NYMEX Light Sweet Crude Oil Future November 2020

Trading Metrics calculated at close of trading on 10-Aug-2020

Day Change Summary
	Previous	Current
	07-Aug-2020	10-Aug-2020	Change	Change %	Previous Week
Open	42.54	42.01	-0.53	-1.2%	41.00
High	42.78	42.86	0.08	0.2%	43.91
Low	41.70	41.83	0.13	0.3%	40.25
Close	41.86	42.50	0.64	1.5%	41.86
Range	1.08	1.03	-0.05	-4.6%	3.66
ATR	1.37	1.35	-0.02	-1.8%	0.00
Volume	79,225	73,466	-5,759	-7.3%	415,807

Daily Pivots for day following 10-Aug-2020
	Classic	Woodie	Camarilla	DeMark
R4	45.49	45.02	43.07
R3	44.46	43.99	42.78
R2	43.43	43.43	42.69
R1	42.96	42.96	42.59	43.20
PP	42.40	42.40	42.40	42.51
S1	41.93	41.93	42.41	42.17
S2	41.37	41.37	42.31
S3	40.34	40.90	42.22
S4	39.31	39.87	41.93

Weekly Pivots for week ending 07-Aug-2020
	Classic	Woodie	Camarilla	DeMark
R4	52.99	51.08	43.87
R3	49.33	47.42	42.87
R2	45.67	45.67	42.53
R1	43.76	43.76	42.20	44.72
PP	42.01	42.01	42.01	42.48
S1	40.10	40.10	41.52	41.06
S2	38.35	38.35	41.19
S3	34.69	36.44	40.85
S4	31.03	32.78	39.85

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	43.91	40.80	3.11	7.3%	1.35	3.2%	55%	False	False	85,514
10	43.91	39.33	4.58	10.8%	1.34	3.2%	69%	False	False	70,205
20	43.91	39.33	4.58	10.8%	1.22	2.9%	69%	False	False	52,619
40	43.91	35.56	8.35	19.6%	1.43	3.4%	83%	False	False	41,674
60	43.91	30.34	13.57	31.9%	1.60	3.8%	90%	False	False	34,458
80	43.91	24.43	19.48	45.8%	1.78	4.2%	93%	False	False	32,312
100	43.91	24.43	19.48	45.8%	1.87	4.4%	93%	False	False	29,669
120	54.17	24.43	29.74	70.0%	2.01	4.7%	61%	False	False	28,133

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	47.24
2.618	45.56
1.618	44.53
1.000	43.89
0.618	43.50
HIGH	42.86
0.618	42.47
0.500	42.35
0.382	42.22
LOW	41.83
0.618	41.19
1.000	40.80
1.618	40.16
2.618	39.13
4.250	37.45

Fisher Pivots for day following 10-Aug-2020
Pivot	1 day	3 day
R1	42.45	42.48
PP	42.40	42.46
S1	42.35	42.45

Download as Excel Spreadsheet

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

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