NYMEX Light Sweet Crude Oil Future November 2020

Trading Metrics calculated at close of trading on 23-Sep-2020

Day Change Summary
	Previous	Current
	22-Sep-2020	23-Sep-2020	Change	Change %	Previous Week
Open	39.84	39.76	-0.08	-0.2%	37.60
High	40.27	40.75	0.48	1.2%	41.72
Low	39.19	39.26	0.07	0.2%	37.12
Close	39.80	39.93	0.13	0.3%	41.32
Range	1.08	1.49	0.41	38.0%	4.60
ATR	1.50	1.50	0.00	-0.1%	0.00
Volume	287,807	318,754	30,947	10.8%	1,236,721

Daily Pivots for day following 23-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	44.45	43.68	40.75
R3	42.96	42.19	40.34
R2	41.47	41.47	40.20
R1	40.70	40.70	40.07	41.09
PP	39.98	39.98	39.98	40.17
S1	39.21	39.21	39.79	39.60
S2	38.49	38.49	39.66
S3	37.00	37.72	39.52
S4	35.51	36.23	39.11

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	38.87	2.85	7.1%	1.64	4.1%	37%	False	False	312,560
10	41.72	37.02	4.70	11.8%	1.48	3.7%	62%	False	False	257,225
20	44.05	36.58	7.47	18.7%	1.53	3.8%	45%	False	False	192,706
40	44.05	36.58	7.47	18.7%	1.36	3.4%	45%	False	False	135,675
60	44.05	36.58	7.47	18.7%	1.29	3.2%	45%	False	False	103,178
80	44.05	35.54	8.51	21.3%	1.46	3.6%	52%	False	False	82,819
100	44.05	26.73	17.32	43.4%	1.56	3.9%	76%	False	False	70,697
120	44.05	24.43	19.62	49.1%	1.69	4.2%	79%	False	False	62,626

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.38
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	47.08
2.618	44.65
1.618	43.16
1.000	42.24
0.618	41.67
HIGH	40.75
0.618	40.18
0.500	40.01
0.382	39.83
LOW	39.26
0.618	38.34
1.000	37.77
1.618	36.85
2.618	35.36
4.250	32.93

Fisher Pivots for day following 23-Sep-2020
Pivot	1 day	3 day
R1	40.01	40.18
PP	39.98	40.10
S1	39.96	40.01

Download as Excel Spreadsheet

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

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