NYMEX Light Sweet Crude Oil Future July 2021

Trading Metrics calculated at close of trading on 22-Dec-2020

Day Change Summary
	Previous	Current
	21-Dec-2020	22-Dec-2020	Change	Change %	Previous Week
Open	49.15	48.02	-1.13	-2.3%	46.98
High	49.15	48.02	-1.13	-2.3%	49.35
Low	46.46	46.74	0.28	0.6%	46.17
Close	48.08	47.26	-0.82	-1.7%	49.21
Range	2.69	1.28	-1.41	-52.4%	3.18
ATR	1.19	1.20	0.01	0.9%	0.00
Volume	9,440	5,564	-3,876	-41.1%	36,584

Daily Pivots for day following 22-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	51.18	50.50	47.96
R3	49.90	49.22	47.61
R2	48.62	48.62	47.49
R1	47.94	47.94	47.38	47.64
PP	47.34	47.34	47.34	47.19
S1	46.66	46.66	47.14	46.36
S2	46.06	46.06	47.03
S3	44.78	45.38	46.91
S4	43.50	44.10	46.56

Weekly Pivots for week ending 18-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	57.78	56.68	50.96
R3	54.60	53.50	50.08
R2	51.42	51.42	49.79
R1	50.32	50.32	49.50	50.87
PP	48.24	48.24	48.24	48.52
S1	47.14	47.14	48.92	47.69
S2	45.06	45.06	48.63
S3	41.88	43.96	48.34
S4	38.70	40.78	47.46

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	49.35	46.46	2.89	6.1%	1.23	2.6%	28%	False	False	8,145
10	49.35	45.55	3.80	8.0%	1.20	2.5%	45%	False	False	9,958
20	49.35	43.76	5.59	11.8%	1.14	2.4%	63%	False	False	11,447
40	49.35	36.69	12.66	26.8%	1.24	2.6%	83%	False	False	9,011
60	49.35	36.69	12.66	26.8%	1.23	2.6%	83%	False	False	7,344

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.20
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	53.46
2.618	51.37
1.618	50.09
1.000	49.30
0.618	48.81
HIGH	48.02
0.618	47.53
0.500	47.38
0.382	47.23
LOW	46.74
0.618	45.95
1.000	45.46
1.618	44.67
2.618	43.39
4.250	41.30

Fisher Pivots for day following 22-Dec-2020
Pivot	1 day	3 day
R1	47.38	47.91
PP	47.34	47.69
S1	47.30	47.48

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

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