NYMEX Light Sweet Crude Oil Future August 2021


Trading Metrics calculated at close of trading on 02-Dec-2020
Day Change Summary
Previous Current
01-Dec-2020 02-Dec-2020 Change Change % Previous Week
Open 45.48 44.79 -0.69 -1.5% 43.75
High 45.92 45.94 0.02 0.0% 46.25
Low 44.65 44.64 -0.01 0.0% 43.64
Close 44.94 45.46 0.52 1.2% 45.96
Range 1.27 1.30 0.03 2.4% 2.61
ATR 1.20 1.21 0.01 0.6% 0.00
Volume 3,930 7,544 3,614 92.0% 32,852
Daily Pivots for day following 02-Dec-2020
Classic Woodie Camarilla DeMark
R4 49.25 48.65 46.18
R3 47.95 47.35 45.82
R2 46.65 46.65 45.70
R1 46.05 46.05 45.58 46.35
PP 45.35 45.35 45.35 45.50
S1 44.75 44.75 45.34 45.05
S2 44.05 44.05 45.22
S3 42.75 43.45 45.10
S4 41.45 42.15 44.75
Weekly Pivots for week ending 27-Nov-2020
Classic Woodie Camarilla DeMark
R4 53.11 52.15 47.40
R3 50.50 49.54 46.68
R2 47.89 47.89 46.44
R1 46.93 46.93 46.20 47.41
PP 45.28 45.28 45.28 45.53
S1 44.32 44.32 45.72 44.80
S2 42.67 42.67 45.48
S3 40.06 41.71 45.24
S4 37.45 39.10 44.52
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 46.25 44.64 1.61 3.5% 1.09 2.4% 51% False True 5,528
10 46.25 42.69 3.56 7.8% 1.00 2.2% 78% False False 5,920
20 46.25 39.76 6.49 14.3% 1.18 2.6% 88% False False 4,965
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.18
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 51.47
2.618 49.34
1.618 48.04
1.000 47.24
0.618 46.74
HIGH 45.94
0.618 45.44
0.500 45.29
0.382 45.14
LOW 44.64
0.618 43.84
1.000 43.34
1.618 42.54
2.618 41.24
4.250 39.12
Fisher Pivots for day following 02-Dec-2020
Pivot 1 day 3 day
R1 45.40 45.41
PP 45.35 45.36
S1 45.29 45.31

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

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