NYMEX Light Sweet Crude Oil Future December 2020

Trading Metrics calculated at close of trading on 15-Oct-2020

Day Change Summary
	Previous	Current
	14-Oct-2020	15-Oct-2020	Change	Change %	Previous Week
Open	40.49	41.43	0.94	2.3%	37.34
High	41.43	41.57	0.14	0.3%	41.74
Low	40.12	39.52	-0.60	-1.5%	37.32
Close	41.34	41.24	-0.10	-0.2%	40.91
Range	1.31	2.05	0.74	56.5%	4.42
ATR	1.55	1.58	0.04	2.3%	0.00
Volume	264,494	281,940	17,446	6.6%	1,028,992

Daily Pivots for day following 15-Oct-2020
	Classic	Woodie	Camarilla	DeMark
R4	46.93	46.13	42.37
R3	44.88	44.08	41.80
R2	42.83	42.83	41.62
R1	42.03	42.03	41.43	41.41
PP	40.78	40.78	40.78	40.46
S1	39.98	39.98	41.05	39.36
S2	38.73	38.73	40.86
S3	36.68	37.93	40.68
S4	34.63	35.88	40.11

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	5.8%	1.39	3.4%	79%	False	False	231,034
10	41.74	36.93	4.81	11.7%	1.59	3.9%	90%	False	False	217,336
20	42.02	36.93	5.09	12.3%	1.60	3.9%	85%	False	False	162,383
40	44.33	36.93	7.40	17.9%	1.50	3.6%	58%	False	False	142,069
60	44.33	36.93	7.40	17.9%	1.39	3.4%	58%	False	False	121,001
80	44.33	36.93	7.40	17.9%	1.37	3.3%	58%	False	False	108,256
100	44.33	33.53	10.80	26.2%	1.49	3.6%	71%	False	False	101,995
120	44.33	26.91	17.42	42.2%	1.57	3.8%	82%	False	False	100,132

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.18
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	50.28
2.618	46.94
1.618	44.89
1.000	43.62
0.618	42.84
HIGH	41.57
0.618	40.79
0.500	40.55
0.382	40.30
LOW	39.52
0.618	38.25
1.000	37.47
1.618	36.20
2.618	34.15
4.250	30.81

Fisher Pivots for day following 15-Oct-2020
Pivot	1 day	3 day
R1	41.01	41.01
PP	40.78	40.78
S1	40.55	40.55

Download as Excel Spreadsheet

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

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