NYMEX Light Sweet Crude Oil Future November 2020

Trading Metrics calculated at close of trading on 20-Aug-2020

Day Change Summary
	Previous	Current
	19-Aug-2020	20-Aug-2020	Change	Change %	Previous Week
Open	43.08	43.21	0.13	0.3%	42.01
High	43.48	43.23	-0.25	-0.6%	43.46
Low	42.87	41.94	-0.93	-2.2%	41.83
Close	43.39	43.09	-0.30	-0.7%	42.67
Range	0.61	1.29	0.68	111.5%	1.63
ATR	1.18	1.20	0.02	1.6%	0.00
Volume	74,882	88,325	13,443	18.0%	417,751

Daily Pivots for day following 20-Aug-2020
	Classic	Woodie	Camarilla	DeMark
R4	46.62	46.15	43.80
R3	45.33	44.86	43.44
R2	44.04	44.04	43.33
R1	43.57	43.57	43.21	43.16
PP	42.75	42.75	42.75	42.55
S1	42.28	42.28	42.97	41.87
S2	41.46	41.46	42.85
S3	40.17	40.99	42.74
S4	38.88	39.70	42.38

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	41.94	1.66	3.9%	0.94	2.2%	69%	False	True	70,780
10	43.60	41.70	1.90	4.4%	1.02	2.4%	73%	False	False	78,543
20	43.91	39.33	4.58	10.6%	1.19	2.8%	82%	False	False	71,714
40	43.91	37.82	6.09	14.1%	1.23	2.8%	87%	False	False	53,353
60	43.91	33.09	10.82	25.1%	1.49	3.5%	92%	False	False	42,444
80	43.91	26.29	17.62	40.9%	1.60	3.7%	95%	False	False	37,719
100	43.91	24.43	19.48	45.2%	1.77	4.1%	96%	False	False	34,699
120	48.99	24.43	24.56	57.0%	1.95	4.5%	76%	False	False	32,637

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.23
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	48.71
2.618	46.61
1.618	45.32
1.000	44.52
0.618	44.03
HIGH	43.23
0.618	42.74
0.500	42.59
0.382	42.43
LOW	41.94
0.618	41.14
1.000	40.65
1.618	39.85
2.618	38.56
4.250	36.46

Fisher Pivots for day following 20-Aug-2020
Pivot	1 day	3 day
R1	42.92	42.98
PP	42.75	42.88
S1	42.59	42.77

Download as Excel Spreadsheet

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

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