NYMEX Light Sweet Crude Oil Future July 2021


Trading Metrics calculated at close of trading on 31-Dec-2020
Day Change Summary
Previous Current
30-Dec-2020 31-Dec-2020 Change Change % Previous Week
Open 48.28 48.37 0.09 0.2% 49.15
High 48.76 48.56 -0.20 -0.4% 49.15
Low 47.90 47.88 -0.02 0.0% 46.46
Close 48.45 48.52 0.07 0.1% 48.34
Range 0.86 0.68 -0.18 -20.9% 2.69
ATR 1.16 1.13 -0.03 -3.0% 0.00
Volume 6,769 8,323 1,554 23.0% 26,793
Daily Pivots for day following 31-Dec-2020
Classic Woodie Camarilla DeMark
R4 50.36 50.12 48.89
R3 49.68 49.44 48.71
R2 49.00 49.00 48.64
R1 48.76 48.76 48.58 48.88
PP 48.32 48.32 48.32 48.38
S1 48.08 48.08 48.46 48.20
S2 47.64 47.64 48.40
S3 46.96 47.40 48.33
S4 46.28 46.72 48.15
Weekly Pivots for week ending 25-Dec-2020
Classic Woodie Camarilla DeMark
R4 56.05 54.89 49.82
R3 53.36 52.20 49.08
R2 50.67 50.67 48.83
R1 49.51 49.51 48.59 48.75
PP 47.98 47.98 47.98 47.60
S1 46.82 46.82 48.09 46.06
S2 45.29 45.29 47.85
S3 42.60 44.13 47.60
S4 39.91 41.44 46.86
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 48.90 47.67 1.23 2.5% 0.83 1.7% 69% False False 6,849
10 49.35 46.46 2.89 6.0% 1.17 2.4% 71% False False 7,280
20 49.35 45.17 4.18 8.6% 1.07 2.2% 80% False False 9,060
40 49.35 39.53 9.82 20.2% 1.15 2.4% 92% False False 9,236
60 49.35 36.69 12.66 26.1% 1.16 2.4% 93% False False 7,718
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.21
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 51.45
2.618 50.34
1.618 49.66
1.000 49.24
0.618 48.98
HIGH 48.56
0.618 48.30
0.500 48.22
0.382 48.14
LOW 47.88
0.618 47.46
1.000 47.20
1.618 46.78
2.618 46.10
4.250 44.99
Fisher Pivots for day following 31-Dec-2020
Pivot 1 day 3 day
R1 48.42 48.45
PP 48.32 48.39
S1 48.22 48.32

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

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