NYMEX Light Sweet Crude Oil Future January 2021


Trading Metrics calculated at close of trading on 03-Dec-2020
Day Change Summary
Previous Current
02-Dec-2020 03-Dec-2020 Change Change % Previous Week
Open 44.38 44.99 0.61 1.4% 42.46
High 45.92 45.84 -0.08 -0.2% 46.26
Low 43.92 44.66 0.74 1.7% 42.29
Close 45.28 45.64 0.36 0.8% 45.53
Range 2.00 1.18 -0.82 -41.0% 3.97
ATR 1.63 1.60 -0.03 -2.0% 0.00
Volume 368,854 350,768 -18,086 -4.9% 1,501,554
Daily Pivots for day following 03-Dec-2020
Classic Woodie Camarilla DeMark
R4 48.92 48.46 46.29
R3 47.74 47.28 45.96
R2 46.56 46.56 45.86
R1 46.10 46.10 45.75 46.33
PP 45.38 45.38 45.38 45.50
S1 44.92 44.92 45.53 45.15
S2 44.20 44.20 45.42
S3 43.02 43.74 45.32
S4 41.84 42.56 44.99
Weekly Pivots for week ending 27-Nov-2020
Classic Woodie Camarilla DeMark
R4 56.60 55.04 47.71
R3 52.63 51.07 46.62
R2 48.66 48.66 46.26
R1 47.10 47.10 45.89 47.88
PP 44.69 44.69 44.69 45.09
S1 43.13 43.13 45.17 43.91
S2 40.72 40.72 44.80
S3 36.75 39.16 44.44
S4 32.78 35.19 43.35
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 46.09 43.92 2.17 4.8% 1.54 3.4% 79% False False 354,084
10 46.26 41.26 5.00 11.0% 1.45 3.2% 88% False False 349,656
20 46.26 37.40 8.86 19.4% 1.60 3.5% 93% False False 283,390
40 46.26 34.04 12.22 26.8% 1.59 3.5% 95% False False 195,773
60 46.26 34.04 12.22 26.8% 1.58 3.5% 95% False False 147,587
80 46.26 34.04 12.22 26.8% 1.48 3.2% 95% False False 117,774
100 46.26 34.04 12.22 26.8% 1.41 3.1% 95% False False 98,069
120 46.26 34.04 12.22 26.8% 1.42 3.1% 95% False False 84,057
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.29
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 50.86
2.618 48.93
1.618 47.75
1.000 47.02
0.618 46.57
HIGH 45.84
0.618 45.39
0.500 45.25
0.382 45.11
LOW 44.66
0.618 43.93
1.000 43.48
1.618 42.75
2.618 41.57
4.250 39.65
Fisher Pivots for day following 03-Dec-2020
Pivot 1 day 3 day
R1 45.51 45.40
PP 45.38 45.16
S1 45.25 44.92

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

View Archives - Comment on this page... - Back to Index of Symbols