NYMEX Light Sweet Crude Oil Future November 2020

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

Day Change Summary
	Previous	Current
	27-Aug-2020	28-Aug-2020	Change	Change %	Previous Week
Open	43.78	43.27	-0.51	-1.2%	42.72
High	43.81	43.69	-0.12	-0.3%	44.05
Low	42.68	43.03	0.35	0.8%	42.51
Close	43.31	43.29	-0.02	0.0%	43.29
Range	1.13	0.66	-0.47	-41.6%	1.54
ATR	1.15	1.11	-0.03	-3.0%	0.00
Volume	93,846	102,445	8,599	9.2%	470,472

Daily Pivots for day following 28-Aug-2020
	Classic	Woodie	Camarilla	DeMark
R4	45.32	44.96	43.65
R3	44.66	44.30	43.47
R2	44.00	44.00	43.41
R1	43.64	43.64	43.35	43.82
PP	43.34	43.34	43.34	43.43
S1	42.98	42.98	43.23	43.16
S2	42.68	42.68	43.17
S3	42.02	42.32	43.11
S4	41.36	41.66	42.93

Weekly Pivots for week ending 28-Aug-2020
	Classic	Woodie	Camarilla	DeMark
R4	47.90	47.14	44.14
R3	46.36	45.60	43.71
R2	44.82	44.82	43.57
R1	44.06	44.06	43.43	44.44
PP	43.28	43.28	43.28	43.48
S1	42.52	42.52	43.15	42.90
S2	41.74	41.74	43.01
S3	40.20	40.98	42.87
S4	38.66	39.44	42.44

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	44.05	42.51	1.54	3.6%	0.87	2.0%	51%	False	False	94,094
10	44.05	41.74	2.31	5.3%	0.97	2.2%	67%	False	False	84,369
20	44.05	40.25	3.80	8.8%	1.11	2.6%	80%	False	False	83,862
40	44.05	39.25	4.80	11.1%	1.14	2.6%	84%	False	False	60,739
60	44.05	35.54	8.51	19.7%	1.41	3.3%	91%	False	False	49,865
80	44.05	29.00	15.05	34.8%	1.49	3.5%	95%	False	False	42,400
100	44.05	24.43	19.62	45.3%	1.69	3.9%	96%	False	False	38,788
120	44.05	24.43	19.62	45.3%	1.83	4.2%	96%	False	False	36,243

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.19
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	46.50
2.618	45.42
1.618	44.76
1.000	44.35
0.618	44.10
HIGH	43.69
0.618	43.44
0.500	43.36
0.382	43.28
LOW	43.03
0.618	42.62
1.000	42.37
1.618	41.96
2.618	41.30
4.250	40.23

Fisher Pivots for day following 28-Aug-2020
Pivot	1 day	3 day
R1	43.36	43.37
PP	43.34	43.34
S1	43.31	43.32

Download as Excel Spreadsheet

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

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