NYMEX Light Sweet Crude Oil Future December 2020

Trading Metrics calculated at close of trading on 27-Oct-2020

Day Change Summary
	Previous	Current
	26-Oct-2020	27-Oct-2020	Change	Change %	Previous Week
Open	39.69	38.59	-1.10	-2.8%	40.92
High	39.74	39.83	0.09	0.2%	41.90
Low	38.28	38.51	0.23	0.6%	39.57
Close	38.56	39.57	1.01	2.6%	39.85
Range	1.46	1.32	-0.14	-9.6%	2.33
ATR	1.49	1.48	-0.01	-0.8%	0.00
Volume	360,184	339,535	-20,649	-5.7%	1,618,544

Daily Pivots for day following 27-Oct-2020
	Classic	Woodie	Camarilla	DeMark
R4	43.26	42.74	40.30
R3	41.94	41.42	39.93
R2	40.62	40.62	39.81
R1	40.10	40.10	39.69	40.36
PP	39.30	39.30	39.30	39.44
S1	38.78	38.78	39.45	39.04
S2	37.98	37.98	39.33
S3	36.66	37.46	39.21
S4	35.34	36.14	38.84

Weekly Pivots for week ending 23-Oct-2020
	Classic	Woodie	Camarilla	DeMark
R4	47.43	45.97	41.13
R3	45.10	43.64	40.49
R2	42.77	42.77	40.28
R1	41.31	41.31	40.06	40.88
PP	40.44	40.44	40.44	40.22
S1	38.98	38.98	39.64	38.55
S2	38.11	38.11	39.42
S3	35.78	36.65	39.21
S4	33.45	34.32	38.57

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	41.59	38.28	3.31	8.4%	1.45	3.7%	39%	False	False	328,608
10	41.90	38.28	3.62	9.1%	1.37	3.5%	36%	False	False	312,123
20	41.90	36.93	4.97	12.6%	1.53	3.9%	53%	False	False	253,745
40	43.98	36.93	7.05	17.8%	1.56	3.9%	37%	False	False	189,203
60	44.33	36.93	7.40	18.7%	1.39	3.5%	36%	False	False	154,544
80	44.33	36.93	7.40	18.7%	1.33	3.4%	36%	False	False	132,728
100	44.33	35.72	8.61	21.8%	1.44	3.6%	45%	False	False	121,283
120	44.33	29.68	14.65	37.0%	1.50	3.8%	68%	False	False	114,266

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	False
Stretch	0.24
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	45.44
2.618	43.29
1.618	41.97
1.000	41.15
0.618	40.65
HIGH	39.83
0.618	39.33
0.500	39.17
0.382	39.01
LOW	38.51
0.618	37.69
1.000	37.19
1.618	36.37
2.618	35.05
4.250	32.90

Fisher Pivots for day following 27-Oct-2020
Pivot	1 day	3 day
R1	39.44	39.60
PP	39.30	39.59
S1	39.17	39.58

Download as Excel Spreadsheet

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

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