NYMEX Light Sweet Crude Oil Future December 2020

Trading Metrics calculated at close of trading on 09-Oct-2020

Day Change Summary
	Previous	Current
	08-Oct-2020	09-Oct-2020	Change	Change %	Previous Week
Open	40.23	41.60	1.37	3.4%	37.34
High	41.59	41.74	0.15	0.4%	41.74
Low	40.05	40.68	0.63	1.6%	37.32
Close	41.47	40.91	-0.56	-1.4%	40.91
Range	1.54	1.06	-0.48	-31.2%	4.42
ATR	1.64	1.60	-0.04	-2.5%	0.00
Volume	263,971	173,375	-90,596	-34.3%	1,028,992

Daily Pivots for day following 09-Oct-2020
	Classic	Woodie	Camarilla	DeMark
R4	44.29	43.66	41.49
R3	43.23	42.60	41.20
R2	42.17	42.17	41.10
R1	41.54	41.54	41.01	41.33
PP	41.11	41.11	41.11	41.00
S1	40.48	40.48	40.81	40.27
S2	40.05	40.05	40.72
S3	38.99	39.42	40.62
S4	37.93	38.36	40.33

Weekly Pivots for week ending 09-Oct-2020
	Classic	Woodie	Camarilla	DeMark
R4	53.25	51.50	43.34
R3	48.83	47.08	42.13
R2	44.41	44.41	41.72
R1	42.66	42.66	41.32	43.54
PP	39.99	39.99	39.99	40.43
S1	38.24	38.24	40.50	39.12
S2	35.57	35.57	40.10
S3	31.15	33.82	39.69
S4	26.73	29.40	38.48

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	41.74	37.32	4.42	10.8%	1.60	3.9%	81%	True	False	205,798
10	41.74	36.93	4.81	11.8%	1.77	4.3%	83%	True	False	173,223
20	42.02	36.93	5.09	12.4%	1.60	3.9%	78%	False	False	144,997
40	44.33	36.93	7.40	18.1%	1.43	3.5%	54%	False	False	124,420
60	44.33	36.93	7.40	18.1%	1.35	3.3%	54%	False	False	108,590
80	44.33	36.93	7.40	18.1%	1.38	3.4%	54%	False	False	99,407
100	44.33	33.12	11.21	27.4%	1.51	3.7%	69%	False	False	95,130
120	44.33	25.31	19.02	46.5%	1.61	3.9%	82%	False	False	95,413

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	True
Stretch	0.24
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	46.25
2.618	44.52
1.618	43.46
1.000	42.80
0.618	42.40
HIGH	41.74
0.618	41.34
0.500	41.21
0.382	41.08
LOW	40.68
0.618	40.02
1.000	39.62
1.618	38.96
2.618	37.90
4.250	36.18

Fisher Pivots for day following 09-Oct-2020
Pivot	1 day	3 day
R1	41.21	40.83
PP	41.11	40.74
S1	41.01	40.66

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

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