NYMEX Light Sweet Crude Oil Future September 2021

Trading Metrics calculated at close of trading on 24-Dec-2020

Day Change Summary
	Previous	Current
	23-Dec-2020	24-Dec-2020	Change	Change %	Previous Week
Open	46.44	47.97	1.53	3.3%	46.75
High	48.23	48.31	0.08	0.2%	49.03
Low	46.28	47.54	1.26	2.7%	46.03
Close	48.01	48.08	0.07	0.1%	48.89
Range	1.95	0.77	-1.18	-60.5%	3.00
ATR	1.13	1.11	-0.03	-2.3%	0.00
Volume	5,361	1,832	-3,529	-65.8%	47,322

Daily Pivots for day following 24-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	50.29	49.95	48.50
R3	49.52	49.18	48.29
R2	48.75	48.75	48.22
R1	48.41	48.41	48.15	48.58
PP	47.98	47.98	47.98	48.06
S1	47.64	47.64	48.01	47.81
S2	47.21	47.21	47.94
S3	46.44	46.87	47.87
S4	45.67	46.10	47.66

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%	1.46	3.0%	66%	False	False	5,591
10	49.03	46.03	3.00	6.2%	1.12	2.3%	68%	False	False	8,027
20	49.03	44.53	4.50	9.4%	1.06	2.2%	79%	False	False	11,141

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.18
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	51.58
2.618	50.33
1.618	49.56
1.000	49.08
0.618	48.79
HIGH	48.31
0.618	48.02
0.500	47.93
0.382	47.83
LOW	47.54
0.618	47.06
1.000	46.77
1.618	46.29
2.618	45.52
4.250	44.27

Fisher Pivots for day following 24-Dec-2020
Pivot	1 day	3 day
R1	48.03	47.82
PP	47.98	47.56
S1	47.93	47.30

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