NYMEX Light Sweet Crude Oil Future March 2021

Trading Metrics calculated at close of trading on 02-Dec-2020

Day Change Summary
	Previous	Current
	01-Dec-2020	02-Dec-2020	Change	Change %	Previous Week
Open	45.41	44.69	-0.72	-1.6%	42.84
High	45.99	46.15	0.16	0.3%	46.52
Low	44.49	44.27	-0.22	-0.5%	42.72
Close	44.88	45.57	0.69	1.5%	45.91
Range	1.50	1.88	0.38	25.3%	3.80
ATR	1.51	1.54	0.03	1.7%	0.00
Volume	66,561	85,614	19,053	28.6%	317,217

Daily Pivots for day following 02-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	50.97	50.15	46.60
R3	49.09	48.27	46.09
R2	47.21	47.21	45.91
R1	46.39	46.39	45.74	46.80
PP	45.33	45.33	45.33	45.54
S1	44.51	44.51	45.40	44.92
S2	43.45	43.45	45.23
S3	41.57	42.63	45.05
S4	39.69	40.75	44.54

Weekly Pivots for week ending 27-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	56.45	54.98	48.00
R3	52.65	51.18	46.96
R2	48.85	48.85	46.61
R1	47.38	47.38	46.26	48.12
PP	45.05	45.05	45.05	45.42
S1	43.58	43.58	45.56	44.32
S2	41.25	41.25	45.21
S3	37.45	39.78	44.87
S4	33.65	35.98	43.82

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	46.52	44.27	2.25	4.9%	1.50	3.3%	58%	False	True	73,557
10	46.52	41.80	4.72	10.4%	1.38	3.0%	80%	False	False	70,003
20	46.52	38.21	8.31	18.2%	1.54	3.4%	89%	False	False	62,371
40	46.52	35.00	11.52	25.3%	1.49	3.3%	92%	False	False	48,839
60	46.52	35.00	11.52	25.3%	1.49	3.3%	92%	False	False	43,299
80	46.52	35.00	11.52	25.3%	1.38	3.0%	92%	False	False	37,330
100	46.52	35.00	11.52	25.3%	1.31	2.9%	92%	False	False	32,215
120	46.52	35.00	11.52	25.3%	1.33	2.9%	92%	False	False	28,690

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.25
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	54.14
2.618	51.07
1.618	49.19
1.000	48.03
0.618	47.31
HIGH	46.15
0.618	45.43
0.500	45.21
0.382	44.99
LOW	44.27
0.618	43.11
1.000	42.39
1.618	41.23
2.618	39.35
4.250	36.28

Fisher Pivots for day following 02-Dec-2020
Pivot	1 day	3 day
R1	45.45	45.45
PP	45.33	45.33
S1	45.21	45.21

Download as Excel Spreadsheet

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

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