NYMEX Light Sweet Crude Oil Future August 2021


Trading Metrics calculated at close of trading on 16-Dec-2020
Day Change Summary
Previous Current
15-Dec-2020 16-Dec-2020 Change Change % Previous Week
Open 47.12 47.55 0.43 0.9% 46.33
High 47.68 47.96 0.28 0.6% 47.72
Low 46.85 47.40 0.55 1.2% 45.50
Close 47.66 47.90 0.24 0.5% 46.78
Range 0.83 0.56 -0.27 -32.5% 2.22
ATR 1.09 1.06 -0.04 -3.5% 0.00
Volume 2,629 4,694 2,065 78.5% 33,980
Daily Pivots for day following 16-Dec-2020
Classic Woodie Camarilla DeMark
R4 49.43 49.23 48.21
R3 48.87 48.67 48.05
R2 48.31 48.31 48.00
R1 48.11 48.11 47.95 48.21
PP 47.75 47.75 47.75 47.81
S1 47.55 47.55 47.85 47.65
S2 47.19 47.19 47.80
S3 46.63 46.99 47.75
S4 46.07 46.43 47.59
Weekly Pivots for week ending 11-Dec-2020
Classic Woodie Camarilla DeMark
R4 53.33 52.27 48.00
R3 51.11 50.05 47.39
R2 48.89 48.89 47.19
R1 47.83 47.83 46.98 48.36
PP 46.67 46.67 46.67 46.93
S1 45.61 45.61 46.58 46.14
S2 44.45 44.45 46.37
S3 42.23 43.39 46.17
S4 40.01 41.17 45.56
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 47.96 46.03 1.93 4.0% 1.01 2.1% 97% True False 5,503
10 47.96 44.90 3.06 6.4% 0.91 1.9% 98% True False 5,587
20 47.96 42.69 5.27 11.0% 0.95 2.0% 99% True False 5,753
40 47.96 37.08 10.88 22.7% 1.17 2.4% 99% True False 4,680
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
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 0.20
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 50.34
2.618 49.43
1.618 48.87
1.000 48.52
0.618 48.31
HIGH 47.96
0.618 47.75
0.500 47.68
0.382 47.61
LOW 47.40
0.618 47.05
1.000 46.84
1.618 46.49
2.618 45.93
4.250 45.02
Fisher Pivots for day following 16-Dec-2020
Pivot 1 day 3 day
R1 47.83 47.62
PP 47.75 47.33
S1 47.68 47.05

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

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