NYMEX Light Sweet Crude Oil Future November 2020

Trading Metrics calculated at close of trading on 14-Sep-2020

Day Change Summary
	Previous	Current
	11-Sep-2020	14-Sep-2020	Change	Change %	Previous Week
Open	37.34	37.60	0.26	0.7%	39.86
High	38.12	37.97	-0.15	-0.4%	39.96
Low	37.02	37.12	0.10	0.3%	36.58
Close	37.65	37.56	-0.09	-0.2%	37.65
Range	1.10	0.85	-0.25	-22.7%	3.38
ATR	1.44	1.40	-0.04	-2.9%	0.00
Volume	152,699	185,186	32,487	21.3%	790,226

Daily Pivots for day following 14-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	40.10	39.68	38.03
R3	39.25	38.83	37.79
R2	38.40	38.40	37.72
R1	37.98	37.98	37.64	37.77
PP	37.55	37.55	37.55	37.44
S1	37.13	37.13	37.48	36.92
S2	36.70	36.70	37.40
S3	35.85	36.28	37.33
S4	35.00	35.43	37.09

Weekly Pivots for week ending 11-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	48.20	46.31	39.51
R3	44.82	42.93	38.58
R2	41.44	41.44	38.27
R1	39.55	39.55	37.96	38.81
PP	38.06	38.06	38.06	37.69
S1	36.17	36.17	37.34	35.43
S2	34.68	34.68	37.03
S3	31.30	32.79	36.72
S4	27.92	29.41	35.79

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	39.96	36.58	3.38	9.0%	1.75	4.7%	29%	False	False	195,082
10	43.89	36.58	7.31	19.5%	1.64	4.4%	13%	False	False	151,374
20	44.05	36.58	7.47	19.9%	1.30	3.5%	13%	False	False	117,872
40	44.05	36.58	7.47	19.9%	1.27	3.4%	13%	False	False	91,500
60	44.05	36.58	7.47	19.9%	1.32	3.5%	13%	False	False	71,553
80	44.05	32.79	11.26	30.0%	1.49	4.0%	42%	False	False	58,594
100	44.05	25.99	18.06	48.1%	1.58	4.2%	64%	False	False	51,567
120	44.05	24.43	19.62	52.2%	1.70	4.5%	67%	False	False	46,767

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.32
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	41.58
2.618	40.20
1.618	39.35
1.000	38.82
0.618	38.50
HIGH	37.97
0.618	37.65
0.500	37.55
0.382	37.44
LOW	37.12
0.618	36.59
1.000	36.27
1.618	35.74
2.618	34.89
4.250	33.51

Fisher Pivots for day following 14-Sep-2020
Pivot	1 day	3 day
R1	37.56	37.78
PP	37.55	37.70
S1	37.55	37.63

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

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