NYMEX Light Sweet Crude Oil Future November 2020

Trading Metrics calculated at close of trading on 30-Jun-2020

Day Change Summary
	Previous	Current
	29-Jun-2020	30-Jun-2020	Change	Change %	Previous Week
Open	38.40	40.09	1.69	4.4%	39.58
High	40.20	40.32	0.12	0.3%	41.91
Low	38.09	39.24	1.15	3.0%	37.82
Close	40.04	39.58	-0.46	-1.1%	38.94
Range	2.11	1.08	-1.03	-48.8%	4.09
ATR	2.01	1.94	-0.07	-3.3%	0.00
Volume	27,400	59,807	32,407	118.3%	111,357

Daily Pivots for day following 30-Jun-2020
	Classic	Woodie	Camarilla	DeMark
R4	42.95	42.35	40.17
R3	41.87	41.27	39.88
R2	40.79	40.79	39.78
R1	40.19	40.19	39.68	39.95
PP	39.71	39.71	39.71	39.60
S1	39.11	39.11	39.48	38.87
S2	38.63	38.63	39.38
S3	37.55	38.03	39.28
S4	36.47	36.95	38.99

Weekly Pivots for week ending 26-Jun-2020
	Classic	Woodie	Camarilla	DeMark
R4	51.83	49.47	41.19
R3	47.74	45.38	40.06
R2	43.65	43.65	39.69
R1	41.29	41.29	39.31	40.43
PP	39.56	39.56	39.56	39.12
S1	37.20	37.20	38.57	36.34
S2	35.47	35.47	38.19
S3	31.38	33.11	37.82
S4	27.29	29.02	36.69

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	40.85	37.82	3.03	7.7%	1.89	4.8%	58%	False	False	33,359
10	41.91	37.82	4.09	10.3%	1.75	4.4%	43%	False	False	26,492
20	41.91	35.54	6.37	16.1%	1.94	4.9%	63%	False	False	23,740
40	41.91	28.55	13.36	33.8%	1.93	4.9%	83%	False	False	22,744
60	41.91	24.43	17.48	44.2%	2.07	5.2%	87%	False	False	22,595
80	41.91	24.43	17.48	44.2%	2.28	5.8%	87%	False	False	23,495
100	54.17	24.43	29.74	75.1%	2.13	5.4%	51%	False	False	21,050

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.43
Narrowest range in 18 trading days

Fibonacci Retracements and Extensions
4.250	44.91
2.618	43.15
1.618	42.07
1.000	41.40
0.618	40.99
HIGH	40.32
0.618	39.91
0.500	39.78
0.382	39.65
LOW	39.24
0.618	38.57
1.000	38.16
1.618	37.49
2.618	36.41
4.250	34.65

Fisher Pivots for day following 30-Jun-2020
Pivot	1 day	3 day
R1	39.78	39.46
PP	39.71	39.33
S1	39.65	39.21

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

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