NYMEX Light Sweet Crude Oil Future June 2021


Trading Metrics calculated at close of trading on 21-Dec-2020
Day Change Summary
Previous Current
18-Dec-2020 21-Dec-2020 Change Change % Previous Week
Open 48.69 49.33 0.64 1.3% 47.04
High 49.49 49.39 -0.10 -0.2% 49.49
Low 48.44 46.52 -1.92 -4.0% 46.20
Close 49.33 48.16 -1.17 -2.4% 49.33
Range 1.05 2.87 1.82 173.3% 3.29
ATR 1.18 1.30 0.12 10.2% 0.00
Volume 51,721 50,858 -863 -1.7% 258,365
Daily Pivots for day following 21-Dec-2020
Classic Woodie Camarilla DeMark
R4 56.63 55.27 49.74
R3 53.76 52.40 48.95
R2 50.89 50.89 48.69
R1 49.53 49.53 48.42 48.78
PP 48.02 48.02 48.02 47.65
S1 46.66 46.66 47.90 45.91
S2 45.15 45.15 47.63
S3 42.28 43.79 47.37
S4 39.41 40.92 46.58
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 46.52 2.97 6.2% 1.26 2.6% 55% False True 50,627
10 49.49 45.54 3.95 8.2% 1.24 2.6% 66% False False 57,554
20 49.49 43.14 6.35 13.2% 1.25 2.6% 79% False False 64,292
40 49.49 36.26 13.23 27.5% 1.39 2.9% 90% False False 55,573
60 49.49 36.26 13.23 27.5% 1.38 2.9% 90% False False 48,236
80 49.49 36.26 13.23 27.5% 1.35 2.8% 90% False False 44,389
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.28
Widest range in 29 trading days
Fibonacci Retracements and Extensions
4.250 61.59
2.618 56.90
1.618 54.03
1.000 52.26
0.618 51.16
HIGH 49.39
0.618 48.29
0.500 47.96
0.382 47.62
LOW 46.52
0.618 44.75
1.000 43.65
1.618 41.88
2.618 39.01
4.250 34.32
Fisher Pivots for day following 21-Dec-2020
Pivot 1 day 3 day
R1 48.09 48.11
PP 48.02 48.06
S1 47.96 48.01

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

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