NYMEX Light Sweet Crude Oil Future December 2020

Trading Metrics calculated at close of trading on 11-Sep-2020

Day Change Summary
	Previous	Current
	10-Sep-2020	11-Sep-2020	Change	Change %	Previous Week
Open	38.59	37.80	-0.79	-2.0%	40.33
High	38.99	38.54	-0.45	-1.2%	40.40
Low	37.73	37.47	-0.26	-0.7%	37.11
Close	38.11	38.08	-0.03	-0.1%	38.08
Range	1.26	1.07	-0.19	-15.1%	3.29
ATR	1.43	1.40	-0.03	-1.8%	0.00
Volume	135,411	120,066	-15,345	-11.3%	655,997

Daily Pivots for day following 11-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	41.24	40.73	38.67
R3	40.17	39.66	38.37
R2	39.10	39.10	38.28
R1	38.59	38.59	38.18	38.85
PP	38.03	38.03	38.03	38.16
S1	37.52	37.52	37.98	37.78
S2	36.96	36.96	37.88
S3	35.89	36.45	37.79
S4	34.82	35.38	37.49

Weekly Pivots for week ending 11-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	48.40	46.53	39.89
R3	45.11	43.24	38.98
R2	41.82	41.82	38.68
R1	39.95	39.95	38.38	39.24
PP	38.53	38.53	38.53	38.18
S1	36.66	36.66	37.78	35.95
S2	35.24	35.24	37.48
S3	31.95	33.37	37.18
S4	28.66	30.08	36.27

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%	2.02	5.3%	18%	False	False	154,578
10	44.19	37.11	7.08	18.6%	1.57	4.1%	14%	False	False	125,081
20	44.33	37.11	7.22	19.0%	1.26	3.3%	13%	False	False	103,842
40	44.33	37.11	7.22	19.0%	1.23	3.2%	13%	False	False	90,386
60	44.33	37.11	7.22	19.0%	1.30	3.4%	13%	False	False	84,210
80	44.33	33.12	11.21	29.4%	1.48	3.9%	44%	False	False	82,664
100	44.33	25.31	19.02	49.9%	1.61	4.2%	67%	False	False	85,496
120	44.33	25.31	19.02	49.9%	1.73	4.5%	67%	False	False	88,283

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
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	0.31
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	43.09
2.618	41.34
1.618	40.27
1.000	39.61
0.618	39.20
HIGH	38.54
0.618	38.13
0.500	38.01
0.382	37.88
LOW	37.47
0.618	36.81
1.000	36.40
1.618	35.74
2.618	34.67
4.250	32.92

Fisher Pivots for day following 11-Sep-2020
Pivot	1 day	3 day
R1	38.06	38.17
PP	38.03	38.14
S1	38.01	38.11

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

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