NYMEX Light Sweet Crude Oil Future December 2020

Trading Metrics calculated at close of trading on 12-Oct-2020

Day Change Summary
	Previous	Current
	09-Oct-2020	12-Oct-2020	Change	Change %	Previous Week
Open	41.60	40.72	-0.88	-2.1%	37.34
High	41.74	40.75	-0.99	-2.4%	41.74
Low	40.68	39.36	-1.32	-3.2%	37.32
Close	40.91	39.73	-1.18	-2.9%	40.91
Range	1.06	1.39	0.33	31.1%	4.42
ATR	1.60	1.60	0.00	-0.2%	0.00
Volume	173,375	186,653	13,278	7.7%	1,028,992

Daily Pivots for day following 12-Oct-2020
	Classic	Woodie	Camarilla	DeMark
R4	44.12	43.31	40.49
R3	42.73	41.92	40.11
R2	41.34	41.34	39.98
R1	40.53	40.53	39.86	40.24
PP	39.95	39.95	39.95	39.80
S1	39.14	39.14	39.60	38.85
S2	38.56	38.56	39.48
S3	37.17	37.75	39.35
S4	35.78	36.36	38.97

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	39.36	2.38	6.0%	1.35	3.4%	16%	False	True	210,372
10	41.74	36.93	4.81	12.1%	1.81	4.6%	58%	False	False	185,749
20	42.02	36.93	5.09	12.8%	1.63	4.1%	55%	False	False	148,287
40	44.33	36.93	7.40	18.6%	1.45	3.6%	38%	False	False	127,409
60	44.33	36.93	7.40	18.6%	1.37	3.4%	38%	False	False	111,001
80	44.33	36.93	7.40	18.6%	1.38	3.5%	38%	False	False	100,898
100	44.33	33.12	11.21	28.2%	1.50	3.8%	59%	False	False	96,260
120	44.33	26.91	17.42	43.8%	1.58	4.0%	74%	False	False	95,755

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	0.23
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	46.66
2.618	44.39
1.618	43.00
1.000	42.14
0.618	41.61
HIGH	40.75
0.618	40.22
0.500	40.06
0.382	39.89
LOW	39.36
0.618	38.50
1.000	37.97
1.618	37.11
2.618	35.72
4.250	33.45

Fisher Pivots for day following 12-Oct-2020
Pivot	1 day	3 day
R1	40.06	40.55
PP	39.95	40.28
S1	39.84	40.00

Download as Excel Spreadsheet

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

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