NYMEX Light Sweet Crude Oil Future February 2021


Trading Metrics calculated at close of trading on 15-Dec-2020
Day Change Summary
Previous Current
14-Dec-2020 15-Dec-2020 Change Change % Previous Week
Open 46.92 47.18 0.26 0.6% 46.24
High 47.57 47.89 0.32 0.7% 47.88
Low 45.88 46.72 0.84 1.8% 45.14
Close 47.15 47.78 0.63 1.3% 46.75
Range 1.69 1.17 -0.52 -30.8% 2.74
ATR 1.47 1.45 -0.02 -1.4% 0.00
Volume 203,128 219,989 16,861 8.3% 783,072
Daily Pivots for day following 15-Dec-2020
Classic Woodie Camarilla DeMark
R4 50.97 50.55 48.42
R3 49.80 49.38 48.10
R2 48.63 48.63 47.99
R1 48.21 48.21 47.89 48.42
PP 47.46 47.46 47.46 47.57
S1 47.04 47.04 47.67 47.25
S2 46.29 46.29 47.57
S3 45.12 45.87 47.46
S4 43.95 44.70 47.14
Weekly Pivots for week ending 11-Dec-2020
Classic Woodie Camarilla DeMark
R4 54.81 53.52 48.26
R3 52.07 50.78 47.50
R2 49.33 49.33 47.25
R1 48.04 48.04 47.00 48.69
PP 46.59 46.59 46.59 46.91
S1 45.30 45.30 46.50 45.95
S2 43.85 43.85 46.25
S3 41.11 42.56 46.00
S4 38.37 39.82 45.24
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 47.89 45.14 2.75 5.8% 1.45 3.0% 96% True False 185,304
10 47.89 44.10 3.79 7.9% 1.33 2.8% 97% True False 154,871
20 47.89 41.07 6.82 14.3% 1.34 2.8% 98% True False 125,471
40 47.89 34.50 13.39 28.0% 1.57 3.3% 99% True False 97,252
60 47.89 34.50 13.39 28.0% 1.52 3.2% 99% True False 74,868
80 47.89 34.50 13.39 28.0% 1.47 3.1% 99% True False 61,446
100 47.89 34.50 13.39 28.0% 1.38 2.9% 99% True False 51,381
120 47.89 34.50 13.39 28.0% 1.33 2.8% 99% True False 43,931
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.37
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 52.86
2.618 50.95
1.618 49.78
1.000 49.06
0.618 48.61
HIGH 47.89
0.618 47.44
0.500 47.31
0.382 47.17
LOW 46.72
0.618 46.00
1.000 45.55
1.618 44.83
2.618 43.66
4.250 41.75
Fisher Pivots for day following 15-Dec-2020
Pivot 1 day 3 day
R1 47.62 47.48
PP 47.46 47.18
S1 47.31 46.89

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

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