NYMEX Light Sweet Crude Oil Future November 2020

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

Day Change Summary
	Previous	Current
	14-Oct-2020	15-Oct-2020	Change	Change %	Previous Week
Open	40.19	41.13	0.94	2.3%	37.00
High	41.15	41.29	0.14	0.3%	41.47
Low	39.82	39.22	-0.60	-1.5%	37.00
Close	41.04	40.96	-0.08	-0.2%	40.60
Range	1.33	2.07	0.74	55.6%	4.47
ATR	1.58	1.61	0.04	2.2%	0.00
Volume	328,295	248,251	-80,044	-24.4%	1,953,665

Daily Pivots for day following 15-Oct-2020
	Classic	Woodie	Camarilla	DeMark
R4	46.70	45.90	42.10
R3	44.63	43.83	41.53
R2	42.56	42.56	41.34
R1	41.76	41.76	41.15	41.13
PP	40.49	40.49	40.49	40.17
S1	39.69	39.69	40.77	39.06
S2	38.42	38.42	40.58
S3	36.35	37.62	40.39
S4	34.28	35.55	39.82

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	5.9%	1.42	3.5%	79%	False	False	321,150
10	41.47	36.63	4.84	11.8%	1.62	4.0%	89%	False	False	361,914
20	41.72	36.63	5.09	12.4%	1.63	4.0%	85%	False	False	340,027
40	44.05	36.58	7.47	18.2%	1.53	3.7%	59%	False	False	243,213
60	44.05	36.58	7.47	18.2%	1.42	3.5%	59%	False	False	185,420
80	44.05	36.58	7.47	18.2%	1.40	3.4%	59%	False	False	147,570
100	44.05	33.09	10.96	26.8%	1.51	3.7%	72%	False	False	122,085
120	44.05	25.99	18.06	44.1%	1.58	3.9%	83%	False	False	105,638

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.20
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	50.09
2.618	46.71
1.618	44.64
1.000	43.36
0.618	42.57
HIGH	41.29
0.618	40.50
0.500	40.26
0.382	40.01
LOW	39.22
0.618	37.94
1.000	37.15
1.618	35.87
2.618	33.80
4.250	30.42

Fisher Pivots for day following 15-Oct-2020
Pivot	1 day	3 day
R1	40.73	40.73
PP	40.49	40.49
S1	40.26	40.26

Download as Excel Spreadsheet

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

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