NYMEX Light Sweet Crude Oil Future December 2020

Trading Metrics calculated at close of trading on 25-Sep-2020

Day Change Summary
	Previous	Current
	24-Sep-2020	25-Sep-2020	Change	Change %	Previous Week
Open	39.87	40.35	0.48	1.2%	41.44
High	40.64	40.89	0.25	0.6%	41.78
Low	39.41	40.00	0.59	1.5%	39.21
Close	40.58	40.51	-0.07	-0.2%	40.51
Range	1.23	0.89	-0.34	-27.6%	2.57
ATR	1.45	1.41	-0.04	-2.8%	0.00
Volume	78,411	79,135	724	0.9%	421,241

Daily Pivots for day following 25-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	43.14	42.71	41.00
R3	42.25	41.82	40.75
R2	41.36	41.36	40.67
R1	40.93	40.93	40.59	41.15
PP	40.47	40.47	40.47	40.57
S1	40.04	40.04	40.43	40.26
S2	39.58	39.58	40.35
S3	38.69	39.15	40.27
S4	37.80	38.26	40.02

Weekly Pivots for week ending 25-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	48.21	46.93	41.92
R3	45.64	44.36	41.22
R2	43.07	43.07	40.98
R1	41.79	41.79	40.75	41.15
PP	40.50	40.50	40.50	40.18
S1	39.22	39.22	40.27	38.58
S2	37.93	37.93	40.04
S3	35.36	36.65	39.80
S4	32.79	34.08	39.10

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	41.78	39.21	2.57	6.3%	1.45	3.6%	51%	False	False	84,248
10	42.02	37.53	4.49	11.1%	1.44	3.5%	66%	False	False	116,772
20	44.19	37.11	7.08	17.5%	1.50	3.7%	48%	False	False	120,926
40	44.33	37.11	7.22	17.8%	1.30	3.2%	47%	False	False	102,948
60	44.33	37.11	7.22	17.8%	1.25	3.1%	47%	False	False	91,468
80	44.33	35.72	8.61	21.3%	1.42	3.5%	56%	False	False	87,542
100	44.33	29.63	14.70	36.3%	1.51	3.7%	74%	False	False	86,218
120	44.33	25.31	19.02	47.0%	1.67	4.1%	80%	False	False	89,425

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	0.41
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	44.67
2.618	43.22
1.618	42.33
1.000	41.78
0.618	41.44
HIGH	40.89
0.618	40.55
0.500	40.45
0.382	40.34
LOW	40.00
0.618	39.45
1.000	39.11
1.618	38.56
2.618	37.67
4.250	36.22

Fisher Pivots for day following 25-Sep-2020
Pivot	1 day	3 day
R1	40.49	40.42
PP	40.47	40.32
S1	40.45	40.23

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

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