NYMEX Light Sweet Crude Oil Future December 2020

Trading Metrics calculated at close of trading on 24-Aug-2020

Day Change Summary
	Previous	Current
	21-Aug-2020	24-Aug-2020	Change	Change %	Previous Week
Open	43.34	43.04	-0.30	-0.7%	43.24
High	43.50	43.42	-0.08	-0.2%	43.91
Low	42.06	42.83	0.77	1.8%	42.06
Close	42.93	43.27	0.34	0.8%	42.93
Range	1.44	0.59	-0.85	-59.0%	1.85
ATR	1.19	1.15	-0.04	-3.6%	0.00
Volume	95,117	73,749	-21,368	-22.5%	390,063

Daily Pivots for day following 24-Aug-2020
	Classic	Woodie	Camarilla	DeMark
R4	44.94	44.70	43.59
R3	44.35	44.11	43.43
R2	43.76	43.76	43.38
R1	43.52	43.52	43.32	43.64
PP	43.17	43.17	43.17	43.24
S1	42.93	42.93	43.22	43.05
S2	42.58	42.58	43.16
S3	41.99	42.34	43.11
S4	41.40	41.75	42.95

Weekly Pivots for week ending 21-Aug-2020
	Classic	Woodie	Camarilla	DeMark
R4	48.52	47.57	43.95
R3	46.67	45.72	43.44
R2	44.82	44.82	43.27
R1	43.87	43.87	43.10	43.42
PP	42.97	42.97	42.97	42.74
S1	42.02	42.02	42.76	41.57
S2	41.12	41.12	42.59
S3	39.27	40.17	42.42
S4	37.42	38.32	41.91

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	43.91	42.06	1.85	4.3%	0.94	2.2%	65%	False	False	77,669
10	43.91	42.06	1.85	4.3%	0.98	2.3%	65%	False	False	78,640
20	44.11	39.63	4.48	10.4%	1.14	2.6%	81%	False	False	80,638
40	44.11	38.27	5.84	13.5%	1.17	2.7%	86%	False	False	75,154
60	44.11	35.72	8.39	19.4%	1.42	3.3%	90%	False	False	75,739
80	44.11	27.57	16.54	38.2%	1.57	3.6%	95%	False	False	78,267
100	44.11	25.31	18.80	43.4%	1.77	4.1%	96%	False	False	84,411
120	48.33	25.31	23.02	53.2%	1.97	4.5%	78%	False	False	89,614

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.23
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	45.93
2.618	44.96
1.618	44.37
1.000	44.01
0.618	43.78
HIGH	43.42
0.618	43.19
0.500	43.13
0.382	43.06
LOW	42.83
0.618	42.47
1.000	42.24
1.618	41.88
2.618	41.29
4.250	40.32

Fisher Pivots for day following 24-Aug-2020
Pivot	1 day	3 day
R1	43.22	43.11
PP	43.17	42.96
S1	43.13	42.80

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

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