NYMEX Light Sweet Crude Oil Future December 2020

Trading Metrics calculated at close of trading on 28-Oct-2020

Day Change Summary
	Previous	Current
	27-Oct-2020	28-Oct-2020	Change	Change %	Previous Week
Open	38.59	38.97	0.38	1.0%	40.92
High	39.83	39.01	-0.82	-2.1%	41.90
Low	38.51	36.97	-1.54	-4.0%	39.57
Close	39.57	37.39	-2.18	-5.5%	39.85
Range	1.32	2.04	0.72	54.5%	2.33
ATR	1.48	1.56	0.08	5.4%	0.00
Volume	339,535	489,954	150,419	44.3%	1,618,544

Daily Pivots for day following 28-Oct-2020
	Classic	Woodie	Camarilla	DeMark
R4	43.91	42.69	38.51
R3	41.87	40.65	37.95
R2	39.83	39.83	37.76
R1	38.61	38.61	37.58	38.20
PP	37.79	37.79	37.79	37.59
S1	36.57	36.57	37.20	36.16
S2	35.75	35.75	37.02
S3	33.71	34.53	36.83
S4	31.67	32.49	36.27

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	41.02	36.97	4.05	10.8%	1.50	4.0%	10%	False	True	353,219
10	41.90	36.97	4.93	13.2%	1.44	3.9%	9%	False	True	334,669
20	41.90	36.93	4.97	13.3%	1.55	4.2%	9%	False	False	270,466
40	43.84	36.93	6.91	18.5%	1.59	4.3%	7%	False	False	199,286
60	44.33	36.93	7.40	19.8%	1.40	3.7%	6%	False	False	161,142
80	44.33	36.93	7.40	19.8%	1.35	3.6%	6%	False	False	138,088
100	44.33	35.72	8.61	23.0%	1.44	3.9%	19%	False	False	125,460
120	44.33	29.68	14.65	39.2%	1.50	4.0%	53%	False	False	117,720

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.21
Widest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	47.68
2.618	44.35
1.618	42.31
1.000	41.05
0.618	40.27
HIGH	39.01
0.618	38.23
0.500	37.99
0.382	37.75
LOW	36.97
0.618	35.71
1.000	34.93
1.618	33.67
2.618	31.63
4.250	28.30

Fisher Pivots for day following 28-Oct-2020
Pivot	1 day	3 day
R1	37.99	38.40
PP	37.79	38.06
S1	37.59	37.73

Download as Excel Spreadsheet

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

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