NYMEX Light Sweet Crude Oil Future August 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	48.35	48.28	-0.07	-0.1%	48.60
High	48.50	48.41	-0.09	-0.2%	48.60
Low	47.89	47.79	-0.10	-0.2%	46.35
Close	48.32	48.37	0.05	0.1%	48.23
Range	0.61	0.62	0.01	1.6%	2.25
ATR	1.10	1.07	-0.03	-3.1%	0.00
Volume	2,444	3,099	655	26.8%	9,444

Daily Pivots for day following 31-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	50.05	49.83	48.71
R3	49.43	49.21	48.54
R2	48.81	48.81	48.48
R1	48.59	48.59	48.43	48.70
PP	48.19	48.19	48.19	48.25
S1	47.97	47.97	48.31	48.08
S2	47.57	47.57	48.26
S3	46.95	47.35	48.20
S4	46.33	46.73	48.03

Weekly Pivots for week ending 25-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	54.48	53.60	49.47
R3	52.23	51.35	48.85
R2	49.98	49.98	48.64
R1	49.10	49.10	48.44	48.42
PP	47.73	47.73	47.73	47.38
S1	46.85	46.85	48.02	46.17
S2	45.48	45.48	47.82
S3	43.23	44.60	47.61
S4	40.98	42.35	46.99

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	48.79	47.63	1.16	2.4%	0.73	1.5%	64%	False	False	2,835
10	49.19	46.35	2.84	5.9%	1.07	2.2%	71%	False	False	2,893
20	49.19	44.90	4.29	8.9%	0.99	2.0%	81%	False	False	4,240
40	49.19	39.76	9.43	19.5%	1.08	2.2%	91%	False	False	4,602

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.14
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	51.05
2.618	50.03
1.618	49.41
1.000	49.03
0.618	48.79
HIGH	48.41
0.618	48.17
0.500	48.10
0.382	48.03
LOW	47.79
0.618	47.41
1.000	47.17
1.618	46.79
2.618	46.17
4.250	45.16

Fisher Pivots for day following 31-Dec-2020
Pivot	1 day	3 day
R1	48.28	48.30
PP	48.19	48.22
S1	48.10	48.15

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols