NYMEX Light Sweet Crude Oil Future August 2021


Trading Metrics calculated at close of trading on 28-Dec-2020
Day Change Summary
Previous Current
24-Dec-2020 28-Dec-2020 Change Change % Previous Week
Open 48.09 47.91 -0.18 -0.4% 48.60
High 48.45 48.79 0.34 0.7% 48.60
Low 47.65 47.63 -0.02 0.0% 46.35
Close 48.23 47.79 -0.44 -0.9% 48.23
Range 0.80 1.16 0.36 45.0% 2.25
ATR 1.18 1.18 0.00 -0.1% 0.00
Volume 2,474 3,150 676 27.3% 9,444
Daily Pivots for day following 28-Dec-2020
Classic Woodie Camarilla DeMark
R4 51.55 50.83 48.43
R3 50.39 49.67 48.11
R2 49.23 49.23 48.00
R1 48.51 48.51 47.90 48.29
PP 48.07 48.07 48.07 47.96
S1 47.35 47.35 47.68 47.13
S2 46.91 46.91 47.58
S3 45.75 46.19 47.47
S4 44.59 45.03 47.15
Weekly Pivots for week ending 25-Dec-2020
Classic Woodie Camarilla DeMark
R4 54.48 53.60 49.47
R3 52.23 51.35 48.85
R2 49.98 49.98 48.64
R1 49.10 49.10 48.44 48.42
PP 47.73 47.73 47.73 47.38
S1 46.85 46.85 48.02 46.17
S2 45.48 45.48 47.82
S3 43.23 44.60 47.61
S4 40.98 42.35 46.99
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 48.79 46.35 2.44 5.1% 1.48 3.1% 59% True False 2,518
10 49.19 46.13 3.06 6.4% 1.17 2.4% 54% False False 3,216
20 49.19 44.64 4.55 9.5% 1.08 2.3% 69% False False 4,642
40 49.19 37.08 12.11 25.3% 1.17 2.4% 88% False False 4,666
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.19
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 53.72
2.618 51.83
1.618 50.67
1.000 49.95
0.618 49.51
HIGH 48.79
0.618 48.35
0.500 48.21
0.382 48.07
LOW 47.63
0.618 46.91
1.000 46.47
1.618 45.75
2.618 44.59
4.250 42.70
Fisher Pivots for day following 28-Dec-2020
Pivot 1 day 3 day
R1 48.21 47.73
PP 48.07 47.66
S1 47.93 47.60

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

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