NYMEX Light Sweet Crude Oil Future June 2021


Trading Metrics calculated at close of trading on 17-Dec-2020
Day Change Summary
Previous Current
16-Dec-2020 17-Dec-2020 Change Change % Previous Week
Open 47.85 48.20 0.35 0.7% 46.54
High 48.24 48.88 0.64 1.3% 47.97
Low 47.55 48.14 0.59 1.2% 45.54
Close 48.15 48.74 0.59 1.2% 46.97
Range 0.69 0.74 0.05 7.2% 2.43
ATR 1.22 1.19 -0.03 -2.8% 0.00
Volume 52,969 44,938 -8,031 -15.2% 327,364
Daily Pivots for day following 17-Dec-2020
Classic Woodie Camarilla DeMark
R4 50.81 50.51 49.15
R3 50.07 49.77 48.94
R2 49.33 49.33 48.88
R1 49.03 49.03 48.81 49.18
PP 48.59 48.59 48.59 48.66
S1 48.29 48.29 48.67 48.44
S2 47.85 47.85 48.60
S3 47.11 47.55 48.54
S4 46.37 46.81 48.33
Weekly Pivots for week ending 11-Dec-2020
Classic Woodie Camarilla DeMark
R4 54.12 52.97 48.31
R3 51.69 50.54 47.64
R2 49.26 49.26 47.42
R1 48.11 48.11 47.19 48.69
PP 46.83 46.83 46.83 47.11
S1 45.68 45.68 46.75 46.26
S2 44.40 44.40 46.52
S3 41.97 43.25 46.30
S4 39.54 40.82 45.63
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 48.88 46.20 2.68 5.5% 0.94 1.9% 95% True False 55,095
10 48.88 45.54 3.34 6.9% 1.04 2.1% 96% True False 59,453
20 48.88 42.42 6.46 13.3% 1.12 2.3% 98% True False 63,774
40 48.88 36.26 12.62 25.9% 1.36 2.8% 99% True False 53,962
60 48.88 36.26 12.62 25.9% 1.34 2.8% 99% True False 47,149
80 48.88 36.26 12.62 25.9% 1.32 2.7% 99% True False 43,666
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.27
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 52.03
2.618 50.82
1.618 50.08
1.000 49.62
0.618 49.34
HIGH 48.88
0.618 48.60
0.500 48.51
0.382 48.42
LOW 48.14
0.618 47.68
1.000 47.40
1.618 46.94
2.618 46.20
4.250 45.00
Fisher Pivots for day following 17-Dec-2020
Pivot 1 day 3 day
R1 48.66 48.47
PP 48.59 48.20
S1 48.51 47.93

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

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