NYMEX Light Sweet Crude Oil Future November 2020

Trading Metrics calculated at close of trading on 19-Aug-2020

Day Change Summary
	Previous	Current
	18-Aug-2020	19-Aug-2020	Change	Change %	Previous Week
Open	43.37	43.08	-0.29	-0.7%	42.01
High	43.60	43.48	-0.12	-0.3%	43.46
Low	42.76	42.87	0.11	0.3%	41.83
Close	43.44	43.39	-0.05	-0.1%	42.67
Range	0.84	0.61	-0.23	-27.4%	1.63
ATR	1.23	1.18	-0.04	-3.6%	0.00
Volume	60,421	74,882	14,461	23.9%	417,751

Daily Pivots for day following 19-Aug-2020
	Classic	Woodie	Camarilla	DeMark
R4	45.08	44.84	43.73
R3	44.47	44.23	43.56
R2	43.86	43.86	43.50
R1	43.62	43.62	43.45	43.74
PP	43.25	43.25	43.25	43.31
S1	43.01	43.01	43.33	43.13
S2	42.64	42.64	43.28
S3	42.03	42.40	43.22
S4	41.42	41.79	43.05

Weekly Pivots for week ending 14-Aug-2020
	Classic	Woodie	Camarilla	DeMark
R4	47.54	46.74	43.57
R3	45.91	45.11	43.12
R2	44.28	44.28	42.97
R1	43.48	43.48	42.82	43.88
PP	42.65	42.65	42.65	42.86
S1	41.85	41.85	42.52	42.25
S2	41.02	41.02	42.37
S3	39.39	40.22	42.22
S4	37.76	38.59	41.77

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	43.60	42.30	1.30	3.0%	0.82	1.9%	84%	False	False	70,740
10	43.60	41.70	1.90	4.4%	0.99	2.3%	89%	False	False	79,151
20	43.91	39.33	4.58	10.6%	1.19	2.8%	89%	False	False	69,833
40	43.91	37.82	6.09	14.0%	1.27	2.9%	91%	False	False	51,927
60	43.91	33.09	10.82	24.9%	1.50	3.5%	95%	False	False	41,334
80	43.91	25.99	17.92	41.3%	1.60	3.7%	97%	False	False	36,851
100	43.91	24.43	19.48	44.9%	1.77	4.1%	97%	False	False	34,057
120	48.99	24.43	24.56	56.6%	1.97	4.5%	77%	False	False	32,004

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	True
Bear Hook	False
Bull Hook	False
Stretch	0.27
Narrowest range in 15 trading days

Fibonacci Retracements and Extensions
4.250	46.07
2.618	45.08
1.618	44.47
1.000	44.09
0.618	43.86
HIGH	43.48
0.618	43.25
0.500	43.18
0.382	43.10
LOW	42.87
0.618	42.49
1.000	42.26
1.618	41.88
2.618	41.27
4.250	40.28

Fisher Pivots for day following 19-Aug-2020
Pivot	1 day	3 day
R1	43.32	43.27
PP	43.25	43.15
S1	43.18	43.04

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

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