NYMEX Light Sweet Crude Oil Future November 2020

Trading Metrics calculated at close of trading on 28-Jul-2020

Day Change Summary
	Previous	Current
	27-Jul-2020	28-Jul-2020	Change	Change %	Previous Week
Open	41.63	42.08	0.45	1.1%	41.11
High	42.17	42.31	0.14	0.3%	42.75
Low	40.90	41.31	0.41	1.0%	40.37
Close	42.00	41.52	-0.48	-1.1%	41.64
Range	1.27	1.00	-0.27	-21.3%	2.38
ATR	1.37	1.34	-0.03	-1.9%	0.00
Volume	57,802	40,066	-17,736	-30.7%	198,456

Daily Pivots for day following 28-Jul-2020
	Classic	Woodie	Camarilla	DeMark
R4	44.71	44.12	42.07
R3	43.71	43.12	41.80
R2	42.71	42.71	41.70
R1	42.12	42.12	41.61	41.92
PP	41.71	41.71	41.71	41.61
S1	41.12	41.12	41.43	40.92
S2	40.71	40.71	41.34
S3	39.71	40.12	41.25
S4	38.71	39.12	40.97

Weekly Pivots for week ending 24-Jul-2020
	Classic	Woodie	Camarilla	DeMark
R4	48.73	47.56	42.95
R3	46.35	45.18	42.29
R2	43.97	43.97	42.08
R1	42.80	42.80	41.86	43.39
PP	41.59	41.59	41.59	41.88
S1	40.42	40.42	41.42	41.01
S2	39.21	39.21	41.20
S3	36.83	38.04	40.99
S4	34.45	35.66	40.33

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	42.62	40.90	1.72	4.1%	1.10	2.6%	36%	False	False	44,141
10	42.75	40.37	2.38	5.7%	1.05	2.5%	48%	False	False	36,553
20	42.75	39.24	3.51	8.5%	1.16	2.8%	65%	False	False	38,184
40	42.75	35.54	7.21	17.4%	1.55	3.7%	83%	False	False	29,964
60	42.75	26.73	16.02	38.6%	1.69	4.1%	92%	False	False	27,378
80	42.75	24.43	18.32	44.1%	1.86	4.5%	93%	False	False	26,101
100	47.14	24.43	22.71	54.7%	2.09	5.0%	75%	False	False	26,011
120	54.17	24.43	29.74	71.6%	1.97	4.7%	57%	False	False	23,526

Crabel Price Patterns
NR	True
NR4	False
NR5	False
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	0.29
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	46.56
2.618	44.93
1.618	43.93
1.000	43.31
0.618	42.93
HIGH	42.31
0.618	41.93
0.500	41.81
0.382	41.69
LOW	41.31
0.618	40.69
1.000	40.31
1.618	39.69
2.618	38.69
4.250	37.06

Fisher Pivots for day following 28-Jul-2020
Pivot	1 day	3 day
R1	41.81	41.61
PP	41.71	41.58
S1	41.62	41.55

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

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