NYMEX Light Sweet Crude Oil Future December 2020

Trading Metrics calculated at close of trading on 03-Nov-2020

Day Change Summary
	Previous	Current
	02-Nov-2020	03-Nov-2020	Change	Change %	Previous Week
Open	35.24	37.03	1.79	5.1%	39.69
High	37.15	38.32	1.17	3.1%	39.83
Low	33.64	36.57	2.93	8.7%	34.92
Close	36.81	37.66	0.85	2.3%	35.79
Range	3.51	1.75	-1.76	-50.1%	4.91
ATR	1.76	1.76	0.00	-0.1%	0.00
Volume	489,204	410,611	-78,593	-16.1%	2,147,460

Daily Pivots for day following 03-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	42.77	41.96	38.62
R3	41.02	40.21	38.14
R2	39.27	39.27	37.98
R1	38.46	38.46	37.82	38.87
PP	37.52	37.52	37.52	37.72
S1	36.71	36.71	37.50	37.12
S2	35.77	35.77	37.34
S3	34.02	34.96	37.18
S4	32.27	33.21	36.70

Weekly Pivots for week ending 30-Oct-2020
	Classic	Woodie	Camarilla	DeMark
R4	51.58	48.59	38.49
R3	46.67	43.68	37.14
R2	41.76	41.76	36.69
R1	38.77	38.77	36.24	37.81
PP	36.85	36.85	36.85	36.37
S1	33.86	33.86	35.34	32.90
S2	31.94	31.94	34.89
S3	27.03	28.95	34.44
S4	22.12	24.04	33.09

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	39.01	33.64	5.37	14.3%	2.31	6.1%	75%	False	False	469,511
10	41.59	33.64	7.95	21.1%	1.88	5.0%	51%	False	False	399,059
20	41.90	33.64	8.26	21.9%	1.57	4.2%	49%	False	False	328,556
40	42.02	33.64	8.38	22.3%	1.61	4.3%	48%	False	False	230,415
60	44.33	33.64	10.69	28.4%	1.47	3.9%	38%	False	False	185,607
80	44.33	33.64	10.69	28.4%	1.40	3.7%	38%	False	False	157,611
100	44.33	33.64	10.69	28.4%	1.45	3.8%	38%	False	False	140,780
120	44.33	30.79	13.54	36.0%	1.53	4.1%	51%	False	False	130,475

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	0.41
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	45.76
2.618	42.90
1.618	41.15
1.000	40.07
0.618	39.40
HIGH	38.32
0.618	37.65
0.500	37.45
0.382	37.24
LOW	36.57
0.618	35.49
1.000	34.82
1.618	33.74
2.618	31.99
4.250	29.13

Fisher Pivots for day following 03-Nov-2020
Pivot	1 day	3 day
R1	37.59	37.10
PP	37.52	36.54
S1	37.45	35.98

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

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