NYMEX Light Sweet Crude Oil Future November 2020

Trading Metrics calculated at close of trading on 18-Sep-2020

Day Change Summary
	Previous	Current
	17-Sep-2020	18-Sep-2020	Change	Change %	Previous Week
Open	40.41	41.20	0.79	2.0%	37.60
High	41.48	41.72	0.24	0.6%	41.72
Low	39.67	40.52	0.85	2.1%	37.12
Close	41.22	41.32	0.10	0.2%	41.32
Range	1.81	1.20	-0.61	-33.7%	4.60
ATR	1.47	1.45	-0.02	-1.3%	0.00
Volume	270,184	280,854	10,670	3.9%	1,236,721

Daily Pivots for day following 18-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	44.79	44.25	41.98
R3	43.59	43.05	41.65
R2	42.39	42.39	41.54
R1	41.85	41.85	41.43	42.12
PP	41.19	41.19	41.19	41.32
S1	40.65	40.65	41.21	40.92
S2	39.99	39.99	41.10
S3	38.79	39.45	40.99
S4	37.59	38.25	40.66

Weekly Pivots for week ending 18-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	53.85	52.19	43.85
R3	49.25	47.59	42.59
R2	44.65	44.65	42.16
R1	42.99	42.99	41.74	43.82
PP	40.05	40.05	40.05	40.47
S1	38.39	38.39	40.90	39.22
S2	35.45	35.45	40.48
S3	30.85	33.79	40.06
S4	26.25	29.19	38.79

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	41.72	37.12	4.60	11.1%	1.46	3.5%	91%	True	False	247,344
10	42.19	36.58	5.61	13.6%	1.77	4.3%	84%	False	False	214,261
20	44.05	36.58	7.47	18.1%	1.43	3.5%	63%	False	False	156,026
40	44.05	36.58	7.47	18.1%	1.31	3.2%	63%	False	False	113,870
60	44.05	36.58	7.47	18.1%	1.29	3.1%	63%	False	False	87,577
80	44.05	33.09	10.96	26.5%	1.47	3.6%	75%	False	False	70,839
100	44.05	26.29	17.76	43.0%	1.57	3.8%	85%	False	False	61,380
120	44.05	24.43	19.62	47.5%	1.71	4.1%	86%	False	False	54,920

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
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	0.39
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	46.82
2.618	44.86
1.618	43.66
1.000	42.92
0.618	42.46
HIGH	41.72
0.618	41.26
0.500	41.12
0.382	40.98
LOW	40.52
0.618	39.78
1.000	39.32
1.618	38.58
2.618	37.38
4.250	35.42

Fisher Pivots for day following 18-Sep-2020
Pivot	1 day	3 day
R1	41.25	40.94
PP	41.19	40.55
S1	41.12	40.17

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

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