NYMEX Light Sweet Crude Oil Future November 2020

Trading Metrics calculated at close of trading on 11-Aug-2020

Day Change Summary
	Previous	Current
	10-Aug-2020	11-Aug-2020	Change	Change %	Previous Week
Open	42.01	42.54	0.53	1.3%	41.00
High	42.86	43.44	0.58	1.4%	43.91
Low	41.83	42.08	0.25	0.6%	40.25
Close	42.50	42.20	-0.30	-0.7%	41.86
Range	1.03	1.36	0.33	32.0%	3.66
ATR	1.35	1.35	0.00	0.1%	0.00
Volume	73,466	88,928	15,462	21.0%	415,807

Daily Pivots for day following 11-Aug-2020
	Classic	Woodie	Camarilla	DeMark
R4	46.65	45.79	42.95
R3	45.29	44.43	42.57
R2	43.93	43.93	42.45
R1	43.07	43.07	42.32	42.82
PP	42.57	42.57	42.57	42.45
S1	41.71	41.71	42.08	41.46
S2	41.21	41.21	41.95
S3	39.85	40.35	41.83
S4	38.49	38.99	41.45

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	41.70	2.21	5.2%	1.28	3.0%	23%	False	False	87,650
10	43.91	39.33	4.58	10.9%	1.38	3.3%	63%	False	False	75,091
20	43.91	39.33	4.58	10.9%	1.21	2.9%	63%	False	False	55,822
40	43.91	37.56	6.35	15.0%	1.39	3.3%	73%	False	False	43,470
60	43.91	31.75	12.16	28.8%	1.60	3.8%	86%	False	False	35,540
80	43.91	24.43	19.48	46.2%	1.79	4.2%	91%	False	False	33,268
100	43.91	24.43	19.48	46.2%	1.84	4.4%	91%	False	False	30,341
120	53.26	24.43	28.83	68.3%	2.01	4.8%	62%	False	False	28,825

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.31
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	49.22
2.618	47.00
1.618	45.64
1.000	44.80
0.618	44.28
HIGH	43.44
0.618	42.92
0.500	42.76
0.382	42.60
LOW	42.08
0.618	41.24
1.000	40.72
1.618	39.88
2.618	38.52
4.250	36.30

Fisher Pivots for day following 11-Aug-2020
Pivot	1 day	3 day
R1	42.76	42.57
PP	42.57	42.45
S1	42.39	42.32

Download as Excel Spreadsheet

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

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