NYMEX Light Sweet Crude Oil Future December 2020

Trading Metrics calculated at close of trading on 10-Sep-2020

Day Change Summary
	Previous	Current
	09-Sep-2020	10-Sep-2020	Change	Change %	Previous Week
Open	37.71	38.59	0.88	2.3%	43.61
High	39.22	38.99	-0.23	-0.6%	44.19
Low	37.11	37.73	0.62	1.7%	40.20
Close	38.87	38.11	-0.76	-2.0%	40.59
Range	2.11	1.26	-0.85	-40.3%	3.99
ATR	1.44	1.43	-0.01	-0.9%	0.00
Volume	157,032	135,411	-21,621	-13.8%	514,974

Daily Pivots for day following 10-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	42.06	41.34	38.80
R3	40.80	40.08	38.46
R2	39.54	39.54	38.34
R1	38.82	38.82	38.23	38.55
PP	38.28	38.28	38.28	38.14
S1	37.56	37.56	37.99	37.29
S2	37.02	37.02	37.88
S3	35.76	36.30	37.76
S4	34.50	35.04	37.42

Weekly Pivots for week ending 04-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	53.63	51.10	42.78
R3	49.64	47.11	41.69
R2	45.65	45.65	41.32
R1	43.12	43.12	40.96	42.39
PP	41.66	41.66	41.66	41.30
S1	39.13	39.13	40.22	38.40
S2	37.67	37.67	39.86
S3	33.68	35.14	39.49
S4	29.69	31.15	38.40

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	42.56	37.11	5.45	14.3%	2.10	5.5%	18%	False	False	155,024
10	44.19	37.11	7.08	18.6%	1.58	4.1%	14%	False	False	122,109
20	44.33	37.11	7.22	18.9%	1.24	3.3%	14%	False	False	101,373
40	44.33	37.11	7.22	18.9%	1.22	3.2%	14%	False	False	88,520
60	44.33	37.11	7.22	18.9%	1.31	3.4%	14%	False	False	83,330
80	44.33	33.12	11.21	29.4%	1.48	3.9%	45%	False	False	81,962
100	44.33	25.31	19.02	49.9%	1.67	4.4%	67%	False	False	86,550
120	44.33	25.31	19.02	49.9%	1.74	4.6%	67%	False	False	87,850

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.28
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	44.35
2.618	42.29
1.618	41.03
1.000	40.25
0.618	39.77
HIGH	38.99
0.618	38.51
0.500	38.36
0.382	38.21
LOW	37.73
0.618	36.95
1.000	36.47
1.618	35.69
2.618	34.43
4.250	32.38

Fisher Pivots for day following 10-Sep-2020
Pivot	1 day	3 day
R1	38.36	38.76
PP	38.28	38.54
S1	38.19	38.33

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

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