NYMEX Light Sweet Crude Oil Future December 2020

Trading Metrics calculated at close of trading on 17-Sep-2020

Day Change Summary
	Previous	Current
	16-Sep-2020	17-Sep-2020	Change	Change %	Previous Week
Open	39.01	40.74	1.73	4.4%	40.33
High	40.90	41.78	0.88	2.2%	40.40
Low	38.98	39.98	1.00	2.6%	37.11
Close	40.72	41.53	0.81	2.0%	38.08
Range	1.92	1.80	-0.12	-6.3%	3.29
ATR	1.41	1.44	0.03	2.0%	0.00
Volume	219,888	153,121	-66,767	-30.4%	655,997

Daily Pivots for day following 17-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	46.50	45.81	42.52
R3	44.70	44.01	42.03
R2	42.90	42.90	41.86
R1	42.21	42.21	41.70	42.56
PP	41.10	41.10	41.10	41.27
S1	40.41	40.41	41.37	40.76
S2	39.30	39.30	41.20
S3	37.50	38.61	41.04
S4	35.70	36.81	40.54

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	41.78	37.47	4.31	10.4%	1.41	3.4%	94%	True	False	150,829
10	42.56	37.11	5.45	13.1%	1.75	4.2%	81%	False	False	152,927
20	44.33	37.11	7.22	17.4%	1.40	3.4%	61%	False	False	121,755
40	44.33	37.11	7.22	17.4%	1.28	3.1%	61%	False	False	100,310
60	44.33	37.11	7.22	17.4%	1.29	3.1%	61%	False	False	90,213
80	44.33	33.53	10.80	26.0%	1.46	3.5%	74%	False	False	86,898
100	44.33	26.91	17.42	41.9%	1.56	3.8%	84%	False	False	87,682
120	44.33	25.31	19.02	45.8%	1.73	4.2%	85%	False	False	90,995

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	0.37
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	49.43
2.618	46.49
1.618	44.69
1.000	43.58
0.618	42.89
HIGH	41.78
0.618	41.09
0.500	40.88
0.382	40.67
LOW	39.98
0.618	38.87
1.000	38.18
1.618	37.07
2.618	35.27
4.250	32.33

Fisher Pivots for day following 17-Sep-2020
Pivot	1 day	3 day
R1	41.31	40.95
PP	41.10	40.37
S1	40.88	39.79

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

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