NYMEX Light Sweet Crude Oil Future March 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 44.69 45.24 0.55 1.2% 42.84
High 46.15 46.07 -0.08 -0.2% 46.52
Low 44.27 44.98 0.71 1.6% 42.72
Close 45.57 45.91 0.34 0.7% 45.91
Range 1.88 1.09 -0.79 -42.0% 3.80
ATR 1.54 1.51 -0.03 -2.1% 0.00
Volume 85,614 76,174 -9,440 -11.0% 317,217
Daily Pivots for day following 03-Dec-2020
Classic Woodie Camarilla DeMark
R4 48.92 48.51 46.51
R3 47.83 47.42 46.21
R2 46.74 46.74 46.11
R1 46.33 46.33 46.01 46.54
PP 45.65 45.65 45.65 45.76
S1 45.24 45.24 45.81 45.45
S2 44.56 44.56 45.71
S3 43.47 44.15 45.61
S4 42.38 43.06 45.31
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 46.37 44.27 2.10 4.6% 1.43 3.1% 78% False False 71,205
10 46.52 41.80 4.72 10.3% 1.36 3.0% 87% False False 73,398
20 46.52 38.21 8.31 18.1% 1.50 3.3% 93% False False 64,650
40 46.52 35.00 11.52 25.1% 1.49 3.2% 95% False False 49,850
60 46.52 35.00 11.52 25.1% 1.48 3.2% 95% False False 43,923
80 46.52 35.00 11.52 25.1% 1.38 3.0% 95% False False 38,104
100 46.52 35.00 11.52 25.1% 1.31 2.9% 95% False False 32,826
120 46.52 35.00 11.52 25.1% 1.32 2.9% 95% False False 29,257
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 0.25
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 50.70
2.618 48.92
1.618 47.83
1.000 47.16
0.618 46.74
HIGH 46.07
0.618 45.65
0.500 45.53
0.382 45.40
LOW 44.98
0.618 44.31
1.000 43.89
1.618 43.22
2.618 42.13
4.250 40.35
Fisher Pivots for day following 03-Dec-2020
Pivot 1 day 3 day
R1 45.78 45.68
PP 45.65 45.44
S1 45.53 45.21

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

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