NYMEX Light Sweet Crude Oil Future October 2020

Trading Metrics calculated at close of trading on 22-Sep-2020

Day Change Summary
	Previous	Current
	21-Sep-2020	22-Sep-2020	Change	Change %	Previous Week
Open	40.98	39.63	-1.35	-3.3%	37.32
High	41.27	40.02	-1.25	-3.0%	41.49
Low	38.66	39.00	0.34	0.9%	36.82
Close	39.31	39.60	0.29	0.7%	41.11
Range	2.61	1.02	-1.59	-60.9%	4.67
ATR	1.57	1.53	-0.04	-2.5%	0.00
Volume	66,195	15,651	-50,544	-76.4%	1,430,611

Daily Pivots for day following 22-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	42.60	42.12	40.16
R3	41.58	41.10	39.88
R2	40.56	40.56	39.79
R1	40.08	40.08	39.69	39.81
PP	39.54	39.54	39.54	39.41
S1	39.06	39.06	39.51	38.79
S2	38.52	38.52	39.41
S3	37.50	38.04	39.32
S4	36.48	37.02	39.04

Weekly Pivots for week ending 18-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	53.82	52.13	43.68
R3	49.15	47.46	42.39
R2	44.48	44.48	41.97
R1	42.79	42.79	41.54	43.64
PP	39.81	39.81	39.81	40.23
S1	38.12	38.12	40.68	38.97
S2	35.14	35.14	40.25
S3	30.47	33.45	39.83
S4	25.80	28.78	38.54

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	41.49	38.35	3.14	7.9%	1.72	4.3%	40%	False	False	163,206
10	41.49	36.16	5.33	13.5%	1.57	4.0%	65%	False	False	269,915
20	43.78	36.13	7.65	19.3%	1.54	3.9%	45%	False	False	320,627
40	43.78	36.13	7.65	19.3%	1.38	3.5%	45%	False	False	257,961
60	43.78	36.13	7.65	19.3%	1.34	3.4%	45%	False	False	197,486
80	43.78	35.25	8.53	21.5%	1.51	3.8%	51%	False	False	157,257
100	43.78	25.73	18.05	45.6%	1.63	4.1%	77%	False	False	133,298
120	43.78	23.26	20.52	51.8%	1.80	4.5%	80%	False	False	117,372

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.39
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	44.36
2.618	42.69
1.618	41.67
1.000	41.04
0.618	40.65
HIGH	40.02
0.618	39.63
0.500	39.51
0.382	39.39
LOW	39.00
0.618	38.37
1.000	37.98
1.618	37.35
2.618	36.33
4.250	34.67

Fisher Pivots for day following 22-Sep-2020
Pivot	1 day	3 day
R1	39.57	40.08
PP	39.54	39.92
S1	39.51	39.76

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

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