NYMEX Light Sweet Crude Oil Future September 2021

Trading Metrics calculated at close of trading on 14-Dec-2020

Day Change Summary
	Previous	Current
	11-Dec-2020	14-Dec-2020	Change	Change %	Previous Week
Open	46.91	46.75	-0.16	-0.3%	46.16
High	47.09	47.32	0.23	0.5%	47.56
Low	46.43	46.03	-0.40	-0.9%	45.42
Close	46.64	47.05	0.41	0.9%	46.64
Range	0.66	1.29	0.63	95.5%	2.14
ATR	0.96	0.99	0.02	2.4%	0.00
Volume	15,377	9,244	-6,133	-39.9%	89,388

Daily Pivots for day following 14-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	50.67	50.15	47.76
R3	49.38	48.86	47.40
R2	48.09	48.09	47.29
R1	47.57	47.57	47.17	47.83
PP	46.80	46.80	46.80	46.93
S1	46.28	46.28	46.93	46.54
S2	45.51	45.51	46.81
S3	44.22	44.99	46.70
S4	42.93	43.70	46.34

Weekly Pivots for week ending 11-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	52.96	51.94	47.82
R3	50.82	49.80	47.23
R2	48.68	48.68	47.03
R1	47.66	47.66	46.84	48.17
PP	46.54	46.54	46.54	46.80
S1	45.52	45.52	46.44	46.03
S2	44.40	44.40	46.25
S3	42.26	43.38	46.05
S4	40.12	41.24	45.46

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	47.56	45.42	2.14	4.5%	1.03	2.2%	76%	False	False	16,761
10	47.56	44.53	3.03	6.4%	1.01	2.2%	83%	False	False	14,659

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	0.28
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	52.80
2.618	50.70
1.618	49.41
1.000	48.61
0.618	48.12
HIGH	47.32
0.618	46.83
0.500	46.68
0.382	46.52
LOW	46.03
0.618	45.23
1.000	44.74
1.618	43.94
2.618	42.65
4.250	40.55

Fisher Pivots for day following 14-Dec-2020
Pivot	1 day	3 day
R1	46.93	46.95
PP	46.80	46.84
S1	46.68	46.74

Download as Excel Spreadsheet

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

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