NYMEX Light Sweet Crude Oil Future December 2020

Trading Metrics calculated at close of trading on 05-Oct-2020

Day Change Summary
	Previous	Current
	02-Oct-2020	05-Oct-2020	Change	Change %	Previous Week
Open	38.92	37.34	-1.58	-4.1%	40.24
High	38.93	39.96	1.03	2.6%	41.06
Low	36.93	37.32	0.39	1.1%	36.93
Close	37.34	39.50	2.16	5.8%	37.34
Range	2.00	2.64	0.64	32.0%	4.13
ATR	1.59	1.67	0.07	4.7%	0.00
Volume	162,579	163,785	1,206	0.7%	703,243

Daily Pivots for day following 05-Oct-2020
	Classic	Woodie	Camarilla	DeMark
R4	46.85	45.81	40.95
R3	44.21	43.17	40.23
R2	41.57	41.57	39.98
R1	40.53	40.53	39.74	41.05
PP	38.93	38.93	38.93	39.19
S1	37.89	37.89	39.26	38.41
S2	36.29	36.29	39.02
S3	33.65	35.25	38.77
S4	31.01	32.61	38.05

Weekly Pivots for week ending 02-Oct-2020
	Classic	Woodie	Camarilla	DeMark
R4	50.83	48.22	39.61
R3	46.70	44.09	38.48
R2	42.57	42.57	38.10
R1	39.96	39.96	37.72	39.20
PP	38.44	38.44	38.44	38.07
S1	35.83	35.83	36.96	35.07
S2	34.31	34.31	36.58
S3	30.18	31.70	36.20
S4	26.05	27.57	35.07

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	40.95	36.93	4.02	10.2%	2.27	5.7%	64%	False	False	161,127
10	41.06	36.93	4.13	10.5%	1.70	4.3%	62%	False	False	117,482
20	42.02	36.93	5.09	12.9%	1.72	4.4%	50%	False	False	134,537
40	44.33	36.93	7.40	18.7%	1.41	3.6%	35%	False	False	110,597
60	44.33	36.93	7.40	18.7%	1.33	3.4%	35%	False	False	98,503
80	44.33	35.72	8.61	21.8%	1.42	3.6%	44%	False	False	92,257
100	44.33	29.68	14.65	37.1%	1.52	3.9%	67%	False	False	89,773
120	44.33	25.31	19.02	48.2%	1.67	4.2%	75%	False	False	91,944

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	51.18
2.618	46.87
1.618	44.23
1.000	42.60
0.618	41.59
HIGH	39.96
0.618	38.95
0.500	38.64
0.382	38.33
LOW	37.32
0.618	35.69
1.000	34.68
1.618	33.05
2.618	30.41
4.250	26.10

Fisher Pivots for day following 05-Oct-2020
Pivot	1 day	3 day
R1	39.21	39.27
PP	38.93	39.04
S1	38.64	38.82

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

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