NYMEX Light Sweet Crude Oil Future February 2021


Trading Metrics calculated at close of trading on 24-Dec-2020
Day Change Summary
Previous Current
23-Dec-2020 24-Dec-2020 Change Change % Previous Week
Open 46.79 48.09 1.30 2.8% 46.92
High 48.50 48.62 0.12 0.2% 49.43
Low 46.16 47.56 1.40 3.0% 45.88
Close 48.12 48.23 0.11 0.2% 49.24
Range 2.34 1.06 -1.28 -54.7% 3.55
ATR 1.52 1.49 -0.03 -2.2% 0.00
Volume 344,306 167,390 -176,916 -51.4% 1,193,328
Daily Pivots for day following 24-Dec-2020
Classic Woodie Camarilla DeMark
R4 51.32 50.83 48.81
R3 50.26 49.77 48.52
R2 49.20 49.20 48.42
R1 48.71 48.71 48.33 48.96
PP 48.14 48.14 48.14 48.26
S1 47.65 47.65 48.13 47.90
S2 47.08 47.08 48.04
S3 46.02 46.59 47.94
S4 44.96 45.53 47.65
Weekly Pivots for week ending 18-Dec-2020
Classic Woodie Camarilla DeMark
R4 58.83 57.59 51.19
R3 55.28 54.04 50.22
R2 51.73 51.73 49.89
R1 50.49 50.49 49.57 51.11
PP 48.18 48.18 48.18 48.50
S1 46.94 46.94 48.91 47.56
S2 44.63 44.63 48.59
S3 41.08 43.39 48.26
S4 37.53 39.84 47.29
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 49.43 46.16 3.27 6.8% 1.80 3.7% 63% False False 317,135
10 49.43 45.88 3.55 7.4% 1.44 3.0% 66% False False 266,070
20 49.43 44.10 5.33 11.1% 1.41 2.9% 77% False False 194,090
40 49.43 34.50 14.93 31.0% 1.58 3.3% 92% False False 141,807
60 49.43 34.50 14.93 31.0% 1.54 3.2% 92% False False 105,998
80 49.43 34.50 14.93 31.0% 1.54 3.2% 92% False False 85,784
100 49.43 34.50 14.93 31.0% 1.40 2.9% 92% False False 71,291
120 49.43 34.50 14.93 31.0% 1.35 2.8% 92% False False 60,615
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 0.34
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 53.13
2.618 51.40
1.618 50.34
1.000 49.68
0.618 49.28
HIGH 48.62
0.618 48.22
0.500 48.09
0.382 47.96
LOW 47.56
0.618 46.90
1.000 46.50
1.618 45.84
2.618 44.78
4.250 43.06
Fisher Pivots for day following 24-Dec-2020
Pivot 1 day 3 day
R1 48.18 47.95
PP 48.14 47.67
S1 48.09 47.39

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

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