NYMEX Light Sweet Crude Oil Future November 2020

Trading Metrics calculated at close of trading on 07-Jul-2020

Day Change Summary
	Previous	Current
	06-Jul-2020	07-Jul-2020	Change	Change %	Previous Week
Open	40.74	40.96	0.22	0.5%	38.40
High	41.48	41.27	-0.21	-0.5%	41.09
Low	40.22	40.34	0.12	0.3%	38.09
Close	40.99	40.94	-0.05	-0.1%	41.02
Range	1.26	0.93	-0.33	-26.2%	3.00
ATR	1.82	1.75	-0.06	-3.5%	0.00
Volume	35,528	23,200	-12,328	-34.7%	211,494

Daily Pivots for day following 07-Jul-2020
	Classic	Woodie	Camarilla	DeMark
R4	43.64	43.22	41.45
R3	42.71	42.29	41.20
R2	41.78	41.78	41.11
R1	41.36	41.36	41.03	41.11
PP	40.85	40.85	40.85	40.72
S1	40.43	40.43	40.85	40.18
S2	39.92	39.92	40.77
S3	38.99	39.50	40.68
S4	38.06	38.57	40.43

Weekly Pivots for week ending 03-Jul-2020
	Classic	Woodie	Camarilla	DeMark
R4	49.07	48.04	42.67
R3	46.07	45.04	41.85
R2	43.07	43.07	41.57
R1	42.04	42.04	41.30	42.56
PP	40.07	40.07	40.07	40.32
S1	39.04	39.04	40.75	39.56
S2	37.07	37.07	40.47
S3	34.07	36.04	40.20
S4	31.07	33.04	39.37

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	41.48	39.24	2.24	5.5%	1.19	2.9%	76%	False	False	48,564
10	41.91	37.82	4.09	10.0%	1.61	3.9%	76%	False	False	36,591
20	41.91	35.54	6.37	15.6%	1.84	4.5%	85%	False	False	28,666
40	41.91	29.00	12.91	31.5%	1.80	4.4%	92%	False	False	24,335
60	41.91	24.43	17.48	42.7%	2.02	4.9%	94%	False	False	24,446
80	41.91	24.43	17.48	42.7%	2.14	5.2%	94%	False	False	23,424
100	54.17	24.43	29.74	72.6%	2.15	5.2%	56%	False	False	22,290

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	True
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.45
Narrowest range in 94 trading days

Fibonacci Retracements and Extensions
4.250	45.22
2.618	43.70
1.618	42.77
1.000	42.20
0.618	41.84
HIGH	41.27
0.618	40.91
0.500	40.81
0.382	40.70
LOW	40.34
0.618	39.77
1.000	39.41
1.618	38.84
2.618	37.91
4.250	36.39

Fisher Pivots for day following 07-Jul-2020
Pivot	1 day	3 day
R1	40.90	40.85
PP	40.85	40.77
S1	40.81	40.68

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

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