NYMEX Light Sweet Crude Oil Future June 2021


Trading Metrics calculated at close of trading on 04-Dec-2020
Day Change Summary
Previous Current
03-Dec-2020 04-Dec-2020 Change Change % Previous Week
Open 45.46 45.88 0.42 0.9% 45.76
High 46.08 46.80 0.72 1.6% 46.80
Low 45.06 45.88 0.82 1.8% 44.51
Close 45.93 46.56 0.63 1.4% 46.56
Range 1.02 0.92 -0.10 -9.8% 2.29
ATR 1.37 1.34 -0.03 -2.4% 0.00
Volume 60,175 60,523 348 0.6% 311,197
Daily Pivots for day following 04-Dec-2020
Classic Woodie Camarilla DeMark
R4 49.17 48.79 47.07
R3 48.25 47.87 46.81
R2 47.33 47.33 46.73
R1 46.95 46.95 46.64 47.14
PP 46.41 46.41 46.41 46.51
S1 46.03 46.03 46.48 46.22
S2 45.49 45.49 46.39
S3 44.57 45.11 46.31
S4 43.65 44.19 46.05
Weekly Pivots for week ending 04-Dec-2020
Classic Woodie Camarilla DeMark
R4 52.83 51.98 47.82
R3 50.54 49.69 47.19
R2 48.25 48.25 46.98
R1 47.40 47.40 46.77 47.83
PP 45.96 45.96 45.96 46.17
S1 45.11 45.11 46.35 45.54
S2 43.67 43.67 46.14
S3 41.38 42.82 45.93
S4 39.09 40.53 45.30
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 46.80 44.51 2.29 4.9% 1.21 2.6% 90% True False 62,239
10 46.80 42.64 4.16 8.9% 1.23 2.6% 94% True False 70,109
20 46.80 39.23 7.57 16.3% 1.37 2.9% 97% True False 61,174
40 46.80 36.26 10.54 22.6% 1.36 2.9% 98% True False 47,415
60 46.80 36.26 10.54 22.6% 1.37 2.9% 98% True False 42,927
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.22
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 50.71
2.618 49.21
1.618 48.29
1.000 47.72
0.618 47.37
HIGH 46.80
0.618 46.45
0.500 46.34
0.382 46.23
LOW 45.88
0.618 45.31
1.000 44.96
1.618 44.39
2.618 43.47
4.250 41.97
Fisher Pivots for day following 04-Dec-2020
Pivot 1 day 3 day
R1 46.49 46.26
PP 46.41 45.96
S1 46.34 45.66

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

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