NYMEX Light Sweet Crude Oil Future June 2021


Trading Metrics calculated at close of trading on 18-Dec-2020
Day Change Summary
Previous Current
17-Dec-2020 18-Dec-2020 Change Change % Previous Week
Open 48.20 48.69 0.49 1.0% 47.04
High 48.88 49.49 0.61 1.2% 49.49
Low 48.14 48.44 0.30 0.6% 46.20
Close 48.74 49.33 0.59 1.2% 49.33
Range 0.74 1.05 0.31 41.9% 3.29
ATR 1.19 1.18 -0.01 -0.8% 0.00
Volume 44,938 51,721 6,783 15.1% 258,365
Daily Pivots for day following 18-Dec-2020
Classic Woodie Camarilla DeMark
R4 52.24 51.83 49.91
R3 51.19 50.78 49.62
R2 50.14 50.14 49.52
R1 49.73 49.73 49.43 49.94
PP 49.09 49.09 49.09 49.19
S1 48.68 48.68 49.23 48.89
S2 48.04 48.04 49.14
S3 46.99 47.63 49.04
S4 45.94 46.58 48.75
Weekly Pivots for week ending 18-Dec-2020
Classic Woodie Camarilla DeMark
R4 58.21 57.06 51.14
R3 54.92 53.77 50.23
R2 51.63 51.63 49.93
R1 50.48 50.48 49.63 51.06
PP 48.34 48.34 48.34 48.63
S1 47.19 47.19 49.03 47.77
S2 45.05 45.05 48.73
S3 41.76 43.90 48.43
S4 38.47 40.61 47.52
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 49.49 46.20 3.29 6.7% 0.99 2.0% 95% True False 51,673
10 49.49 45.54 3.95 8.0% 1.05 2.1% 96% True False 58,572
20 49.49 42.64 6.85 13.9% 1.14 2.3% 98% True False 64,341
40 49.49 36.26 13.23 26.8% 1.35 2.7% 99% True False 54,734
60 49.49 36.26 13.23 26.8% 1.34 2.7% 99% True False 47,709
80 49.49 36.26 13.23 26.8% 1.33 2.7% 99% True False 44,022
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.30
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 53.95
2.618 52.24
1.618 51.19
1.000 50.54
0.618 50.14
HIGH 49.49
0.618 49.09
0.500 48.97
0.382 48.84
LOW 48.44
0.618 47.79
1.000 47.39
1.618 46.74
2.618 45.69
4.250 43.98
Fisher Pivots for day following 18-Dec-2020
Pivot 1 day 3 day
R1 49.21 49.06
PP 49.09 48.79
S1 48.97 48.52

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

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