NYMEX Light Sweet Crude Oil Future December 2020

Trading Metrics calculated at close of trading on 07-Oct-2020

Day Change Summary
	Previous	Current
	06-Oct-2020	07-Oct-2020	Change	Change %	Previous Week
Open	39.62	40.12	0.50	1.3%	40.24
High	41.11	40.61	-0.50	-1.2%	41.06
Low	39.37	39.57	0.20	0.5%	36.93
Close	40.93	40.23	-0.70	-1.7%	37.34
Range	1.74	1.04	-0.70	-40.2%	4.13
ATR	1.67	1.65	-0.02	-1.3%	0.00
Volume	198,236	229,625	31,389	15.8%	703,243

Daily Pivots for day following 07-Oct-2020
	Classic	Woodie	Camarilla	DeMark
R4	43.26	42.78	40.80
R3	42.22	41.74	40.52
R2	41.18	41.18	40.42
R1	40.70	40.70	40.33	40.94
PP	40.14	40.14	40.14	40.26
S1	39.66	39.66	40.13	39.90
S2	39.10	39.10	40.04
S3	38.06	38.62	39.94
S4	37.02	37.58	39.66

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	10.4%	2.04	5.1%	79%	False	False	185,085
10	41.11	36.93	4.18	10.4%	1.72	4.3%	79%	False	False	145,243
20	42.02	36.93	5.09	12.7%	1.59	4.0%	65%	False	False	135,904
40	44.33	36.93	7.40	18.4%	1.42	3.5%	45%	False	False	117,905
60	44.33	36.93	7.40	18.4%	1.34	3.3%	45%	False	False	103,318
80	44.33	36.93	7.40	18.4%	1.39	3.5%	45%	False	False	95,789
100	44.33	32.13	12.20	30.3%	1.52	3.8%	66%	False	False	92,365
120	44.33	25.31	19.02	47.3%	1.67	4.1%	78%	False	False	94,568

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.29
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	45.03
2.618	43.33
1.618	42.29
1.000	41.65
0.618	41.25
HIGH	40.61
0.618	40.21
0.500	40.09
0.382	39.97
LOW	39.57
0.618	38.93
1.000	38.53
1.618	37.89
2.618	36.85
4.250	35.15

Fisher Pivots for day following 07-Oct-2020
Pivot	1 day	3 day
R1	40.18	39.89
PP	40.14	39.55
S1	40.09	39.22

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

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