NYMEX Light Sweet Crude Oil Future September 2021


Trading Metrics calculated at close of trading on 22-Dec-2020
Day Change Summary
Previous Current
21-Dec-2020 22-Dec-2020 Change Change % Previous Week
Open 48.66 47.74 -0.92 -1.9% 46.75
High 48.66 47.74 -0.92 -1.9% 49.03
Low 46.20 46.55 0.35 0.8% 46.03
Close 47.81 47.05 -0.76 -1.6% 48.89
Range 2.46 1.19 -1.27 -51.6% 3.00
ATR 1.06 1.07 0.01 1.4% 0.00
Volume 7,208 3,174 -4,034 -56.0% 47,322
Daily Pivots for day following 22-Dec-2020
Classic Woodie Camarilla DeMark
R4 50.68 50.06 47.70
R3 49.49 48.87 47.38
R2 48.30 48.30 47.27
R1 47.68 47.68 47.16 47.40
PP 47.11 47.11 47.11 46.97
S1 46.49 46.49 46.94 46.21
S2 45.92 45.92 46.83
S3 44.73 45.30 46.72
S4 43.54 44.11 46.40
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 6.0% 1.14 2.4% 30% False False 7,804
10 49.03 45.42 3.61 7.7% 1.12 2.4% 45% False False 11,762
20 49.03 43.51 5.52 11.7% 1.07 2.3% 64% False False 12,600
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.18
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 52.80
2.618 50.86
1.618 49.67
1.000 48.93
0.618 48.48
HIGH 47.74
0.618 47.29
0.500 47.15
0.382 47.00
LOW 46.55
0.618 45.81
1.000 45.36
1.618 44.62
2.618 43.43
4.250 41.49
Fisher Pivots for day following 22-Dec-2020
Pivot 1 day 3 day
R1 47.15 47.62
PP 47.11 47.43
S1 47.08 47.24

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

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