NYMEX Light Sweet Crude Oil Future November 2020

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

Day Change Summary
	Previous	Current
	25-Sep-2020	28-Sep-2020	Change	Change %	Previous Week
Open	40.15	40.07	-0.08	-0.2%	41.19
High	40.64	40.80	0.16	0.4%	41.49
Low	39.71	39.78	0.07	0.2%	38.87
Close	40.25	40.60	0.35	0.9%	40.25
Range	0.93	1.02	0.09	9.7%	2.62
ATR	1.45	1.42	-0.03	-2.1%	0.00
Volume	229,025	226,425	-2,600	-1.1%	1,510,783

Daily Pivots for day following 28-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	43.45	43.05	41.16
R3	42.43	42.03	40.88
R2	41.41	41.41	40.79
R1	41.01	41.01	40.69	41.21
PP	40.39	40.39	40.39	40.50
S1	39.99	39.99	40.51	40.19
S2	39.37	39.37	40.41
S3	38.35	38.97	40.32
S4	37.33	37.95	40.04

Weekly Pivots for week ending 25-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	48.06	46.78	41.69
R3	45.44	44.16	40.97
R2	42.82	42.82	40.73
R1	41.54	41.54	40.49	40.87
PP	40.20	40.20	40.20	39.87
S1	38.92	38.92	40.01	38.25
S2	37.58	37.58	39.77
S3	34.96	36.30	39.53
S4	32.34	33.68	38.81

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	40.80	39.12	1.68	4.1%	1.15	2.8%	88%	True	False	266,400
10	41.72	37.36	4.36	10.7%	1.48	3.7%	74%	False	False	278,874
20	43.89	36.58	7.31	18.0%	1.56	3.8%	55%	False	False	215,124
40	44.05	36.58	7.47	18.4%	1.34	3.3%	54%	False	False	149,493
60	44.05	36.58	7.47	18.4%	1.28	3.2%	54%	False	False	112,200
80	44.05	35.54	8.51	21.0%	1.45	3.6%	59%	False	False	91,179
100	44.05	29.00	15.05	37.1%	1.51	3.7%	77%	False	False	76,944
120	44.05	24.43	19.62	48.3%	1.67	4.1%	82%	False	False	68,178

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	0.40
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	45.14
2.618	43.47
1.618	42.45
1.000	41.82
0.618	41.43
HIGH	40.80
0.618	40.41
0.500	40.29
0.382	40.17
LOW	39.78
0.618	39.15
1.000	38.76
1.618	38.13
2.618	37.11
4.250	35.45

Fisher Pivots for day following 28-Sep-2020
Pivot	1 day	3 day
R1	40.50	40.39
PP	40.39	40.17
S1	40.29	39.96

Download as Excel Spreadsheet

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

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