NYMEX Light Sweet Crude Oil Future December 2020

Trading Metrics calculated at close of trading on 16-Sep-2020

Day Change Summary
	Previous	Current
	15-Sep-2020	16-Sep-2020	Change	Change %	Previous Week
Open	38.07	39.01	0.94	2.5%	40.33
High	39.18	40.90	1.72	4.4%	40.40
Low	37.79	38.98	1.19	3.1%	37.11
Close	38.93	40.72	1.79	4.6%	38.08
Range	1.39	1.92	0.53	38.1%	3.29
ATR	1.36	1.41	0.04	3.2%	0.00
Volume	140,217	219,888	79,671	56.8%	655,997

Daily Pivots for day following 16-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	45.96	45.26	41.78
R3	44.04	43.34	41.25
R2	42.12	42.12	41.07
R1	41.42	41.42	40.90	41.77
PP	40.20	40.20	40.20	40.38
S1	39.50	39.50	40.54	39.85
S2	38.28	38.28	40.37
S3	36.36	37.58	40.19
S4	34.44	35.66	39.66

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	40.90	37.47	3.43	8.4%	1.30	3.2%	95%	True	False	147,287
10	43.84	37.11	6.73	16.5%	1.76	4.3%	54%	False	False	150,589
20	44.33	37.11	7.22	17.7%	1.34	3.3%	50%	False	False	117,507
40	44.33	37.11	7.22	17.7%	1.25	3.1%	50%	False	False	97,710
60	44.33	37.11	7.22	17.7%	1.29	3.2%	50%	False	False	88,645
80	44.33	33.53	10.80	26.5%	1.46	3.6%	67%	False	False	85,868
100	44.33	26.91	17.42	42.8%	1.56	3.8%	79%	False	False	87,145
120	44.33	25.31	19.02	46.7%	1.72	4.2%	81%	False	False	90,460

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
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
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	49.06
2.618	45.93
1.618	44.01
1.000	42.82
0.618	42.09
HIGH	40.90
0.618	40.17
0.500	39.94
0.382	39.71
LOW	38.98
0.618	37.79
1.000	37.06
1.618	35.87
2.618	33.95
4.250	30.82

Fisher Pivots for day following 16-Sep-2020
Pivot	1 day	3 day
R1	40.46	40.22
PP	40.20	39.72
S1	39.94	39.22

Download as Excel Spreadsheet

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

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