NYMEX Light Sweet Crude Oil Future November 2020
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 02-Jul-2020 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 01-Jul-2020 | 02-Jul-2020 | Change | Change % | Previous Week |  
                        | Open | 40.10 | 40.11 | 0.01 | 0.0% | 39.58 |  
                        | High | 40.75 | 41.09 | 0.34 | 0.8% | 41.91 |  
                        | Low | 39.29 | 39.88 | 0.59 | 1.5% | 37.82 |  
                        | Close | 40.23 | 41.02 | 0.79 | 2.0% | 38.94 |  
                        | Range | 1.46 | 1.21 | -0.25 | -17.1% | 4.09 |  
                        | ATR | 1.91 | 1.86 | -0.05 | -2.6% | 0.00 |  
                        | Volume | 86,964 | 37,323 | -49,641 | -57.1% | 111,357 |  | 
    
| 
        
            | Daily Pivots for day following 02-Jul-2020 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 44.29 | 43.87 | 41.69 |  |  
                | R3 | 43.08 | 42.66 | 41.35 |  |  
                | R2 | 41.87 | 41.87 | 41.24 |  |  
                | R1 | 41.45 | 41.45 | 41.13 | 41.66 |  
                | PP | 40.66 | 40.66 | 40.66 | 40.77 |  
                | S1 | 40.24 | 40.24 | 40.91 | 40.45 |  
                | S2 | 39.45 | 39.45 | 40.80 |  |  
                | S3 | 38.24 | 39.03 | 40.69 |  |  
                | S4 | 37.03 | 37.82 | 40.35 |  |  | 
        
            | 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 | 41.09 | 38.09 | 3.00 | 7.3% | 1.46 | 3.6% | 98% | True | False | 46,320 |  
                | 10 | 41.91 | 37.82 | 4.09 | 10.0% | 1.73 | 4.2% | 78% | False | False | 34,987 |  
                | 20 | 41.91 | 35.54 | 6.37 | 15.5% | 1.94 | 4.7% | 86% | False | False | 28,117 |  
                | 40 | 41.91 | 29.00 | 12.91 | 31.5% | 1.85 | 4.5% | 93% | False | False | 24,061 |  
                | 60 | 41.91 | 24.43 | 17.48 | 42.6% | 2.05 | 5.0% | 95% | False | False | 24,155 |  
                | 80 | 41.91 | 24.43 | 17.48 | 42.6% | 2.18 | 5.3% | 95% | False | False | 23,995 |  
                | 100 | 54.17 | 24.43 | 29.74 | 72.5% | 2.14 | 5.2% | 56% | False | False | 21,985 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 46.23 |  
            | 2.618 | 44.26 |  
            | 1.618 | 43.05 |  
            | 1.000 | 42.30 |  
            | 0.618 | 41.84 |  
            | HIGH | 41.09 |  
            | 0.618 | 40.63 |  
            | 0.500 | 40.49 |  
            | 0.382 | 40.34 |  
            | LOW | 39.88 |  
            | 0.618 | 39.13 |  
            | 1.000 | 38.67 |  
            | 1.618 | 37.92 |  
            | 2.618 | 36.71 |  
            | 4.250 | 34.74 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 02-Jul-2020 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 40.84 | 40.74 |  
                                | PP | 40.66 | 40.45 |  
                                | S1 | 40.49 | 40.17 |  |