NYMEX Light Sweet Crude Oil Future July 2021


Trading Metrics calculated at close of trading on 10-Dec-2020
Day Change Summary
Previous Current
09-Dec-2020 10-Dec-2020 Change Change % Previous Week
Open 45.98 46.23 0.25 0.5% 45.60
High 46.59 47.85 1.26 2.7% 46.67
Low 45.55 46.08 0.53 1.2% 44.59
Close 46.04 47.06 1.02 2.2% 46.46
Range 1.04 1.77 0.73 70.2% 2.08
ATR 1.12 1.17 0.05 4.4% 0.00
Volume 13,204 14,917 1,713 13.0% 54,003
Daily Pivots for day following 10-Dec-2020
Classic Woodie Camarilla DeMark
R4 52.31 51.45 48.03
R3 50.54 49.68 47.55
R2 48.77 48.77 47.38
R1 47.91 47.91 47.22 48.34
PP 47.00 47.00 47.00 47.21
S1 46.14 46.14 46.90 46.57
S2 45.23 45.23 46.74
S3 43.46 44.37 46.57
S4 41.69 42.60 46.09
Weekly Pivots for week ending 04-Dec-2020
Classic Woodie Camarilla DeMark
R4 52.15 51.38 47.60
R3 50.07 49.30 47.03
R2 47.99 47.99 46.84
R1 47.22 47.22 46.65 47.61
PP 45.91 45.91 45.91 46.10
S1 45.14 45.14 46.27 45.53
S2 43.83 43.83 46.08
S3 41.75 43.06 45.89
S4 39.67 40.98 45.32
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 47.85 45.55 2.30 4.9% 1.05 2.2% 66% True False 11,502
10 47.85 44.59 3.26 6.9% 1.07 2.3% 76% True False 10,784
20 47.85 41.85 6.00 12.7% 1.02 2.2% 87% True False 10,617
40 47.85 36.69 11.16 23.7% 1.22 2.6% 93% True False 7,775
60 47.85 36.69 11.16 23.7% 1.22 2.6% 93% True False 6,531
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.22
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 55.37
2.618 52.48
1.618 50.71
1.000 49.62
0.618 48.94
HIGH 47.85
0.618 47.17
0.500 46.97
0.382 46.76
LOW 46.08
0.618 44.99
1.000 44.31
1.618 43.22
2.618 41.45
4.250 38.56
Fisher Pivots for day following 10-Dec-2020
Pivot 1 day 3 day
R1 47.03 46.94
PP 47.00 46.82
S1 46.97 46.70

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

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