarilla DeMark
R4 50.35 49.64 46.54
R3 48.71 48.00 46.09
R2 47.07 47.07 45.94
R1 46.36 46.36 45.79 46.72
PP 45.43 45.43 45.43 45.61
S1 44.72 44.72 45.49 45.08
S2 43.79 43.79 45.34
S3 42.15 43.08 45.19
S4 40.51 41.44 44.74
Weekly Pivots for week ending 27-Nov-2020
Classic Woodie Camarilla DeMark
R4 55.25 54.00 47.91
R3 51.91 50.66 46.99
R2 48.57 48.57 46.68
R1 47.32 47.32 46.38 47.95
PP 45.23 45.23 45.23 45.54
S1 43.98 43.98 45.76 44.61
S2 41.89 41.89 45.46
S3 38.55 40.64 45.15
S4 35.21 37.30 44.23
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 46.48 44.51 1.97 4.3% 1.31 2.9% 57% False True 68,662
10 46.48 42.42 4.06 8.9% 1.22 2.7% 79% False False 66,939
20 46.48 39.23 7.25 15.9% 1.41 3.1% 88% False False 58,646
40 46.48 36.26 10.22 22.4% 1.37 3.0% 92% False False 46,901
60 46.48 36.26 10.22 22.4% 1.39 3.0% 92% False False 42,524
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.23
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 53.12
2.618 50.44
1.618 48.80
1.000 47.79
0.618 47.16
HIGH 46.15
0.618 45.52
0.500 45.33
0.382 45.14
LOW 44.51
0.618 43.50
1.000 42.87
1.618 41.86
2.618 40.22
4.250 37.54
Fisher Pivots for day following 02-Dec-2020
Pivot 1 day 3 day
R1 45.54 45.54
PP 45.43 45.44
S1 45.33 45.34

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

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