NYMEX Light Sweet Crude Oil Future July 2021


Trading Metrics calculated at close of trading on 11-Dec-2020
Day Change Summary
Previous Current
10-Dec-2020 11-Dec-2020 Change Change % Previous Week
Open 46.23 47.29 1.06 2.3% 46.37
High 47.85 47.41 -0.44 -0.9% 47.85
Low 46.08 46.67 0.59 1.3% 45.55
Close 47.06 46.89 -0.17 -0.4% 46.89
Range 1.77 0.74 -1.03 -58.2% 2.30
ATR 1.17 1.14 -0.03 -2.6% 0.00
Volume 14,917 19,878 4,961 33.3% 67,369
Daily Pivots for day following 11-Dec-2020
Classic Woodie Camarilla DeMark
R4 49.21 48.79 47.30
R3 48.47 48.05 47.09
R2 47.73 47.73 47.03
R1 47.31 47.31 46.96 47.15
PP 46.99 46.99 46.99 46.91
S1 46.57 46.57 46.82 46.41
S2 46.25 46.25 46.75
S3 45.51 45.83 46.69
S4 44.77 45.09 46.48
Weekly Pivots for week ending 11-Dec-2020
Classic Woodie Camarilla DeMark
R4 53.66 52.58 48.16
R3 51.36 50.28 47.52
R2 49.06 49.06 47.31
R1 47.98 47.98 47.10 48.52
PP 46.76 46.76 46.76 47.04
S1 45.68 45.68 46.68 46.22
S2 44.46 44.46 46.47
S3 42.16 43.38 46.26
S4 39.86 41.08 45.63
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 47.85 45.55 2.30 4.9% 1.02 2.2% 58% False False 13,473
10 47.85 44.59 3.26 7.0% 1.04 2.2% 71% False False 12,137
20 47.85 41.85 6.00 12.8% 1.01 2.1% 84% False False 11,316
40 47.85 36.69 11.16 23.8% 1.21 2.6% 91% False False 8,153
60 47.85 36.69 11.16 23.8% 1.21 2.6% 91% False False 6,745
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.23
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 50.56
2.618 49.35
1.618 48.61
1.000 48.15
0.618 47.87
HIGH 47.41
0.618 47.13
0.500 47.04
0.382 46.95
LOW 46.67
0.618 46.21
1.000 45.93
1.618 45.47
2.618 44.73
4.250 43.53
Fisher Pivots for day following 11-Dec-2020
Pivot 1 day 3 day
R1 47.04 46.83
PP 46.99 46.76
S1 46.94 46.70

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

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