NYMEX Light Sweet Crude Oil Future December 2020

Trading Metrics calculated at close of trading on 06-Oct-2020

Day Change Summary
	Previous	Current
	05-Oct-2020	06-Oct-2020	Change	Change %	Previous Week
Open	37.34	39.62	2.28	6.1%	40.24
High	39.96	41.11	1.15	2.9%	41.06
Low	37.32	39.37	2.05	5.5%	36.93
Close	39.50	40.93	1.43	3.6%	37.34
Range	2.64	1.74	-0.90	-34.1%	4.13
ATR	1.67	1.67	0.01	0.3%	0.00
Volume	163,785	198,236	34,451	21.0%	703,243

Daily Pivots for day following 06-Oct-2020
	Classic	Woodie	Camarilla	DeMark
R4	45.69	45.05	41.89
R3	43.95	43.31	41.41
R2	42.21	42.21	41.25
R1	41.57	41.57	41.09	41.89
PP	40.47	40.47	40.47	40.63
S1	39.83	39.83	40.77	40.15
S2	38.73	38.73	40.61
S3	36.99	38.09	40.45
S4	35.25	36.35	39.97

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	41.11	36.93	4.18	10.2%	2.16	5.3%	96%	True	False	170,268
10	41.11	36.93	4.18	10.2%	1.77	4.3%	96%	True	False	131,036
20	42.02	36.93	5.09	12.4%	1.64	4.0%	79%	False	False	132,274
40	44.33	36.93	7.40	18.1%	1.42	3.5%	54%	False	False	114,133
60	44.33	36.93	7.40	18.1%	1.34	3.3%	54%	False	False	100,629
80	44.33	35.81	8.52	20.8%	1.42	3.5%	60%	False	False	93,836
100	44.33	30.79	13.54	33.1%	1.52	3.7%	75%	False	False	90,859
120	44.33	25.31	19.02	46.5%	1.67	4.1%	82%	False	False	93,135

Crabel Price Patterns
NR	True
NR4	True
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	0.29
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	48.51
2.618	45.67
1.618	43.93
1.000	42.85
0.618	42.19
HIGH	41.11
0.618	40.45
0.500	40.24
0.382	40.03
LOW	39.37
0.618	38.29
1.000	37.63
1.618	36.55
2.618	34.81
4.250	31.98

Fisher Pivots for day following 06-Oct-2020
Pivot	1 day	3 day
R1	40.70	40.29
PP	40.47	39.66
S1	40.24	39.02

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

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