NYMEX Light Sweet Crude Oil Future November 2020

Trading Metrics calculated at close of trading on 15-Sep-2020

Day Change Summary
	Previous	Current
	14-Sep-2020	15-Sep-2020	Change	Change %	Previous Week
Open	37.60	37.60	0.00	0.0%	39.86
High	37.97	38.82	0.85	2.2%	39.96
Low	37.12	37.36	0.24	0.6%	36.58
Close	37.56	38.55	0.99	2.6%	37.65
Range	0.85	1.46	0.61	71.8%	3.38
ATR	1.40	1.40	0.00	0.3%	0.00
Volume	185,186	217,077	31,891	17.2%	790,226

Daily Pivots for day following 15-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	42.62	42.05	39.35
R3	41.16	40.59	38.95
R2	39.70	39.70	38.82
R1	39.13	39.13	38.68	39.42
PP	38.24	38.24	38.24	38.39
S1	37.67	37.67	38.42	37.96
S2	36.78	36.78	38.28
S3	35.32	36.21	38.15
S4	33.86	34.75	37.75

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	38.82	36.60	2.22	5.8%	1.37	3.6%	88%	True	False	184,671
10	43.70	36.58	7.12	18.5%	1.68	4.4%	28%	False	False	165,297
20	44.05	36.58	7.47	19.4%	1.32	3.4%	26%	False	False	125,484
40	44.05	36.58	7.47	19.4%	1.28	3.3%	26%	False	False	96,158
60	44.05	36.58	7.47	19.4%	1.32	3.4%	26%	False	False	74,720
80	44.05	32.79	11.26	29.2%	1.50	3.9%	51%	False	False	61,048
100	44.05	25.99	18.06	46.8%	1.57	4.1%	70%	False	False	53,555
120	44.05	24.43	19.62	50.9%	1.70	4.4%	72%	False	False	48,466

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	0.30
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	45.03
2.618	42.64
1.618	41.18
1.000	40.28
0.618	39.72
HIGH	38.82
0.618	38.26
0.500	38.09
0.382	37.92
LOW	37.36
0.618	36.46
1.000	35.90
1.618	35.00
2.618	33.54
4.250	31.16

Fisher Pivots for day following 15-Sep-2020
Pivot	1 day	3 day
R1	38.40	38.34
PP	38.24	38.13
S1	38.09	37.92

Download as Excel Spreadsheet

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

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