NYMEX Light Sweet Crude Oil Future July 2021


Trading Metrics calculated at close of trading on 23-Dec-2020
Day Change Summary
Previous Current
22-Dec-2020 23-Dec-2020 Change Change % Previous Week
Open 48.02 46.99 -1.03 -2.1% 46.98
High 48.02 48.52 0.50 1.0% 49.35
Low 46.74 46.49 -0.25 -0.5% 46.17
Close 47.26 48.26 1.00 2.1% 49.21
Range 1.28 2.03 0.75 58.6% 3.18
ATR 1.20 1.26 0.06 5.0% 0.00
Volume 5,564 8,095 2,531 45.5% 36,584
Daily Pivots for day following 23-Dec-2020
Classic Woodie Camarilla DeMark
R4 53.85 53.08 49.38
R3 51.82 51.05 48.82
R2 49.79 49.79 48.63
R1 49.02 49.02 48.45 49.41
PP 47.76 47.76 47.76 47.95
S1 46.99 46.99 48.07 47.38
S2 45.73 45.73 47.89
S3 43.70 44.96 47.70
S4 41.67 42.93 47.14
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 6.0% 1.51 3.1% 62% False False 7,711
10 49.35 46.08 3.27 6.8% 1.30 2.7% 67% False False 9,447
20 49.35 44.59 4.76 9.9% 1.15 2.4% 77% False False 10,583
40 49.35 36.69 12.66 26.2% 1.27 2.6% 91% False False 9,127
60 49.35 36.69 12.66 26.2% 1.24 2.6% 91% False False 7,436
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 0.21
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 57.15
2.618 53.83
1.618 51.80
1.000 50.55
0.618 49.77
HIGH 48.52
0.618 47.74
0.500 47.51
0.382 47.27
LOW 46.49
0.618 45.24
1.000 44.46
1.618 43.21
2.618 41.18
4.250 37.86
Fisher Pivots for day following 23-Dec-2020
Pivot 1 day 3 day
R1 48.01 48.11
PP 47.76 47.96
S1 47.51 47.81

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

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