NYMEX Light Sweet Crude Oil Future September 2021

Trading Metrics calculated at close of trading on 21-Dec-2020

Day Change Summary
	Previous	Current
	18-Dec-2020	21-Dec-2020	Change	Change %	Previous Week
Open	48.22	48.66	0.44	0.9%	46.75
High	49.03	48.66	-0.37	-0.8%	49.03
Low	48.11	46.20	-1.91	-4.0%	46.03
Close	48.89	47.81	-1.08	-2.2%	48.89
Range	0.92	2.46	1.54	167.4%	3.00
ATR	0.93	1.06	0.13	13.5%	0.00
Volume	10,384	7,208	-3,176	-30.6%	47,322

Daily Pivots for day following 21-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	54.94	53.83	49.16
R3	52.48	51.37	48.49
R2	50.02	50.02	48.26
R1	48.91	48.91	48.04	48.24
PP	47.56	47.56	47.56	47.22
S1	46.45	46.45	47.58	45.78
S2	45.10	45.10	47.36
S3	42.64	43.99	47.13
S4	40.18	41.53	46.46

Weekly Pivots for week ending 18-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	56.98	55.94	50.54
R3	53.98	52.94	49.72
R2	50.98	50.98	49.44
R1	49.94	49.94	49.17	50.46
PP	47.98	47.98	47.98	48.25
S1	46.94	46.94	48.62	47.46
S2	44.98	44.98	48.34
S3	41.98	43.94	48.07
S4	38.98	40.94	47.24

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	49.03	46.20	2.83	5.9%	1.07	2.2%	57%	False	True	9,057
10	49.03	45.42	3.61	7.6%	1.05	2.2%	66%	False	False	12,909
20	49.03	43.45	5.58	11.7%	1.04	2.2%	78%	False	False	13,111

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.20
Widest range in 23 trading days

Fibonacci Retracements and Extensions
4.250	59.12
2.618	55.10
1.618	52.64
1.000	51.12
0.618	50.18
HIGH	48.66
0.618	47.72
0.500	47.43
0.382	47.14
LOW	46.20
0.618	44.68
1.000	43.74
1.618	42.22
2.618	39.76
4.250	35.75

Fisher Pivots for day following 21-Dec-2020
Pivot	1 day	3 day
R1	47.68	47.75
PP	47.56	47.68
S1	47.43	47.62

Download as Excel Spreadsheet

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

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