NYMEX Light Sweet Crude Oil Future November 2020

Trading Metrics calculated at close of trading on 12-Oct-2020

Day Change Summary
	Previous	Current
	09-Oct-2020	12-Oct-2020	Change	Change %	Previous Week
Open	41.31	40.40	-0.91	-2.2%	37.00
High	41.47	40.45	-1.02	-2.5%	41.47
Low	40.38	39.04	-1.34	-3.3%	37.00
Close	40.60	39.43	-1.17	-2.9%	40.60
Range	1.09	1.41	0.32	29.4%	4.47
ATR	1.64	1.63	-0.01	-0.3%	0.00
Volume	331,703	322,035	-9,668	-2.9%	1,953,665

Daily Pivots for day following 12-Oct-2020
	Classic	Woodie	Camarilla	DeMark
R4	43.87	43.06	40.21
R3	42.46	41.65	39.82
R2	41.05	41.05	39.69
R1	40.24	40.24	39.56	39.94
PP	39.64	39.64	39.64	39.49
S1	38.83	38.83	39.30	38.53
S2	38.23	38.23	39.17
S3	36.82	37.42	39.04
S4	35.41	36.01	38.65

Weekly Pivots for week ending 09-Oct-2020
	Classic	Woodie	Camarilla	DeMark
R4	53.10	51.32	43.06
R3	48.63	46.85	41.83
R2	44.16	44.16	41.42
R1	42.38	42.38	41.01	43.27
PP	39.69	39.69	39.69	40.14
S1	37.91	37.91	40.19	38.80
S2	35.22	35.22	39.78
S3	30.75	33.44	39.37
S4	26.28	28.97	38.14

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	41.47	39.04	2.43	6.2%	1.38	3.5%	16%	False	True	379,424
10	41.47	36.63	4.84	12.3%	1.85	4.7%	58%	False	False	383,046
20	41.72	36.63	5.09	12.9%	1.67	4.2%	55%	False	False	330,960
40	44.05	36.58	7.47	18.9%	1.48	3.8%	38%	False	False	224,416
60	44.05	36.58	7.47	18.9%	1.40	3.6%	38%	False	False	171,320
80	44.05	36.58	7.47	18.9%	1.41	3.6%	38%	False	False	136,404
100	44.05	32.79	11.26	28.6%	1.53	3.9%	59%	False	False	113,067
120	44.05	25.99	18.06	45.8%	1.59	4.0%	74%	False	False	98,132

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	0.24
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	46.44
2.618	44.14
1.618	42.73
1.000	41.86
0.618	41.32
HIGH	40.45
0.618	39.91
0.500	39.75
0.382	39.58
LOW	39.04
0.618	38.17
1.000	37.63
1.618	36.76
2.618	35.35
4.250	33.05

Fisher Pivots for day following 12-Oct-2020
Pivot	1 day	3 day
R1	39.75	40.26
PP	39.64	39.98
S1	39.54	39.71

Download as Excel Spreadsheet

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

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