NYMEX Light Sweet Crude Oil Future June 2021


Trading Metrics calculated at close of trading on 28-Dec-2020
Day Change Summary
Previous Current
24-Dec-2020 28-Dec-2020 Change Change % Previous Week
Open 48.24 48.37 0.13 0.3% 49.33
High 48.75 49.13 0.38 0.8% 49.39
Low 47.83 47.73 -0.10 -0.2% 46.48
Close 48.43 47.95 -0.48 -1.0% 48.43
Range 0.92 1.40 0.48 52.2% 2.91
ATR 1.33 1.34 0.00 0.4% 0.00
Volume 13,537 39,732 26,195 193.5% 131,417
Daily Pivots for day following 28-Dec-2020
Classic Woodie Camarilla DeMark
R4 52.47 51.61 48.72
R3 51.07 50.21 48.34
R2 49.67 49.67 48.21
R1 48.81 48.81 48.08 48.54
PP 48.27 48.27 48.27 48.14
S1 47.41 47.41 47.82 47.14
S2 46.87 46.87 47.69
S3 45.47 46.01 47.57
S4 44.07 44.61 47.18
Weekly Pivots for week ending 25-Dec-2020
Classic Woodie Camarilla DeMark
R4 56.83 55.54 50.03
R3 53.92 52.63 49.23
R2 51.01 51.01 48.96
R1 49.72 49.72 48.70 48.91
PP 48.10 48.10 48.10 47.70
S1 46.81 46.81 48.16 46.00
S2 45.19 45.19 47.90
S3 42.28 43.90 47.63
S4 39.37 40.99 46.83
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 49.39 46.48 2.91 6.1% 1.74 3.6% 51% False False 34,229
10 49.49 46.20 3.29 6.9% 1.37 2.8% 53% False False 42,951
20 49.49 44.51 4.98 10.4% 1.26 2.6% 69% False False 53,403
40 49.49 36.26 13.23 27.6% 1.38 2.9% 88% False False 54,892
60 49.49 36.26 13.23 27.6% 1.36 2.8% 88% False False 47,982
80 49.49 36.26 13.23 27.6% 1.38 2.9% 88% False False 44,671
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.34
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 55.08
2.618 52.80
1.618 51.40
1.000 50.53
0.618 50.00
HIGH 49.13
0.618 48.60
0.500 48.43
0.382 48.26
LOW 47.73
0.618 46.86
1.000 46.33
1.618 45.46
2.618 44.06
4.250 41.78
Fisher Pivots for day following 28-Dec-2020
Pivot 1 day 3 day
R1 48.43 47.90
PP 48.27 47.85
S1 48.11 47.81

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

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