NYMEX Light Sweet Crude Oil Future December 2020
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 14-Aug-2020 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 13-Aug-2020 | 14-Aug-2020 | Change | Change % | Previous Week |  
                        | Open | 43.40 | 43.27 | -0.13 | -0.3% | 42.32 |  
                        | High | 43.68 | 43.46 | -0.22 | -0.5% | 43.72 |  
                        | Low | 43.00 | 42.65 | -0.35 | -0.8% | 42.11 |  
                        | Close | 43.15 | 43.00 | -0.15 | -0.3% | 43.00 |  
                        | Range | 0.68 | 0.81 | 0.13 | 19.1% | 1.61 |  
                        | ATR | 1.27 | 1.24 | -0.03 | -2.6% | 0.00 |  
                        | Volume | 70,696 | 67,098 | -3,598 | -5.1% | 379,403 |  | 
    
| 
        
            | Daily Pivots for day following 14-Aug-2020 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 45.47 | 45.04 | 43.45 |  |  
                | R3 | 44.66 | 44.23 | 43.22 |  |  
                | R2 | 43.85 | 43.85 | 43.15 |  |  
                | R1 | 43.42 | 43.42 | 43.07 | 43.23 |  
                | PP | 43.04 | 43.04 | 43.04 | 42.94 |  
                | S1 | 42.61 | 42.61 | 42.93 | 42.42 |  
                | S2 | 42.23 | 42.23 | 42.85 |  |  
                | S3 | 41.42 | 41.80 | 42.78 |  |  
                | S4 | 40.61 | 40.99 | 42.55 |  |  | 
        
            | Weekly Pivots for week ending 14-Aug-2020 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 47.77 | 47.00 | 43.89 |  |  
                | R3 | 46.16 | 45.39 | 43.44 |  |  
                | R2 | 44.55 | 44.55 | 43.30 |  |  
                | R1 | 43.78 | 43.78 | 43.15 | 44.17 |  
                | PP | 42.94 | 42.94 | 42.94 | 43.14 |  
                | S1 | 42.17 | 42.17 | 42.85 | 42.56 |  
                | S2 | 41.33 | 41.33 | 42.70 |  |  
                | S3 | 39.72 | 40.56 | 42.56 |  |  
                | S4 | 38.11 | 38.95 | 42.11 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 43.72 | 42.11 | 1.61 | 3.7% | 1.03 | 2.4% | 55% | False | False | 75,880 |  
                | 10 | 44.11 | 40.60 | 3.51 | 8.2% | 1.23 | 2.8% | 68% | False | False | 87,812 |  
                | 20 | 44.11 | 39.63 | 4.48 | 10.4% | 1.20 | 2.8% | 75% | False | False | 78,187 |  
                | 40 | 44.11 | 38.02 | 6.09 | 14.2% | 1.31 | 3.0% | 82% | False | False | 74,387 |  
                | 60 | 44.11 | 33.12 | 10.99 | 25.6% | 1.54 | 3.6% | 90% | False | False | 75,494 |  
                | 80 | 44.11 | 26.91 | 17.20 | 40.0% | 1.65 | 3.8% | 94% | False | False | 79,928 |  
                | 100 | 44.11 | 25.31 | 18.80 | 43.7% | 1.81 | 4.2% | 94% | False | False | 85,132 |  
                | 120 | 50.43 | 25.31 | 25.12 | 58.4% | 2.03 | 4.7% | 70% | False | False | 90,005 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 46.90 |  
            | 2.618 | 45.58 |  
            | 1.618 | 44.77 |  
            | 1.000 | 44.27 |  
            | 0.618 | 43.96 |  
            | HIGH | 43.46 |  
            | 0.618 | 43.15 |  
            | 0.500 | 43.06 |  
            | 0.382 | 42.96 |  
            | LOW | 42.65 |  
            | 0.618 | 42.15 |  
            | 1.000 | 41.84 |  
            | 1.618 | 41.34 |  
            | 2.618 | 40.53 |  
            | 4.250 | 39.21 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 14-Aug-2020 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 43.06 | 43.08 |  
                                | PP | 43.04 | 43.05 |  
                                | S1 | 43.02 | 43.03 |  |